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Dynamic impact of the US monetary policy on oil market returns and volatility

Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169

Persistent link: https://www.econbiz.de/10012655291

The role of oil prices in the forecasts of South African interest rates : a Bayesian approach

Gupta, Rangan; Kotzé, Kevin - In: Energy economics 61 (2017), pp. 270-278

Persistent link: https://www.econbiz.de/10011737812

Does the price of oil help predict inflation in South Africa? : historical evidence using a frequency domain approach

Gupta, Rangan; Kanda, Patrick T. - In: Economia internazionale 68 (2015) 4, pp. 451-467

Persistent link: https://www.econbiz.de/10011428268

The impact of oil shocks in a small open economy New-Keynesian dynamic stochastic general equilibrium model for an oil-importing country : the case of South Africa

Hollander, Hylton; Gupta, Rangan; Wohar, Mark E. - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 7, pp. 1593-1618

Persistent link: https://www.econbiz.de/10012210818

Oil price shocks and China's economy : reactions of the monetary policy to oil price shocks

Kim, Won Joong; Hammoudeh, Shawkat; Hyun, Jun Seog; … - In: Energy economics 62 (2017), pp. 61-69

Persistent link: https://www.econbiz.de/10011748036

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

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

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - 2014

Persistent link: https://www.econbiz.de/10010415510

House price synchronization across the US states : the role of structural oil shocks

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012821423

Regime Switching Model of US Crude Oil and Stock Market Prices : 1859 to 2013

Balcilar, Mehmet - 2016

This paper examines the relationship between US crude oil and stock market prices, using a Markov-Switching vector error-correction model and a monthly data set from 1859 to 2013. The sample covers the entire modern era of the petroleum industry, which typically begins with the first drilled oil...

Persistent link: https://www.econbiz.de/10013005873

Oil price uncertainty and movements in the US government bond risk premia

Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012654789