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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

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

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

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

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