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Regime switching model of US crude oil and stock market prices : 1859 to 2013

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 49 (2015), pp. 317-327

Persistent link: https://www.econbiz.de/10011537104

The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Energy economics 91 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012518658

The growth-inflation nexus for the US from 1801 to 2013 : a semiparametric approach

Balcilar, Memet; Gupta, Rangan; Jooste, Charl - In: Journal of applied economics 20 (2017) 1, pp. 105-120

Persistent link: https://www.econbiz.de/10011924262

Revisiting the twin deficits hypothesis : a quantile cointegration analysis over the period 1791-2013

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Journal of applied economics 22 (2019) 1, pp. 117-131

We revisit the twin deficits hypothesis by examining the long-run cointegrating relationship between the US budget and trade deficits across various quantiles using a unique dataset for the period 1791–2013. The main results suggest the existence of nonlinearities and structural breaks in the...

Persistent link: https://www.econbiz.de/10012157295

Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data

Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86

Persistent link: https://www.econbiz.de/10011737672

Stock market bubbles and the realized volatility of oil price returns

Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - In: Energy economics 132 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015047521

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

Do oil-price shocks predict the realized variance of U.S. REITs?

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Energy economics 104 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013364407

Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?

Çepni, Oğuzhan; Gupta, Rangan; Pienaar, Daniel; … - In: Energy economics 114 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013477404