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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
)
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
(
Elsevier
,
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
)
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2023-01
)
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
)
Climate risks and forecastability of the realized volatility of gold and other metal prices
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2022-08
)
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
(
Elsevier
,
2022-06
)
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
)
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