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Inflation-inequality puzzle : is it still apparent?
Berisha, Edmond; Gharehgozli, Orkideh; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012803666
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Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Shahzad, Syed Jawad Hussain; Kyei, Clement Kweku; … - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012490225
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Measuring the economic costs of terrorism
Enders, Walter; Olson, Eric - In: The Oxford handbook of the economics of peace and conflict, (pp. 362-387). 2012
Persistent link: https://www.econbiz.de/10009567916
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What is a better cross-hedge for energy : equities or other commodities?
Olson, Eric; Vivian, Andrew; Wohar, Mark E. - In: Global finance journal 42 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012257103
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Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test
Gupta, Rangan; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Applied economics 47 (2015) 7/9, pp. 798-808
Persistent link: https://www.econbiz.de/10010512114
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Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan; Kean, Gbeada Josiane Seu Epse; Tsebe, … - In: Economia internazionale 68 (2015) 4, pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
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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
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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
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Modeling and forecasting crude oil price volatility : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - 2015
This paper uses the Markov-switching multifractal (MSM) model and generalized autoregressive conditional heteroscedasticity (GARCH)-type models to forecast oil price volatility over the time periods from January 02, 1875 to December 31, 1895 and from January 03, 1977 to March 24, 2014. Based on...
Persistent link: https://www.econbiz.de/10010488966
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Date stamping historical oil price bubbles : 1876 - 2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - 2014
Persistent link: https://www.econbiz.de/10010432200