Rangan Gupta

Available identifiers

zbMath Open gupta.ranganMaRDI QIDQ529754

List of research outcomes

Publication	Date of Publication	Type
Forecasting national recessions of the United States with state-level climate risks: evidence from model averaging in Markov-switching models	2023-09-12	Paper
Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data	2023-05-03	Paper
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data	2023-04-27	Paper
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data	2023-04-17	Paper
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions	2023-04-17	Paper
Uncertainty and forecasts of U.S. recessions	2023-04-17	Paper
Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models	2023-03-30	Paper
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction	2022-12-16	Paper
Climate uncertainty and carbon emissions prices: the relative roles of transition and physical climate risks	2022-08-02	Paper
Persistence of state-level uncertainty of the United States: the role of climate risks	2022-07-26	Paper
Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models	2022-07-01	Paper
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)	2022-06-30	Paper
Time-varying causality between equity and currency returns in the United Kingdom: evidence from over two centuries of data	2022-06-29	Paper
The effects of climate risks on economic activity in a panel of US states: the role of uncertainty	2022-04-20	Paper
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements	2022-02-25	Paper
Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data	2022-02-25	Paper
On the directional accuracy of inflation forecasts: evidence from South African survey data	2022-02-22	Paper
Bayesian spatial modeling for housing data in South Africa	2021-12-21	Paper
Bitcoin mining activity and volatility dynamics in the power market	2021-12-14	Paper
Stock markets and exchange rate behavior of the BRICS	2021-11-25	Paper
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators	2019-09-26	Paper
Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test	2019-05-23	Paper
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach	2018-10-12	Paper
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST	2018-10-01	Paper
Oil price forecastability and economic uncertainty	2017-06-09	Paper
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models	2011-03-25	Paper
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models	2011-01-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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