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Intertemporal portfolio allocationn and hedging demand : an application to South Africa

Van Wyk de Vries, Esti; Gupta, Rangan; Van Eyden, Reneé - In: Journal of business economics and management 15 (2014) 4, pp. 744-775

Persistent link: https://www.econbiz.de/10010415874

Housing and the Great Depression

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 46 (2014) 22/24, pp. 2966-2981

Persistent link: https://www.econbiz.de/10010417127

Predicting BRICS stock returns using ARFIMA models

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166

Persistent link: https://www.econbiz.de/10010418936

Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?

Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157

Persistent link: https://www.econbiz.de/10010418941

Oil price uncertainty and manufacturing production

Aye, Goodness C.; Dadam, Vincent; Gupta, Rangan; Mamba, … - In: Energy economics 43 (2014), pp. 41-47

Persistent link: https://www.econbiz.de/10010504182

Uncertainty and crude oil returns

Aloui, Riadh; Gupta, Rangan; Miller, Stephen M. - 2015

Persistent link: https://www.econbiz.de/10010504607

Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence

Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2015

Persistent link: https://www.econbiz.de/10010504609

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

Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries

Apergēs, Nikolaos; El Montasser, Ghassen; Sekyere, Emmanuel - In: Energy economics 45 (2014), pp. 485-490

Persistent link: https://www.econbiz.de/10010506558

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