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  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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Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 101
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Year of PublicationTitlePerson(s)
2024 Forecasting gold returns volatility over 1258-2023 : the role of momentsMuddana, Thanoj K.; Bhimreddy, Komal S. R.; Majumdar, Anandamayee; 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 Climate risks and forecastability of US inflation : evidence from dynamic quantile model averagingLuo, Jiawen; Fu, Shengjie; Cepni, Oguzhan; Gupta, Rangan
2024 Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?Babalos, Vassilios; Bouri, Elie; Gupta, Rangan
2024 Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risksFoglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; Ji, Qiang
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
2024 Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2024 Predicting the conditional distribution of US stock market systemic stress : the role of climate risksCaporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; Gupta, Rangan
2024 Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attentionCepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2024 How connected is the oil-bank network? : firm-level and high-frequency evidenceZhang, Yunhan; Ji, Qiang; Gabauer, David; Gupta, Rangan
2024 Modeling the presidential approval ratings of the United States using machine-learning : does climate policy uncertainty matter?Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian
2024 Climate change and growth dynamicsGupta, Rangan; Nandnaba, Sarah; Jiang, Wei
2023 Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal modelsLiu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan
2023 Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisisShackleton, Ryan; Das, Sonali; Gupta, Rangan
2023 Climate risks and stock market volatility over a century in an emerging market economy : the case of South AfricaWu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, Christian
2023 Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS modelSalisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, Oguzhan
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 101
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