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

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: 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