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Results 31-40 of 86.
Year of PublicationTitlePerson(s)
2023Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal modelsLiu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan
2023Financial stress and realized volatility : the case of agricultural commoditiesBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2023Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country : the case of IndiaÇepni, Oğuzhan; Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua
2023Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisisShackleton, Ryan; Das, Sonali; Gupta, Rangan
2023Economic 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
2023Climate 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
2023Time-varying effects of extreme weather shocks on output growth of the United StatesSheng, Xin; Gupta, Rangan; Cepni, Oguzhan
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
2022Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risksOzturk, Serda Selin; Demirer, Rıza; Gupta, Rangan