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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
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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - In: Energy economics 132 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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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
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Do banks' buy and sell recommendations influence stock market volatility? : evidence from the German DAX30
Hendriks, Torben W.; Kempa, Bernd; Pierdzioch, Christian - In: The European journal of finance 18 (2012) 1/2, pp. 29-39
Persistent link: https://www.econbiz.de/10009565257
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Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, … - 2023
Persistent link: https://www.econbiz.de/10014336437
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Forecasting Realized Stock-Market Volatility : Do Industry Returns Have Predictive Value?
Demirer, Riza; Gupta, Rangan; Pierdzioch, Christian - 2021
bad) stock market volatility, we show that incorporating the information in lagged industry returns can help improve out …-of sample forecasts of aggregate stock market volatility. While the predictive contribution of industry level returns is not … that incorporating lagged industry returns in aggregate level volatility forecasts benefits forecasters who are …
Persistent link: https://www.econbiz.de/10013249490
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Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013547864