Working Papers

From University of Pretoria, Department of Economics
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2020112: Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time

Steven Koch and Naomi Setshegetso

2020111: Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach

Jorge Antunes, Goodness Aye, Rangan Gupta, Peter Wanke and Yong Tan

2020110: Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)

Jorge Antunes, Rangan Gupta, Zinnia Mukherjee and Peter Wanke

2020109: The Impact of Diabetes on Labour Market Outcomes

Steven Koch and Evelyn Tshela

2020108: Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption

Yuxiang Ye and Steven Koch

2020107: Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?

Riza Demirer, Rangan Gupta and Christian Pierdzioch

2020106: Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective

Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller

2020105: Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS

Afees Salisu, Juncal Cunado and Rangan Gupta

2020104: Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data

Riza Demirer, Rangan Gupta, Jacobus Nel and Christian Pierdzioch

2020103: Income Inequality and Oil Resources: Panel Evidence from the United States

Edmond Berisha, Carolyn Chisadza, Matthew Clance and Rangan Gupta

2020102: The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa

Leone Walters, Carolyn Chisadza and Matthew Clance

2020101: Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa

Tendai Zawaira, Matthew Clance and Carolyn Chisadza

2020100: Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?

Matteo Bonato, Rangan Gupta and Christian Pierdzioch

2015100: Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013

Nikolaos Antonakakis, Rangan Gupta and Aviral Twari

202512: Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks

Vassilios Babalos, Xolani Sibande, Elie Bouri and Rangan Gupta

202511: Unraveling Financial Fragility of Global Markets Using Machine Learning

Vasilios Plakandaras, Rangan Gupta and Qiang Ji

202510: Women's Agency in Conflict Settings: Evidence from Peace Agreements

Carolyn Chisadza, Matthew Clance, Romuald Meango and Charl van Schoor

202509: Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors

Massimiliano Caporin, Oguzhan Cepni and Rangan Gupta

202508: Paradox of Sustainable Agricultural Policy Under Climate Change in South Africa: The Whys? and What-Ifs!

Kenny Kutu, Sonali Das and Rangan Gupta

202507: Climate Risks and Predictability of Financial Risks in the US Banking Sector

Petre Caraiani, Onur Polat, Rangan Gupta and Elie Bouri

202506: Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures

Mawuli Segnon, Bjorn Schulte-Tillmann, Riza Demirer and Rangan Gupta

202505: Institutional Quality as a Possible Catalyst in South Africa's Electricity Supply and FDI Nexus

Alanda Venter and Roula Inglesi-Lotz

202504: Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective

Rachel Steenkamp, Rangan Gupta and Oguzhan Cepni

202503: Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024

Onur Polat, Dhanashree Somani, Rangan Gupta and Sayar Karmakar

202502: Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach

Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Luis Gil-Alana

202501: The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach

Jiawen Luo, Shengjie Fu, Oguzhan Cepni and Rangan Gupta

202450: Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data

Matteo Bonato, Rangan Gupta and Christian Pierdzioch

202449: Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States

Xin Sheng, Rangan Gupta, Oguzhan Cepni and Masego Motsuenyane

202448: Does Climate Affect Investments? Evidence from Firms in the United States

Petre Caraiani, Carolyn Chisadza and Rangan Gupta

202447: Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data

Xolani Sibande, Vassilios Babalos, Riza Demirer and Rangan Gupta

202446: Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty

Oguzhan Cepni, Luis Gil-Alana, Rangan Gupta and Onur Polat

202445: Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach

Prosper E. Edoja, Goodness C. Aye and Rangan Gupta

202444: Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective

Afees Salisu, Ahamuefula Ogbonna, Elie Bouri and Rangan Gupta

202443: The Bank Lending Channel of Monetary Policy Transmission in South Africa

Ekaterina Pirozhkova and Nicola Viegi

202442: Trouble Every Day: Monetary Policy in an Open Emerging Economy

Ekaterina Pirozhkova, Giovanni Ricco and Nicola Viegi

202441: Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection

O-Chia Chuang, Rangan Gupta, Christian Pierdzioch and Buliao Shu

202440: Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility

Elie Bouri, Oguzhan Cepni, Rangan Gupta and Ruipeng Liu

202439: Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies

Oguzhan Cepni, Rangan Gupta, Jacobus Nel and Renee van Eyden

202438: Oil Price Shocks and the Connectedness of US State-Level Financial Markets

Onur Polat, Juncal Cunado, Oguzhan Cepni and Rangan Gupta

202437: Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis

Vincenzo Candila, Oguzhan Cepni, Giampiero Gallo and Rangan Gupta

202436: Climate Risks and Real Gold Returns over 750 Years

Rangan Gupta, Anandamayee Majumdar, Christian Pierdzioch and Onur Polat

202435: Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments

Elie Bouri, Rangan Gupta, Christian Pierdzioch and Onur Polat

202434: Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence

Afees Salisu, Ahamuefula Ogbonna, Elie Bouri and Rangan Gupta

202433: Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries

Sarah Nandnaba, Rangan Gupta and Samrat Goswami

202432: Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis

Elie Bouri, Matteo Foglia, Sayar Karmakar and Rangan Gupta

202431: Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach

Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Sisa Shiba

202430: Role of Inflation and Exchange Rates in Shaping the Country's Food Security Landscape: Nigeria's Food Price Puzzle

Goodness Aye, Prosper Edoja, Sarah Enwa, Rangan Gupta and Emmanuel Eshoforen

202429: Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach

Afees Salisu, Ahamuefula Ogbonna and Rangan Gupta

202428: Climate Policy Uncertainty and Financial Stress: Evidence for China

Rangan Gupta, Qiang Ji and Christian Pierdzioch

202427: Gasoline Prices and Presidential Approval Ratings of the United States

Rangan Gupta, Christian Pierdzioch and Aviral Tiwari