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Forecasting the volatility of stock returns in the G7 countries over centuries : the role of climate risks

Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2026

Persistent link: https://www.econbiz.de/10015591653

Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets

Zhou, Xuewei; Ouyang, Zisheng; Gupta, Rangan; Ji, Qiang - 2026

Persistent link: https://www.econbiz.de/10015672657

Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty

Van Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, … - 2025

While there is a large body of literature on oil uncertainty-equity prices and/or returns nexus, an associated important question of how oil market uncertainty affects stock market bubbles remains unanswered. In this paper, we first use the Multi-Scale Log-Periodic Power Law Singularity...

Persistent link: https://www.econbiz.de/10015210403

On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan; … - 2025

Persistent link: https://www.econbiz.de/10015192490

Commodity risk and forecastability of international stock returns : the role of oil returns skewness

Salisu, Afees A.; Gupta, Rangan - 2025

This study examines the out-of-sample predictability of expected skewness of oil price returns, which serves as a metric for global future risks, as we show statistically through the association with crises of different nature, for stock returns of 10 (8 advanced plus two emerging) countries...

Persistent link: https://www.econbiz.de/10015358919