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Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
(
Elsevier
,
2022-05
)
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-Jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
(
Elsevier
,
2021-01
)
Analysing the impact of Brexit on global uncertainty using functional linear regression with point of impact: the role of currency and equity markets
Mangisa, Siphumlile
;
Das, Sonali
;
Gupta, Rangan
(
World Scientific Publishing
,
2022-06
)
Forecasting the realized variance of oil-price returns : a disaggregated analysis of the role of uncertainty and geopolitical risk
Gupta, Rangan
;
Pierdzioch, Christian
(
Springer
,
2022-07
)
Forecastability of agricultural commodity futures realised volatility with daily infectious disease-related uncertainty
Shiba, Sisa
;
Aye, Goodness Chioma
;
Gupta, Rangan
;
Goswami, Samrat
(
MDPI
,
2022-11-10
)
Impact of housing price uncertainty on herding behavior : evidence from UK’s regional housing markets
Ngene, Geoffrey M.
;
Gupta, Rangan
(
Springer
,
2023-06
)
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Rognone, Lavinia
(
Elsevier
,
2023-05
)
Investors’ uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
(
Routledge
,
2022
)
Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
;
Wohar, Mark
(
Wiley
,
2022-11
)
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2022-11-11
)
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