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Rangan Gupta · Study
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Author
Rangan Gupta
215 works
· latest 2025
· 3 institutions
cluster: provisional
ORCID 0000-0001-5002-3428
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215
Citations
21,514
Works here
215
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Most cited in this library
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
2017 · 816 citations
Can volume predict Bitcoin returns and volatility? A quantiles-based approach
2017 · 718 citations
Return connectedness across asset classes around the COVID-19 outbreak
2020 · 631 citations
Herding behaviour in cryptocurrencies
2018 · 536 citations
Geopolitical risks and stock market dynamics of the BRICS
2018 · 485 citations
Works
60 shown
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
The Quarterly Review of Economics and Finance
·
2025
·
3 authors
·
Open access
32
citations
Global geopolitical risk and inflation spillovers across European and North American economies
Research in International Business and Finance
·
2023
·
4 authors
·
Open access
94
citations
Climate risks and state-level stock market realized volatility
Journal of Financial Markets
·
2023
·
3 authors
·
Open access
64
citations
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach
Resources Policy
·
2023
·
3 authors
·
Open access
172
citations
Return volatility, correlation, and hedging of green and brown stocks: Is there a role for climate risk factors?
Journal of Cleaner Production
·
2023
·
4 authors
·
Open access
54
citations
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks
Finance research letters
·
2023
·
4 authors
·
Open access
16
citations
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development
Economic Analysis and Policy
·
2023
·
4 authors
·
Open access
26
citations
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Financial Innovation
·
2023
·
3 authors
·
Open access
33
citations
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Journal of Behavioral and Experimental Finance
·
2023
·
4 authors
·
Open access
37
citations
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks
International Journal of Forecasting
·
2023
·
3 authors
·
Open access
90
citations
Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models
Finance research letters
·
2022
·
3 authors
·
Open access
29
citations
Climate risks and realized volatility of major commodity currency exchange rates
Journal of Financial Markets
·
2022
·
3 authors
·
Open access
95
citations
Climate risks and forecastability of the realized volatility of gold and other metal prices
Resources Policy
·
2022
·
2 authors
37
citations
Can monetary policy lean against housing bubbles?
Economic Modelling
·
2022
·
3 authors
27
citations
Financial turbulence, systemic risk and the predictability of stock market volatility
Global Finance Journal
·
2022
·
3 authors
30
citations
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Energy Economics
·
2021
·
4 authors
·
Open access
44
citations
Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment
Energies
·
2021
·
2 authors
·
Open access
34
citations
INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES
Annals of Financial Economics
·
2021
·
4 authors
30
citations
Income inequality and oil resources: Panel evidence from the United States
Energy Policy
·
2021
·
4 authors
·
Open access
30
citations
Geopolitical risks and historical exchange rate volatility of the BRICS
International Review of Economics & Finance
·
2021
·
3 authors
·
Open access
99
citations
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
Journal of Behavioral Finance
·
2021
·
3 authors
·
Open access
22
citations
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis
Journal of Forecasting
·
2021
·
3 authors
·
Open access
42
citations
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
Journal of Behavioral Finance
·
2021
·
3 authors
·
Open access
38
citations
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests
Journal of the Operational Research Society
·
2021
·
4 authors
·
Open access
42
citations
Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data
Journal of Behavioral Finance
·
2021
·
4 authors
54
citations
Financial market connectedness: The role of investors’ happiness
Finance research letters
·
2021
·
4 authors
70
citations
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
Journal of Behavioral Finance
·
2021
·
4 authors
·
Open access
17
citations
Volatility connectedness of major cryptocurrencies: The role of investor happiness
Journal of Behavioral and Experimental Finance
·
2021
·
4 authors
121
citations
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Finance research letters
·
2021
·
4 authors
37
citations
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
Padua Research Archive (University of Padova)
·
2021
·
3 authors
·
Open access
38
citations
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
Energy
·
2020
·
4 authors
·
Open access
128
citations
Return connectedness across asset classes around the COVID-19 outbreak
International Review of Financial Analysis
·
2020
·
4 authors
·
Open access
631
citations
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
The North American Journal of Economics and Finance
·
2020
·
4 authors
99
citations
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
International Review of Economics & Finance
·
2020
·
4 authors
·
Open access
102
citations
Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
The Quarterly Review of Economics and Finance
·
2020
·
4 authors
·
Open access
119
citations
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach
International Journal of Finance & Economics
·
2020
·
3 authors
·
Open access
42
citations
125 Years of time-varying effects of fiscal policy on financial markets
International Review of Economics & Finance
·
2020
·
3 authors
·
Open access
18
citations
Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows
Journal of International Money and Finance
·
2020
·
3 authors
·
Open access
29
citations
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
Computational Economics
·
2020
·
4 authors
63
citations
Infectious Diseases, Market Uncertainty and Oil Market Volatility
Energies
·
2020
·
4 authors
·
Open access
115
citations
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach
Research in International Business and Finance
·
2020
·
4 authors
57
citations
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach
Global Finance Journal
·
2020
·
2 authors
·
Open access
103
citations
Insurance and economic policy uncertainty
Research in International Business and Finance
·
2020
·
4 authors
·
Open access
76
citations
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
Energy Economics
·
2020
·
4 authors
·
Open access
124
citations
Spillovers between US real estate and financial assets in time and frequency domains
Journal of Property Investment and Finance
·
2020
·
2 authors
·
Open access
32
citations
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
International Review of Economics & Finance
·
2020
·
4 authors
19
citations
High-Frequency Volatility Forecasting of US Housing Markets
The Journal of Real Estate Finance and Economics
·
2020
·
3 authors
42
citations
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
International Journal of Forecasting
·
2020
·
3 authors
140
citations
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Journal of Financial Markets
·
2020
·
4 authors
39
citations
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Journal of International Money and Finance
·
2020
·
3 authors
146
citations
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles
Journal of Forecasting
·
2020
·
4 authors
40
citations
Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models
International Review of Economics & Finance
·
2020
·
4 authors
·
Open access
77
citations
Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty
Finance research letters
·
2019
·
2 authors
97
citations
Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data
Finance research letters
·
2019
·
3 authors
·
Open access
25
citations
Historical evolution of monthly anomalies in international stock markets
Research in International Business and Finance
·
2019
·
4 authors
·
Open access
30
citations
Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach
Structural Change and Economic Dynamics
·
2019
·
2 authors
78
citations
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
International Review of Financial Analysis
·
2019
·
3 authors
154
citations
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
Energies
·
2019
·
3 authors
·
Open access
36
citations
Forecasting realized gold volatility: Is there a role of geopolitical risks?
Finance research letters
·
2019
·
3 authors
127
citations
Time-varying risk aversion and realized gold volatility
The North American Journal of Economics and Finance
·
2019
·
4 authors
·
Open access
51
citations