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Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa

Salisu, Afees A.; Gupta, Rangan - In: Emerging markets, finance and trade : EMFT 58 (2022) 9, pp. 2620-2636

Persistent link: https://www.econbiz.de/10013354984

Geopolitical risks and historical exchange rate volatility of the BRICS

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: International review of economics & finance : IREF 77 (2022), pp. 179-190

Persistent link: https://www.econbiz.de/10013330761

Using Large Data Sets to Forecast Housing Prices : A Case Study of Twenty US States

Gupta, Rangan - 2012

We implement several Bayesian and classical models to forecast housing prices in 20 US states. In addition to standard …, we compare the forecast performance of the alternative models. Based on the average root mean squared error (RMSE) for …

Persistent link: https://www.econbiz.de/10013117046

Forecasting stock returns volatility of the G7 over centuries : the role of climate risks

Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2024

Persistent link: https://www.econbiz.de/10014553267

OPEC news and exchange rate forecasting using dynamic Bayesian learning

Sheng, Xin; Gupta, Rangan; Salisu, Afees A.; Bouri, Elie - In: Finance research letters 45 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014575496

Multi-task forecasting of the realized volatilities of agricultural commodity prices

Gupta, Rangan; Pierdzioch, Christian - 2024

Persistent link: https://www.econbiz.de/10014553246

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

Forecasting power of infectious diseases-related uncertainty for gold realized variance

Bouri, Elie; Gkillas, Konstantinos; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014581420

A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - 2016

In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time-frequency framework over a monthly period 1791:08–2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index is divided into different frequencies known as...

Persistent link: https://www.econbiz.de/10011432431

Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; … - 2016

Persistent link: https://www.econbiz.de/10011547577