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  2. University of Pretoria
  3. Department of Economics, University of Pretoria

Department of Economics working paper series


PPN 1725072335, ZSS 52
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Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 153
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Year of PublicationTitlePerson(s)
2025 Implied skewness of the treasury yield : a new predictor for stock market bubblesPolat, Onur; Gupta, Rangan; Demirer, Rıza; Bouri, Elie
2025 Herding spillover effects in US REIT sectorsBabalos, Vassilios; Ngene, Geoffrey M.; Gupta, Rangan; Bouri, Elie
2025 Climate shocks and unemployment claimsOlaniran, Abeeb; Sheng, Xin; Cepni, Oguzhan; Gupta, Rangan
2025 Time-varying spillover of multi-scale positive and negative bubbles in stock and oil marketsFoglia, Matteo; Gupta, Rangan; Caraiani, Petre; Pacelli, Vincenzo
2025 Does mining activity drive crash risks in cryptocurrency markets? : an application to BitcoinBonato, Matteo; Demirer, Rıza; Gupta, Rangan; Olaniran, Abeeb
2025 Investment adjustment costs and growth dynamicsGupta, Rangan; Ma, Wei
2025 Carbon price uncertainty-macroeconomy mixed-frequency spillovers : evidence from the frequency-domainLi, Mengting; Wei, Yu; Gupta, Rangan; Cepni, Oguzhan
2025 Predicting the conditional distributions of inflation and inflation uncertainty in South Africa : the role of climate risksBalcilar, Mehmet; Kutu, Kenny; Das, Sonali; Gupta, Rangan
2025 The roles of global supply chain pressure and economic conditions in forecasting the VaR of commodity markets : a quantile GARCH-MIDAS approachLi, Zhangying; Chuang, O-Chia; Gupta, Rangan; Bouri, Elie
2025 Forecasting GDP with oil price shocks : a mixed-frequency time-varying perspectiveLuo, Jiawen; Deng, Jingyi; Cuñado Eizaguirre, Juncal; Gupta, Rangan
2025 Predicting the conditional distribution of risk aversion : the role of climate risks in a cross-quantilogram frameworkOlaniran, Abeeb; Gabauer, David; Gupta, Rangan; Polat, Onur
2025 Climate policy uncertainty and the forecastability of inflationSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Zhang, Yunhan
2025 Supply constraints and conditional distribution predictability of inflation and its volatility : a non-parametric mixed-frequency causality-in-quantiles approachCaporin, Massimiliano; Gupta, Rangan; Subramaniam, Sowmya; Torrent, Hudson S.
2025 US-China tensions and stock market co-movement between the US and China : insights from a DCC-DAGARCH-MIDAS modelXu, Jiawei; Bouri, Elie; Fang, Libing; Gupta, Rangan
2025 Supply bottlenecks and machine learning forecasting of international stock market volatilitySomani, Dhanashree; Gupta, Rangan; Karmakar, Sayar; Plakandaras, Vasilios
2025 Forecasting spot and futures price volatility of agricultural commodities : the role of climate-related migration uncertaintySalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan
2025 Climate risks and predictability of the conditional distributions of rare earth stock returns and volatilityPolat, Onur; Gupta, Rangan; Bouri, Elie; Brahim, Mariem
2025 Multi-moment and multilayer analysis of connectedness among clean, brown, and technology ETFs : the role of climate riskOlaniran, Abeeb; Bouri, Elie; Gupta, Rangan
2025 Machine learning and the forecastability of cross-sectional realized variance : the role of realized momentsPlakandaras, Vasilios; Bonato, Matteo; Gupta, Rangan; Cepni, Oguzhan
2025 Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States : the role of extreme weather conditionsSheng, Xin; Cepni, Oguzhan; Gupta, Rangan
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 153
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