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Jahr
Titel
Personen
2021
The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
2021
A note on state-level nonlinear effects of government spending shocks in the US : the role of Partisan conflict
Sheng, Xin
;
Gupta, Rangan
2023
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
2022
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
On the pricing effects of bitcoin mining in the fossil fuel market : the case of coal
Sibande, Xolani
;
Demirer, Rıza
;
Gupta, Rangan
2022
On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data
Cuñado Eizaguirre, Juncal
;
Gabauer, David
;
Gupta, Rangan
2022
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
2022
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
2020
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
;
Kyei, Clement Kewku
2023
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, Joshua
2024
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
;
Gupta, Rangan
2023
The predictive impact of climate risk on total factor productivity growth : 1880-2020
Kunene, Desiree M.
;
Van Eyden, Reneé
;
Caraiani, Petre
;
Gupta, Rangan
2021
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Gupta, Rangan
2022
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
ekin, Semih Emre
;
Gupta, Rangan
2021
Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach
Cuñado Eizaguirre, Juncal
;
Gabauer, David
;
Gupta, Rangan
2023
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
2019
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
2022
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
2022
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
2022
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
;
Nielsen, Joshua