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Forecasting international REITs volatility : the role of oil-price uncertainty

Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - In: The European journal of finance 29 (2023) 14, pp. 1579-1597

Persistent link: https://www.econbiz.de/10014387948

Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic

Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302

Persistent link: https://www.econbiz.de/10014428071

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of forecasting 42 (2023) 8, pp. 2307-2321

Persistent link: https://www.econbiz.de/10014432898

The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach

Salisu, Afees A.; Gupta, Rangan; Olaniran, Abeeb - In: Applied economics letters 30 (2023) 3, pp. 269-274

Persistent link: https://www.econbiz.de/10013553138

Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?

Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023

Persistent link: https://www.econbiz.de/10013482253

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

Persistent link: https://www.econbiz.de/10013465491

Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E.; … - In: Journal of forecasting 41 (2022) 7, pp. 1525-1556

Persistent link: https://www.econbiz.de/10013465713

Climate risks and realized volatility of major commodity currency exchange rates

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 62 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014226734

Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States

Çepni, Oğuzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - 2022

We utilize a Dynamic Factor Model with Stochastic Volatility to filter out the national factor from the local components of weekly state-level economic conditions indexes of the United States over the period of April 1987 to August 2021. Then, we forecast the state-level factors. The forecasting...

Persistent link: https://www.econbiz.de/10014242089

Forecasting National Recessions of the United States with State-Level Climate Risks : Evidence from Model Averaging in Markov-Switching Models

Çepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022

This paper utilizes Bayesian (static) model averaging (BMA) and dynamic model averaging (DMA) incorporated into Markov-switching (MS) models to forecast business cycle turning points of the United States (US) with state-level climate risks data, proxied by temperature changes and its (realized)...

Persistent link: https://www.econbiz.de/10014242517