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Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks

Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10014515694

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

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

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

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

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661146

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

Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty

Salisu, Afees A.; Gupta, Rangan; Karmakar, Sayar; Das, … - 2021

Persistent link: https://www.econbiz.de/10012622272

Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500

Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - 2022

Persistent link: https://www.econbiz.de/10013253752

Stock market bubbles and the forecastability of gold returns (and volatility)

Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2022

Persistent link: https://www.econbiz.de/10013253753

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