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Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan; Kean, Gbeada Josiane Seu Epse; Tsebe, … - In: Economia internazionale 68 (2015) 4, pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
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Jumps in energy and non-energy commodities
Bouri, Elie; Gupta, Rangan - In: OPEC energy review 44 (2020) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
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Trading behaviour connectedness across commodity markets : evidence from the hedgers' sentiment perspective
Ji, Qiang; Bahloul, Walid; Geng, Jiang-Bo; Gupta, Rangan - In: Research in international business and finance 52 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012543273
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Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - In: Energy economics 70 (2018), pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
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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 & trade : a journal of the … 58 (2022) 9, pp. 2620-2636
Persistent link: https://www.econbiz.de/10013354984
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Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
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An Assessment of UK Macroeconomic Volatility : Historical Evidence Using Over Seven Centuries of Data
Plakandaras, Vasilios - 2018
Breaking ground from all previous studies, we estimate a time-varying Vector Autoregression model that examines the time-period 1270-2016 - the entire economic history of the U.K. Focusing on permanent and transitory shocks in the economy, we study the fluctuation in conditional volatilities and...
Persistent link: https://www.econbiz.de/10012908624
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The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Energy economics 91 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
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The relationship between economic policy uncertainty and corporate tax rates
Clance, Matthew; Gozgor, Giray; Gupta, Rangan; Lau, Chi … - In: Annals of financial economics 16 (2021) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012650833