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Results 1-10 of 23.
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Year of PublicationTitlePerson(s)
2023Return 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
2023The effects of disaggregate oil shocks on aggregate expected skewness of the United StatesSheng, Xin; Gupta, Rangan; Ji, Qiang
2022Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of dataGupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian
2022Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategiesLuo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan
2022Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countriesVan Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; Bouri, Elie
2022The role of the monthly ENSO in forecasting the Daily Baltic Dry IndexBouri, Elie; Gupta, Rangan; Rossini, Lua
2022Policy uncertainty and stock market volatility revisited : the predictive role of signal qualitySalisu, Afees A.; Demirer, Rıza; Gupta, Rangan
2022Monetary policy and bubbles in G7 economies : evidence from a panel VAR approachCaraiani, Petre; Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua
2022Bitcoin prices and the realized volatility of US sectoral stock returnsBouri, Elie; Salisu, Afees A.; Gupta, Rangan
2022Stock market bubbles and the forecastability of gold returns (and volatility)Gabauer, David; Gupta, Rangan; Karmakar, Sayar; Nielsen, Joshua