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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

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

Price and Volatility Linkages between International REITs and Oil Markets

Nazlıoğlu, Şaban - 2019

This study analyzes price and volatility transmissions between nineteen real estate investment trusts (REITs) markets and the oil market. The REITs data represents a variety of countries at different stages of their development and the expanded analytical approach includes accounting for...

Persistent link: https://www.econbiz.de/10012858931

Movements in international bond markets : the role of oil prices

Nazlıoğlu, Şaban; Gupta, Rangan; Bouri, Elie - In: International review of economics & finance : IREF 68 (2020), pp. 47-58

Persistent link: https://www.econbiz.de/10012486293

Price and volatility linkages between international REITs and oil markets

Nazlıoğlu, Şaban; Gupta, Rangan; Gormus, Alper; … - In: Energy economics 88 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012516750

Moments-based spillovers across gold and oil markets

Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517023

Time-varying impact of geopolitical risks on oil prices

Cuñado Eizaguirre, Juncal; Gupta, Rangan; Lau, Chi Keung; … - In: Defence and peace economics 31 (2020) 6, pp. 692-706

Persistent link: https://www.econbiz.de/10012312862

Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Energy economics 108 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013203080

Geopolitical risks and the predictability of regional oil returns and volatility

Demirer, Rıza; Gupta, Rangan; Ji, Qiang; Tiwari, … - In: OPEC energy review 43 (2019) 3, pp. 342-361

Persistent link: https://www.econbiz.de/10013339003

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

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