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Climate risks and forecastability of the weekly state-level economic conditions of the United States

Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162

Persistent link: https://www.econbiz.de/10014507523

Revisiting international house price convergence using house price level data

André, Christophe; Christou, Christina; Gupta, Rangan - In: Economic systems 48 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10014584811

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: The quarterly review of economics and finance 95 (2024), pp. 280-293

Persistent link: https://www.econbiz.de/10014631538

Real-time forecast of DSGE models with time-varying volatility in GARCH form

Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014543555

Forecasting international financial stress : the role of climate risks

Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - In: Journal of international financial markets, … 92 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014535723

Business applications and state-level stock market realized volatility : a forecasting experiment

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472

Persistent link: https://www.econbiz.de/10014475351

Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks

Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd - In: International journal of forecasting 40 (2024) 1, pp. 29-43

Persistent link: https://www.econbiz.de/10014450235

Herding in international REITs markets around the COVID-19 pandemic

Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - In: Research in international business and finance 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014451556

Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models

Gabauer, David; Gupta, Rangan; Marfatia, Hardik A.; … - In: International review of economics & finance : IREF 89 (2024) 2, pp. 349-362

Persistent link: https://www.econbiz.de/10014446771

Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - In: Financial innovation : FIN 10 (2024), pp. 1-17

This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis et al. (J Risk Financ Manag 13(4):84, 2020). The results suggest that...

Persistent link: https://www.econbiz.de/10014530244

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