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Results 11-20 of 23.
Year of PublicationTitlePerson(s)
2023Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertaintyVan Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, Joshua
2023Stock market bubbles and the realized volatility of oil price returnsGupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian
2023Gold-to-platinum price ratio and the predictability of bubbles in financial marketsDemirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, Joshua
2023Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; Plakandaras, Vasilios
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
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
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