Working Papers
From University of Pretoria, Department of Economics Contact information at EDIRC. Bibliographic data for series maintained by Rangan Gupta (). Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- 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
- 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: 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: Reassessing the Macroeconomic Effects of Aggregate Skewness: A Time-Varying Perspective
- Rui Xiong, Wenting Liao and Rangan Gupta
- 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
- 202426: Assessing the Growth-Enhancing Effect of State Contingent Debt Instruments
- Sarah Nandnaba and Rangan Gupta
- 202425: GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables
- Kejin Wu, Sayar Karmakar and Rangan Gupta
- 202424: Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks
- Elie Bouri, Rangan Gupta, Asingamaanda Liphadzi and Christian Pierdzioch
- 202423: Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices
- Rangan Gupta and Christian Pierdzioch
- 202422: Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets
- Xuewei Zhou, Zisheng Ouyang, Rangan Gupta and Qiang Ji
- 202421: Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments
- Thanoj K. Muddana, Komal S.R. Bhimireddy, Anandamayee Majumdar and Rangan Gupta
- 202420: Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging
- Jiawen Luo, Shengjie Fu, Oguzhan Cepni and Rangan Gupta
- 202419: Can Municipal Bonds Hedge US State-Level Climate Risks?
- Onur Polat, Rangan Gupta, Oguzhan Cepni and Qiang Ji
- 202418: Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach
- Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Qiang Ji
- 202417: A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions
- Sarah Nandnaba, Abebe Hailemariam, Rangan Gupta and Xin Sheng
- 202416: Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?
- Vassilios Babalos, Elie Bouri and Rangan Gupta
- 202415: Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks
- Matteo Foglia, Vasilios Plakandaras, Rangan Gupta and Qiang Ji
- 202414: Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes
- Oguzhan Cepni, Riza Demirer, Rangan Gupta and Christian Pierdzioch
- 202413: Health Gains Arising from Reduced Risk Consumption: South Africa's PRIME Example
- Steven Koch
- 202412: Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks
- Bruno Sales, Hudson Torrent and Rangan Gupta
- 202411: Presidential Approval Ratings and Stock Market Performance in Latin America
- Yuvana Jaichand, Renee van Eyden and Rangan Gupta
- 202410: The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks
- Xin Sheng, Rangan Gupta, Wenting Liao and Oguzhan Cepni
- 202409: Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach
- Afees Salisu, Ahamuefula Oghonna, Rangan Gupta and Oguzhan Cepni
- 202408: Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?
- Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
- 202407: Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks
- Massimiliano Caporin, Petre Caraiani, Oguzhan Cepni and Rangan Gupta
| |