Search
Login
UPSpace Home
→
Workspace (UPSpace)
→
Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
Search
Filters
Use filters to refine the search results.
Current Filters:
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
New Filters:
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
Showing 80 out of a total of 85 results for community: Workspace (UPSpace).
(0.07 seconds)
Now showing items 1-80 of 85
1
2
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil‑Alana, Luis A.
;
Solarin, Sakiru Adebola
;
Balcilar, Mehmet
;
Gupta, Rangan
(
Springer
,
2023-03
)
Government effectiveness and the COVID-19 pandemic
Chisadza, Carolyn
;
Gupta, Rangan
;
Clance, M.W. (Matthew)
(
MDPI
,
2021-03-10
)
Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia
Cepni, Oguzhan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2021-06
)
Oil price uncertainty shocks and global equity markets : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
MDPI
,
2022-08-09
)
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
)
Predicting stock market movements in the United States : the role of presidential approval ratings
Gupta, Rangan
;
Kanda, Patrick
;
Wohar, Mark E.
(
Wiley
,
2021-03
)
The effect of air quality and weather on the Chinese stock : evidence from Shenzhen Stock Exchange
Jiang, Zhuhua
;
Gupta, Rangan
;
Subramaniam, Sowmya
;
Yoon, Seong-Min
(
MDPI
,
2021-03-08
)
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
(
Elsevier
,
2022-06
)
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
)
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2021-04
)
Multi-horizon financial and housing wealth effects across the U.S. States
Coskun, Yener
;
Bouras, Christos
;
Gupta, Rangan
;
Wohar, Mark
(
MDPI
,
2021-01-28
)
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-03
)
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
;
Ji, Qiang
(
Elsevier
,
2022-04
)
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
;
Lesame, Keagile
(
Elsevier
,
2023-04
)
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Elsevier
,
2021-10
)
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
;
Wohar, Mark E.
(
Elsevier
,
2021-01
)
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cunado, Juncal
;
Gupta, Rangan
(
Elsevier
,
2022-01
)
Forecasting US output growth with large information sets
Salisu, Afees A.
;
Ndako, Umar Bida
;
Gupta, Rangan
(
REF Press
,
2021
)
Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
(
Elsevier
,
2021-06
)
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Routledge
,
2021
)
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan
;
Subramaniam, Sowmya
;
Bouri, Elie
;
Ji, Qiang
(
Elsevier
,
2021-01
)
Predicting housing market sentiment : the role of financial, macroeconomic and real estate uncertainties
Marfatia, Hardik A.
;
Andre, Christophe
;
Gupta, Rangan
(
Routledge
,
2022
)
Oil-price uncertainty and the U.K. unemployment rate : a forecasting experiment with random forests using 150 years of data
Gupta, Rangan
;
Pierdzioch, Christian
;
Salisu, Afees A.
(
Elsevier
,
2022-08
)
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Taylor and Francis
,
2022
)
Risk aversion and Bitcoin returns in extreme quantiles
Bouri, Elie
;
Gupta, Rangan
;
Lau, Chi keung marco
;
Roubaud, David
(
Economics Bulletin
,
2021-09-17
)
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
(
Elsevier
,
2022-04
)
Temperature and precipitation in the US states : long memory, persistence, and time trend
Gil‑Alana, Luis A.
;
Gupta, Rangan
;
Sauci, Laura
;
Carmona‑Gonzalez, Nieves
(
Springer
,
2022-11
)
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
;
Gabauer, David
(
Elsevier
,
2022-10
)
Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Riza
;
Bouri, Elie
(
Routledge
,
2023
)
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Riza
;
Gupta, Rangan
;
Sensoy, Ahmet
(
Wiley
,
2022-12
)
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
(
Elsevier
,
2022-03
)
Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2021-07
)
The state-level nonlinear effects of government spending shocks in the US : the role of partisan conflict
Sheng, Xin
;
Gupta, Rangan
(
MDPI
,
2022-08-08
)
The behavior of real interest rates: new evidence from a “suprasecular” perspective
Canarella, Giorgio
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Miller, Stephen M.
(
Wiley
,
2022
)
High-frequency contagion between aggregate and regional housing markets of the United States with financial assets : evidence from multichannel tests
Aye, Goodness Chioma
;
Christou, Christina
;
Gupta, Rangan
;
Hassapis, Christis
(
Springer
,
2023
)
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
Wiley
,
2022-12
)
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
(
Wiley
,
2022-07-11
)
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
(
Elsevier
,
2021-07
)
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Riza
;
Gupta, Rangan
;
Li, He
;
You, Yu
(
Routledge
,
2023
)
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-01
)
A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
World Scientific Publishing
,
2022-04
)
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
(
Wiley
,
2023-07
)
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Cepni, Oguzhan
;
Gupta, Rangan
;
Pienaar, Daniel
;
Pierdzioch, Christian
(
Elsevier
,
2022-10
)
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2022-08
)
Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality
Balcilar, Mehmet
;
Berisha, Edmond
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2021-06
)
Can monetary policy lean against housing bubbles?
Andre, Christophe
;
Caraiani, Petre
;
Calin, Adrian Cantemir
;
Gupta, Rangan
(
Elsevier
,
2022-05
)
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
(
Elsevier
,
2022-11
)
Climate risks and U.S. stock-market tail risks : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
;
Van Eyden, Renee
(
Wiley
,
2023-06
)
Return connectedness across asset classes around the COVID-19 outbreak
Bouri, Elie
;
Cepni, Oguzhan
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2021-01
)
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Riza
(
Elsevier
,
2022-04
)
OPEC news and exchange rate forecasting using dynamic Bayesian learning
Sheng, Xin
;
Gupta, Rangan
;
Salisu, Afees A.
;
Bouri, Elie
(
Elsevier
,
2022-03
)
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
(
Elsevier
,
2021-01
)
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
(
Wiley
,
2022-01
)
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
(
Routledge
,
2023
)
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-09
)
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
)
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
)
Investors’ uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
(
Routledge
,
2022
)
Uncertainty, spillovers, and forecasts of the realized variance of gold returns
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-09
)
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
)
Time-varying impact of pandemics on global output growth
Gupta, Rangan
;
Sheng, Xin
;
Balcilar, Mehmet
;
Ji, Qiang
(
Elsevier
,
2021-07
)
Forecasting Bitcoin returns : is there a role for the US-China trade war?
Plakandaras, Vasilios
;
Bouri, Elie
;
Gupta, Rangan
(
Infopro Digital Services
,
2021-02
)
Oil price shocks and yield curve dynamics in emerging markets
Cepni, Oguzhan
;
Gupta, Rangan
(
Elsevier
,
2022-07
)
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
)
Machine learning predictions of housing market synchronization across US States : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
;
Salisu, Afees A.
(
Springer
,
2022-05
)
Stock markets and exchange rate behavior of the BRICS
Salisu, Afees A.
;
Cunado, Juncal
;
Isah, Kazeem
;
Gupta, Rangan
(
Wiley
,
2021-12
)
Dynamic impact of unconventional monetary policy on international REITs
Marfatia, Hardik A.
;
Gupta, Rangan
;
Lesame, Keagile
(
MDPI
,
2021-09-08
)
Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases
Shiba, Sisa
;
Cunado, Juncal
;
Gupta, Rangan
(
MDPI
,
2022-01-05
)
Climate risks and forecastability of the realized volatility of gold and other metal prices
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2022-08
)
The non-linear response of US state-level tradable and non-tradable inflation to oil shocks : the role of oil-dependence
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2023-01
)
El Niño, La Niña, and the forecastability of the realized variance of heating oil price movements
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2021-07-16
)
Are real interest rates a monetary phenomenon? Evidence from 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Karmakar, Sayar
;
Wohar, Mark
(
Elsevier
,
2023-10
)
Spillovers in higher-order moments of crude oil, gold, and Bitcoin
Gkillas, Konstantinos
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
(
Elsevier
,
2022-05
)
Structural and predictive analyses with a mixed copula-based vector autoregression model
Yamaka, Woraphon
;
Gupta, Rangan
;
Thongkairat, Sukrit
;
Maneejuk, Paravee
(
Wiley
,
2023-03
)
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-09
)
Predictability of tail risks of Canada and the US over a Century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2022-01
)
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
(
Elsevier
,
2021-11
)
Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment
Caraiani, Petre
;
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Marfatia, Hardik A.
(
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
)
Now showing items 1-80 of 85
1
2
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Browse
All of UPSpace
Communities & Collections
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
This Community
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
My Account
Login
Register
UPSpace Workspace
Discover
Author
Gupta, Rangan (85)
Pierdzioch, Christian (20)
Salisu, Afees A. (20)
Cepni, Oguzhan (15)
Bouri, Elie (14)
Demirer, Riza (10)
Balcilar, Mehmet (9)
Ji, Qiang (7)
Sheng, Xin (7)
Marfatia, Hardik A. (6)
... View More
Subject
Forecasting (22)
United States (US) (17)
Uncertainty (12)
Climate risks (8)
SDG-08: Decent work and economic growth (7)
Machine learning (6)
Oil price (5)
Stock market (5)
Bitcoin (4)
Coronavirus disease 2019 (COVID-19) (4)
... View More
Date Issued
2022 (42)
2021 (28)
2023 (15)
Has File(s)
true (85)