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Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests

Apergēs, Nikolaos; Gavriilidis, Konstantinos; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012703087

Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - 2022

Persistent link: https://www.econbiz.de/10012820363

Modeling and forecasting crude oil price volatility : evidence from historical and recent data

Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - 2015

This paper uses the Markov-switching multifractal (MSM) model and generalized autoregressive conditional heteroscedasticity (GARCH)-type models to forecast oil price volatility over the time periods from January 02, 1875 to December 31, 1895 and from January 03, 1977 to March 24, 2014. Based on...

Persistent link: https://www.econbiz.de/10010488966

Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis

Shackleton, Ryan; Das, Sonali; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014364821

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach

Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, … - 2022

Persistent link: https://www.econbiz.de/10013366537

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

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

Do multinational enterprises contribute to convergence or divergence? : a disaggregated analysis of US FDI

Mayer-Foulkes, David - 2005

It is a widely held belief that foreign direct investment (FDI) has a positive effect on economic growth. We test this hypothesis by performing convergence regressions derived from a model of endogenous technological change. We estimate the rate of growth in per-capita income, relative to the...

Persistent link: https://www.econbiz.de/10013261426

Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data

Balcilar, Mehmet; Mukherjee, Zinnia; Gupta, Rangan; … - 2023

Persistent link: https://www.econbiz.de/10014317448