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Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
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Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan; … - In: Energy economics 88 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
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Price and volatility linkages between international REITs and oil markets
Nazlıoğlu, Şaban; Gupta, Rangan; Gormus, Alper; … - In: Energy economics 88 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012516750
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Moments-based spillovers across gold and oil markets
Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012517023
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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
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Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Energy economics 108 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - In: Energy economics 70 (2018), pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
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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