1. ZBW - Digitales Archiv
  2. University of Pretoria
  3. Department of Economics, University of Pretoria

Department of Economics working paper series


PPN 1725072335, ZSS 52
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Publikationen (sortiert nach Zugangsdatum in absteigender Richtung): 1 bis 20 von 111
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JahrTitelPersonen
2024 Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysisBouri, Elie; Foglia, Matteo; Karmakar, Sayar; Gupta, Rangan
2024 Assessing the growth-enhancing effect of state contingent debt instrumentsNandnaba, Sarah; Gupta, Rangan
2024 Gasoline prices and presidential approval ratings of the United StatesGupta, Rangan; Pierdzioch, Christian; Tiwari, Aviral Kumar
2024 Energy market uncertainties and gold return volatility : a GARCH-MIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Shiba, Sisa
2024 Geopolitical risks and oil returns volatility : a GARCH-MIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan
2024 Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspectiveXiong, Rui; Liao, Wenting; Gupta, Rangan
2024 Forecasting stock returns volatility of the G7 over centuries : the role of climate risksBouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; Pierdzioch, Christian
2024 GARCHX-NoVaS : a model-free approach to incorporate exogenous variablesWu, Kejin; Karmakar, Sayar; Gupta, Rangan
2024 Multi-task forecasting of the realized volatilities of agricultural commodity pricesGupta, Rangan; Pierdzioch, Christian
2024 Time-varying multilayer networks analysis of frequency connectedness in commodity futures marketsZhou, Xuewei; Ouyang, Zisheng; Gupta, Rangan; Ji, Qiang
2024 Health gains arising from reduced risk consumption : South Africa's PRIME exampleKoch, Steven F.
2024 Forecasting gold returns volatility over 1258-2023 : the role of momentsMuddana, Thanoj K.; Bhimreddy, Komal S. R.; Majumdar, Anandamayee; Gupta, Rangan
2024 Climate risks and forecastability of US inflation : evidence from dynamic quantile model averagingLuo, Jiawen; Fu, Shengjie; Cepni, Oguzhan; Gupta, Rangan
2024 Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Ji, Qiang
2024 Can municipal bonds hedge US state-level climate risks?Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang
2024 Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?Babalos, Vassilios; Bouri, Elie; Gupta, Rangan
2024 Presidential approval ratings and stock market performance in Latin AmericaJaichand, Yuvana; Van Eyden, Reneé; Gupta, Rangan
2024 Political geography and stock market volatility : the role of political alignment across sentiment regimesCepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian
2024 The effects of uncertainty on economic conditions across US states : the role of climate risksSheng, Xin; Gupta, Rangan; Liao, Wenting; Cepni, Oguzhan
2024 Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Cepni, Oguzhan
Publikationen (sortiert nach Zugangsdatum in absteigender Richtung): 1 bis 20 von 111
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