Working Papers

From University of Pretoria, Department of Economics
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202316: Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?

Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch

202315: Poverty, Inequality, and Governance: A Global Perspective

Augustin Fosu and Dede Gafa

202314: Natural Resources, Institutions, and Economic Development in Africa

Augustin Fosu and Dede Gafa

202313: Progress on Poverty in Africa: The Importance of Growth and Inequality

Augustin Fosu

202312: Infrastructure and the Impact of Foreign Direct Investment (FDI) on Export Diversification: Evidence from Africa

Augustin Fosu

202311: Realized Stock-Market Volatility of the United States and the Presidential Approval Rating

Rangan Gupta, Yuvana Jaichand, Christian Pierdzioch and Renee van Eyden

202310: Stock Market Volatility and Multi-Scale Positive and Negative Bubbles

Rangan Gupta, Jacobus Nel, Joshua Nielsen and Christian Pierdzioch

202309: Fiscal Policy and Stock Markets at the Effective Lower Bound

Christophe André, Petre Caraiani and Rangan Gupta

202308: Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach

Afees Salisu, Riza Demirer and Rangan Gupta

202307: Quantifying the Economic Effects of Land Reform Policy in South Africa: A Computable General Equilibrium Analysis

Khumbuzile Mosoma, Heinrich Bohlmann, Sifiso Ntombela and Renee van Eyden

202306: Measuring Total Factor Productivity in the South African Agricultural Sector Using a Growth Accounting Framework

Khumbuzile Mosoma, Renee van Eyden and Heinrich Bohlmann

202305: Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India

Oguzhan Cepni, Rangan Gupta, Jacobus Nel and Joshua Nielsen

202304: Geopolitical Risk and Inflation Spillovers across European and North American Economies

Elie Bouri, David Gabauer, Rangan Gupta and Harald Kinateder

202303: Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment

Rangan Gupta, Jacobus Nel and Christian Pierdzioch

202302: The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States

Xin Sheng, Rangan Gupta and Qiang Ji

202301: Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?

Haohua Li, Elie Bouri, Rangan Gupta and Libing Fang

202259: Basic Needs (In)Security and Subjective Equivalence Scales

Steven Koch

202258: Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies

Jiawen Luo, Oguzhan Cepni, Riza Demirer and Rangan Gupta

202257: Electric Vehicles Market and Policy Conditions: Identifying South African Policy ``Potholes"

Jacobus Nel and Roula Inglesi-Lotz

202256: Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries

Renee van Eyden, Rangan Gupta, Joshua Nielsen and Elie Bouri

202255: Economic Disasters and Inequality

Bruno Ćorić and Rangan Gupta

202254: Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa

Chevaughn van der Westhuizen, Renee van Eyden and Goodness Aye

202253: The Role of Institutions on the Global Economy-Emissions Nexus

Alanda Venter and Roula Inglesi-Lotz

202252: Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models

Oguzhan Cepni, Christina Christou and Rangan Gupta

202251: Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States

Oguzhan Cepni, Rangan Gupta, Wenting Liao and Jun Ma

202250: Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data

Xin Sheng, Carolyn Chisadza, Rangan Gupta and Christian Pierdzioch

202249: Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty

Sisa Shiba, Goodness Aye, Rangan Gupta and Samrat Goswami

202248: Carbon Tax and its Impact on South African Households

Jessika Bohlmann, Roula Inglesi-Lotz and Heinrich Bohlmann

202247: Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment

Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch

202246: Climate Risks and State-Level Stock-Market Realized Volatility

Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch

202245: Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data

Vasilios Plakandaras, Rangan Gupta, Sayar Karmakar and Mark Wohar

202244: Climate Change and Inequality

Carolyn Chisadza, Matthew Clance, Xin Sheng and Rangan Gupta

202243: US Monetary Policy and BRICS Stock Market Bubbles

Rangan Gupta, Jacobus Nel and Joshua Nielsen

202242: Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data

Jacobus Nel, Rangan Gupta, Mark Wohar and Christian Pierdzioch

202241: Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model

Sayar Karmakar, Rangan Gupta, Oguzhan Cepni and Lavinia Rognone

202240: Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach

Elie Bouri, Rangan Gupta, Hardik Marfatia and Jacobus Nel

202239: On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal

Xolani Sibande, Riza Demirer, Mehmet Balcilar and Rangan Gupta

202238: Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks

Hardik Marfatia, Rangan Gupta, Goodness Aye and Christian Pierdzioch

202237: Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks

Rangan Gupta, Jacobus Nel, Afees Salisu and Qiang Ji

202236: The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States

Renee van Eyden, Geoffrey Ngene, Oguzhan Cepni and Rangan Gupta

202235: Family, External Environment and Gender Attitudes: Evidence from Students' Survey

Tendai Zawaira, Matthew Clance and Carolyn Chisadza

202234: Time-Varying Parameter Four-Equation DSGE Model

Rangan Gupta and Xiaojin Sun

202233: Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions

Elie Bouri, Rangan Gupta, Jacobus Nel and Sisa Shiba

202232: Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality

Afees Salisu, Riza Demirer and Rangan Gupta

202231: Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions

Mehmet Balcilar, Rangan Gupta and Jacobus Nel

202230: Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach

Petre Caraiani, Rangan Gupta, Jacobus Nel and Joshua Nielsen

202229: The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index

Elie Bouri, Rangan Gupta and Luca Rossini

202228: Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)

David Gabauer, Rangan Gupta, Sayar Karmakar and Joshua Nielsen

202227: Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500

Imran Yousaf, Vasilios Plakandaras, Elie Bouri and Rangan Gupta

202226: Revisiting International House Price Convergence Using House Price Level Data

Christophe André, Christina Christou and Rangan Gupta