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.
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- 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
- 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
- 202406: Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?
- Elie Bouri, Rangan Gupta and Christian Pierdzioch
- 202405: How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence
- Yunhan Zhang, Qiang Ji, David Gabauer and Rangan Gupta
- 202404: Climate Change and Growth Dynamics
- Rangan Gupta, Sarah Nandnaba and Wei Jiang
- 202403: Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China
- Linyan Dai, Xin Sheng and Rangan Gupta
- 202402: Extreme Weather Shocks and State-Level Inflation of the United States
- Wenting Liao, Xin Sheng, Rangan Gupta and Sayar Karmakar
- 202401: Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention
- Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch
- 202340: Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models

- Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni and Rangan Gupta
- 202339: Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data
- Afees Salisu and Rangan Gupta
- 202338: Governance and Debt Accumulation in Africa
- Augustin Fosu and Dede Gafa
- 202337: Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks
- Matteo Foglia, Vasilios Plakandaras, Rangan Gupta and Elie Bouri
- 202336: Energy-Related Uncertainty and International Stock Market Volatility
- Afees Salisu, Ahamuefula Ogbonna, Rangan Gupta and Elie Bouri
- 202335: Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States
- Rangan Gupta and Damien Moodley
- 202334: Examining the Interlinkage between CO2 Emissions and Inclusive Human Development: Unveiling the Significance of Effective Institutions

- Alanda Venter and Roula Inglesi-Lotz
- 202333: Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test
- Rangan Gupta, Jacobus Nel and Joshua Nielsen
- 202332: Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty
- Renee van Eyden, Rangan Gupta, Xin Sheng and Joshua Nielsen
- 202331: Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States

- Chevaughn van der Westhuizen, Renee van Eyden and Goodness Aye
- 202330: Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach
- Afees Salisu, Rangan Gupta and Oguzhan Cepni
- 202329: Forecasting International Financial Stress: The Role of Climate Risks
- Santino Del Fava, Rangan Gupta, Christian Pierdzioch and Lavinia Rognone
- 202328: Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis
- Ryan Shackleton, Sonali Das and Rangan Gupta
- 202327: Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach
- Afees Salisu, Rangan Gupta, Oguzhan Cepni and Petre Caraiani
- 202326: Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa
- Kejin Wu, Sayar Karmakar, Rangan Gupta and Christian Pierdzioch
- 202325: Stock Market Bubbles and the Realized Volatility of Oil Price Returns
- Rangan Gupta, Joshua Nielsen and Christian Pierdzioch
- 202324: Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States
- Xin Sheng, Rangan Gupta and Oguzhan Cepni
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