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Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

Real-time forecast of DSGE models with time-varying volatility in GARCH form

Ivashchenko, Sergey; Ҫekin, Semih Emre; Gupta, Rangan - 2022

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Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - 2022

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Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - In: Economics letters 217 (2022), pp. 1-6

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Real-time forecast of DSGE models with time-varying volatility in GARCH form

Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014543555

Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns : The Role of Skewness Over 1859 to 2023

Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - 2023

We examine the predictive value of expected skewness of oil returns for the realized volatility using monthly data from … structural breaks. In-sample results show that the predictive impact of expected skewness on realized volatility can be both … positive and negative, with these signs contingent on the quantiles of realized volatility. Moreover, we detected statistically …

Persistent link: https://www.econbiz.de/10014353168