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Bitcoin mining activity and volatility dynamics in the power market

Karmakar, Sayar; Demirer, Rıza; Gupta, Rangan - 2021

Utilizing a measure of the Bitcoin network's daily electricity load, we document a signifcant volatility effect of Bitcoin mining activity in three prominent electricity markets in the U.S. The volatility effect is found to be increasing over time, particularly with the widespread lockdowns...

Persistent link: https://www.econbiz.de/10013210934

The predictability of stock market volatility in emerging economies : Relative roles of local, regional, and global business cycles

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Sun, Xiaojin - In: Journal of Forecasting 39 (2020) 6, pp. 957-965

Persistent link: https://www.econbiz.de/10012189073

Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - In: Economics letters 217 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013465491

Interest rate uncertainty and the predictability of bank revenues

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - In: Journal of forecasting 41 (2022) 8, pp. 1559-1569

Persistent link: https://www.econbiz.de/10013465714

Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks

Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012939919

Interest rate uncertainty and the predictability of bank revenues

Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - 2021

Persistent link: https://www.econbiz.de/10013041373

Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data

Bathia, Deven; Demirer, Rıza; Gupta, Rangan; Kotzé, Kevin - In: Journal of multinational financial management 61 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012887858

Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data

Sibande, Xolani; Gupta, Rangan; Demirer, Rıza; Bouri, Elie - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 56-72

Persistent link: https://www.econbiz.de/10013547854

A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models

Demirer, Rıza; Gupta, Rangan; Li, He; You, Yu - In: Applied economics letters 30 (2023) 1, pp. 37-42

Persistent link: https://www.econbiz.de/10013552965

Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic

Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302

Persistent link: https://www.econbiz.de/10014428071