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OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach

Gupta, Rangan; Yoon, Seong-min - In: The North American journal of economics and finance : a … 45 (2018), pp. 206-214

Persistent link: https://www.econbiz.de/10012117774

Spillovers in higher-order moments of crude oil, gold, and bitcoin

Gillas, Konstantinos Gkillas; Bouri, Elie; Gupta, Rangan; … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 398-406

Persistent link: https://www.econbiz.de/10013335879

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

Uncertainty and crude oil returns

Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 55 (2016), pp. 92-100

Persistent link: https://www.econbiz.de/10011663129

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Uncertainty and crude oil returns

Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. - 2015

Persistent link: https://www.econbiz.de/10010504607

OPEC news and jumps in the oil market

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Energy economics 96 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012817880

Oil speculation and herding behavior in emerging stock markets

Cakan, Esin; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Journal of economics and finance 43 (2019) 1, pp. 44-56

Persistent link: https://www.econbiz.de/10012170983

Date stamping historical oil price bubbles : 1876 - 2014

Caspi, Itamar; Katzke, Nico; Gupta, Rangan - 2014

Persistent link: https://www.econbiz.de/10010432200

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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