| Publication | Date of Publication | Type |
|---|
Extreme weather shocks and state-level inflation of the United States
Economics Letters | 2024-06-14 | Paper |
Forecasting national recessions of the United States with state-level climate risks: evidence from model averaging in Markov-switching models
Economics Letters | 2023-09-12 | Paper |
Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data
Studies in Nonlinear Dynamics & Econometrics | 2023-05-03 | Paper |
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
Uncertainty and forecasts of U.S. recessions
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Studies in Nonlinear Dynamics & Econometrics | 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
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction
Asia-Pacific Journal of Operational Research | 2022-12-16 | Paper |
Climate uncertainty and carbon emissions prices: the relative roles of transition and physical climate risks
Economics Letters | 2022-08-02 | Paper |
Persistence of state-level uncertainty of the United States: the role of climate risks
Economics Letters | 2022-07-26 | Paper |
Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models
Physica A | 2022-07-01 | Paper |
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)
Annals of Operations Research | 2022-06-30 | Paper |
Time-varying causality between equity and currency returns in the United Kingdom: evidence from over two centuries of data
Physica A | 2022-06-29 | Paper |
The effects of climate risks on economic activity in a panel of US states: the role of uncertainty
Economics Letters | 2022-04-20 | Paper |
Jumps beyond the realms of cricket: India's performance in one day internationals and stock market movements
Journal of Applied Statistics | 2022-02-25 | Paper |
Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data
Journal of Applied Statistics | 2022-02-25 | Paper |
On the directional accuracy of inflation forecasts: evidence from South African survey data
Journal of Applied Statistics | 2022-02-22 | Paper |
Bayesian spatial modeling for housing data in South Africa
Sankhyā. Series B | 2021-12-21 | Paper |
Bitcoin mining activity and volatility dynamics in the power market
Economics Letters | 2021-12-14 | Paper |
Stock markets and exchange rate behavior of the BRICS
Journal of Forecasting | 2021-11-25 | Paper |
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
Quantitative Finance | 2019-09-26 | Paper |
Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test
Open Economies Review | 2019-05-23 | Paper |
The informational content of the term spread in forecasting the US inflation rate: a nonlinear approach
Journal of Forecasting | 2018-10-12 | Paper |
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST
Bulletin of Economic Research | 2018-10-01 | Paper |
Oil price forecastability and economic uncertainty
Economics Letters | 2017-06-09 | Paper |
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
Journal of Forecasting | 2011-03-25 | Paper |
Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models
Journal of Forecasting | 2011-01-06 | Paper |
