COVID-19 pandemic and investor herding in international stock markets E Bouri, R Demirer, R Gupta, J Nel Risks 9 (9), 168, 2021 | 94 | 2021 |
Effect of rare disaster risks on crude oil: Evidence from El Niño from over 145 years of data R Demirer, R Gupta, J Nel, C Pierdzioch Theoretical and Applied Climatology 147, 691-699, 2022 | 25 | 2022 |
Investor confidence and forecastability of US stock market realized volatility: Evidence from machine learning R Gupta, J Nel, C Pierdzioch Journal of Behavioral Finance 24 (1), 111-122, 2023 | 23 | 2023 |
The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model AA Salisu, R Gupta, J Nel, E Bouri Resources Policy 78, 102897, 2022 | 16 | 2022 |
Monetary policy uncertainty spillovers in time and frequency domains R Gupta, CKM Lau, JA Nel, X Sheng Journal of Economic Structures 9, 1-30, 2020 | 16 | 2020 |
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development P Caraiani, R Gupta, J Nel, J Nielsen Economic Analysis and Policy 78, 133-155, 2023 | 15* | 2023 |
US monetary policy and BRICS stock market bubbles R Gupta, J Nel, J Nielsen Finance Research Letters 51, 103435, 2023 | 11 | 2023 |
Geopolitical risks and the high-frequency movements of the US term structure of interest rates R Gupta, A Majumdar, J Nel, S Subramaniam Annals of Financial Economics 16 (03), 2150012, 2021 | 9 | 2021 |
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks R Gupta, J Nel, AA Salisu, Q Ji Finance Research Letters 54, 103795, 2023 | 7 | 2023 |
Contagious diseases and gold: Over 700 years of evidence from quantile regressions E Bouri, R Gupta, J Nel, S Shiba Finance Research Letters 50, 103266, 2022 | 7 | 2022 |
Connectedness and spillovers in the innovation network of green transportation R Inglesi-Lotz, E Dogan, J Nel, P Tzeremes Energy Policy 180, 113686, 2023 | 4 | 2023 |
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions M Balcilar, R Gupta, J Nel Resources Policy 79, 103053, 2022 | 4 | 2022 |
Oil price uncertainty and predictability of multi-scale positive and negative bubbles in the BRICS: Evidence from a nonparametric causality-in-quantiles test R Gupta, J Nel, J Nielsen University of Pretoria, Department of Economics Working Papers, 2023 | 3 | 2023 |
Time-varying predictability of financial stress on inequality in United Kingdom E Berisha, D Gabauer, R Gupta, J Nel Journal of Economic Studies 50 (5), 987-1007, 2023 | 3 | 2023 |
The pricing implications of cryptocurrency mining on global electricity markets: Evidence from quantile causality tests GC Aye, R Demirer, R Gupta, J Nel Journal of Cleaner Production 397, 136572, 2023 | 3 | 2023 |
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India O Çepni, R Gupta, J Nel, J Nielsen Monetary policy shocks and multi-scale positive and negative bubbles in an …, 2023 | 2 | 2023 |
Rare disaster risks and volatility of the term-structure of US Treasury Securities: The role of El Niño and La Niña events R Van Eyden, R Gupta, J Nel, E Bouri Theoretical and Applied Climatology 148 (1), 383-389, 2022 | 2 | 2022 |
Climate risks and predictability of commodity returns and volatility: evidence from over 750 years of data J Nel, R Gupta, ME Wohar, C Pierdzioch Climate risks and predictability of commodity returns and volatility …, 2022 | 2 | 2022 |
Drivers of realized volatility for emerging countries with a focus on south africa: Fundamentals versus sentiment R Gupta, J Nel, C Pierdzioch Mathematics 11 (6), 1371, 2023 | 1 | 2023 |
Do climate risks predict US housing returns and volatility?: evidence from a quantiles-based approach E Bouri, R Gupta, HA Marfatia, J Nel Do climate risks predict US housing returns and volatility?: evidence from a …, 2022 | 1 | 2022 |