Working Papers

From University of Pretoria, Department of Economics
Contact information at EDIRC.
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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

202538: Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR

Giovanni Bonaccolto, Sayar Karmakar, Elie Bouri and Rangan Gupta

202537: Investment Adjustment Costs and Growth Dynamics

Rangan Gupta and Wei Ma

202536: Climate Shocks and Unemployment Claims

Abeeb Olaniran, Xin Sheng, Oguzhan Cepni and Rangan Gupta

202535: Predictive Effects of Climate Policy Uncertainty on Returns and Volatility of Carbon Emission Prices: The Case of China

Moise Kabwe wa Kabwe, Rangan Gupta, Yunhan Zhang and Samrat Goswami

202534: Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets

Matteo Foglia, Rangan Gupta, Petre Caraiani and Vincenzo Pacelli

202533: Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices

Elie Bouri, Oguzhan Cepni, Rangan Gupta, Sibanjan Mishra and Enes Olgun

202532: Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments

Onur Polat, Matteo Bonato, Rangan Gupta and Christian Pierdzioch

202531: Herding Spillover Effects in US REIT Sectors

Vassilios Babalos, Geoffrey Ngene, Rangan Gupta and Elie Bouri

202530: Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin

Matteo Bonato, Riza Demirer, Rangan Gupta and Abeeb Olaniran

202529: Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks

Mehmet Balcilar, Kenny Kutu, Sonali Das and Rangan Gupta

202528: The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach

Zhangying Li, O-Chia Chuang, Rangan Gupta and Elie Bouri

202527: Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain

Mengting Li, Yu Wei, Rangan Gupta and Oguzhan Cepni

202526: Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach

Massimiliano Caporin, Rangan Gupta, Sowmya Subramaniam and Hudson Torrent

202525: Climate Policy Uncertainty and the Forecastability of Inflation

Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Yunhan Zhang

202524: Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework

Abeeb Olaniran, David Gabauer, Rangan Gupta and Onur Polat

202523: Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective

Jiawen Luo, Jingyi Deng, Juncal Cunado and Rangan Gupta

202522: US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model

Jiawei Xu, Elie Bouri, Libing Fang and Rangan Gupta

202521: Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility

Dhanashree Somani, Rangan Gupta, Sayar Karmakar Karmakar and Vasilios Plakandaras

202520: Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions

Xin Sheng, Oguzhan Cepni, Rangan Gupta and Minko Markovski

202519: Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk

Abeeb Olaniran, Elie Bouri and Rangan Gupta

202518: Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments

Vasilios Plakandaras, Matteo Bonato, Rangan Gupta and Oguzhan Cepni

202517: Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility

Onur Polat, Rangan Gupta, Elie Bouri and Mariem Brahim

202516: Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty

Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Elie Bouri

202515: Understanding Sentiment Across Genders: Challenges and Solutions

Hossein Hassani, Pouria Parvizi, Mohammad Yeganegi and Rangan Gupta

202514: Attitudes to Gender Inequality in South Africa: Evidence from Implicit and Explicit Attitudes

Carolyn Chisadza, Matthew Clance, Nicky Nicholls, Eleni Yitbarek and Tendai Zawaira

202513: ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach

Matteo Bonato, Rangan Gupta, Christian Pierdzioch and Onur Polat

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