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Has oil price predicted stock returns for over a century?

Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23

Persistent link: https://www.econbiz.de/10011533690

Valuation ratios and stock return predictability in South Africa : is it there?

Gupta, Rangan; Modise, Mampho P. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 70-82

Persistent link: https://www.econbiz.de/10009620175

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

Forecasting international REITs volatility : the role of oil-price uncertainty

Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - In: The European journal of finance 29 (2023) 14, pp. 1579-1597

Persistent link: https://www.econbiz.de/10014387948

Forecasting international REITs volatility : the role of oil-price uncertainty

Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - 2021

Persistent link: https://www.econbiz.de/10012661162

Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: The European journal of finance 27 (2021) 16, pp. 1626-1644

Persistent link: https://www.econbiz.de/10012872908

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Climate risks and state-level stock-market realized volatility

Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; … - 2022

Persistent link: https://www.econbiz.de/10013448268

Forecasting Realized Stock-Market Volatility : Do Industry Returns Have Predictive Value?

Demirer, Riza; Gupta, Rangan; Pierdzioch, Christian - 2021

Yes, they do. Utilizing a machine-learning technique known as random forests to compute forecasts of realized (good and bad) stock market volatility, we show that incorporating the information in lagged industry returns can help improve out-of sample forecasts of aggregate stock market...

Persistent link: https://www.econbiz.de/10013249490

Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa

Salisu, Afees A.; Gupta, Rangan - In: Emerging markets, finance and trade : EMFT 58 (2022) 9, pp. 2620-2636

Persistent link: https://www.econbiz.de/10013354984