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Climate risks and forecastability of the weekly state-level economic conditions of the United States

Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162

Persistent link: https://www.econbiz.de/10014507523

Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International review of finance : the official journal … 22 (2022) 3, pp. 540-550

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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

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Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty

Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 170-189

We develop models for examining possible predictors of growth of China's foreign exchange reserves that embrace Chinese … stand the test of time. The US–China interest rate differential has a superior predictive power among the 13 predictors …

Persistent link: https://www.econbiz.de/10010777014

Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions

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forecasting capacity for a 15-week horizon at the 95 per cent confidence level for the DJIA index, and for nine-week horizon at …

Persistent link: https://www.econbiz.de/10011056675