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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

Geopolitical risks and recessions in a panel of advanced economies : evidence from over a century of data

Clance, Matthew W.; Gupta, Rangan; Wohar, Mark E. - In: Applied economics letters 26 (2019) 16, pp. 1317-1321

Persistent link: https://www.econbiz.de/10012204745

Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks

Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd - In: International journal of forecasting 40 (2024) 1, pp. 29-43

Persistent link: https://www.econbiz.de/10014450235

Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests

Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Journal of the Operational Research Society 73 (2022) 8, pp. 1755-1767

Persistent link: https://www.econbiz.de/10013373057

Time-varying risk aversion and realized gold volatility

Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16

Persistent link: https://www.econbiz.de/10012204443

Time-varying risk aversion and forecastability of the US term structure of interest rates

Bouri, Elie; Gupta, Rangan; Majumdar, Anandamayee; … - In: Finance research letters 42 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014582612

Time-varying risk aversion and the profitability of carry trades : evidence from the cross-quantilogram

Demirer, Rıza; Gupta, Rangan; Hassani, Hossein; Huang, Xu - In: Economies : open access journal 8 (2020) 1/18, pp. 1-12

This paper examines the predictive power of time-varying risk aversion over payoffs to the carry trade strategy via the … cross-quantilogram methodology. Our analysis yields significant evidence of directional predictability from risk aversion to … of risk aversion is found to be stronger during periods of moderate to high risk aversion and largely concentrated on …

Persistent link: https://www.econbiz.de/10012237397

Causal link between oil price and uncertainty in India

El Montasser, Ghassen; Aggad, Kenza; Clark, Louise; … - In: Economia internazionale 68 (2015) 4, pp. 437-450

Persistent link: https://www.econbiz.de/10011428266

Oil price forecastability and economic uncertainty

Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - In: Economics letters 132 (2015), pp. 125-128

Persistent link: https://www.econbiz.de/10011431472

Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?

Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378

Persistent link: https://www.econbiz.de/10011299816