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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - 2022
Persistent link: https://www.econbiz.de/10012820396
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The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie; Gupta, Rangan; Rossini, Lua - 2022
Persistent link: https://www.econbiz.de/10013253754
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Forecasting international financial stress : the role of climate risks
Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - In: Journal of international financial markets, … 92 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
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Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013435218
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Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar; Gupta, Rangan; Ҫepni, Oğuzhan; … - 2022
Persistent link: https://www.econbiz.de/10013366552
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Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - 2022
Persistent link: https://www.econbiz.de/10013387607
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Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan; Pierdzioch, Christian - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 23-44). 2023
Persistent link: https://www.econbiz.de/10014282545
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Forecasting international financial stress : the role of climate risks
Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014364827
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Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan; Christou, Christina; Gupta, Rangan - In: Economics letters 227 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan; Nel, Jacobus; Salisu, Afees A.; Ji, Qiang - In: Finance research letters 54 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014472761