The following pages link to Rangan Gupta (Q529754):
Displaying 27 items.
- Oil price forecastability and economic uncertainty (Q529755) (← links)
- Bitcoin mining activity and volatility dynamics in the power market (Q823984) (← links)
- Bayesian spatial modeling for housing data in South Africa (Q2061773) (← links)
- The effects of climate risks on economic activity in a panel of US states: the role of uncertainty (Q2127318) (← links)
- Time-varying causality between equity and currency returns in the United Kingdom: evidence from over two centuries of data (Q2149769) (← links)
- Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS) (Q2150863) (← links)
- Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models (Q2153173) (← links)
- Persistence of state-level uncertainty of the United States: the role of climate risks (Q2158376) (← links)
- Climate uncertainty and carbon emissions prices: the relative roles of transition and physical climate risks (Q2159842) (← links)
- Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test (Q2416184) (← links)
- Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
- Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data (Q2697033) (← links)
- Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions (Q2697087) (← links)
- Uncertainty and forecasts of U.S. recessions (Q2697092) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (Q3065501) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
- The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach (Q4687592) (← links)
- Stock markets and exchange rate behavior of the BRICS (Q5012741) (← links)
- On the directional accuracy of inflation forecasts: evidence from South African survey data (Q5035771) (← links)
- Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (Q5037040) (← links)
- Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data (Q5037041) (← links)
- The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction (Q5057286) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
- Forecasting national recessions of the United States with state-level climate risks: evidence from model averaging in Markov-switching models (Q6047314) (← links)
