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Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - In: Climate change economics : CCE 15 (2024) 4, pp. 1-40

Persistent link: https://www.econbiz.de/10015196824

Has oil price predicted stock returns for over a century?

Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23

Persistent link: https://www.econbiz.de/10011533690

The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach

Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689

Persistent link: https://www.econbiz.de/10011562548

Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - 2022

Persistent link: https://www.econbiz.de/10013387607

Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices

Plastun, Alex; Bouri, Elie; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013413403

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

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

Price effects after one-day abnormal returns and crises in the stock markets

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Lee, … - 2022

Persistent link: https://www.econbiz.de/10013189215

Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility

Polat, Onur; Gupta, Rangan; Bouri, Elie; Brahim, Mariem - 2025

Persistent link: https://www.econbiz.de/10015398290

Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?

Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - Department of Economics, Faculty of Economic and … - 2013

This article attempts to examine whether the equity premium in the United States can be predicted from a com-prehensive set of 18 economic and financial predictors over a monthly out-of-sample period of 2000:2 to 2011:12, using an in-sample period of 1990:2-2000:1. To do so, we consider, in...

Persistent link: https://www.econbiz.de/10010936606