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Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, … - 2023
Persistent link: https://www.econbiz.de/10014329743
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Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443108
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Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443111
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Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - 2021
Persistent link: https://www.econbiz.de/10012661162
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Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014448138
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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
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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Climate risks and state-level stock-market realized volatility
Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; … - 2022
Persistent link: https://www.econbiz.de/10013448268
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Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013270159
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Price effects after one-day abnormal returns and crises in the stock markets
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Lee, … - 2022
Persistent link: https://www.econbiz.de/10013189215