Rangan Gupta

Research interests

Publications

• Return connectedness across asset classes around the COVID-19 outbreak

  International Review of Financial Analysis · 2020 · https://doi.org/10.1016/j.irfa.2020.101646

• Time-Varying Impact of Geopolitical Risks on Oil Prices

  Defence and Peace Economics · 2019 · 10.1080/10242694.2018.1563854

• Geopolitical risks and stock market dynamics of the BRICS

  Economic Systems · 2018 · 10.1016/j.ecosys.2017.05.008

• Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles

  The Quarterly Review of Economics and Finance · 2018 · 10.1016/j.qref.2018.04.003

• Herding behaviour in cryptocurrencies

  Finance research letters · 2018 · 10.1016/j.frl.2018.07.008

• On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach

  Economics Letters · 2018 · 10.1016/j.econlet.2018.07.007

• Dynamic connectedness of uncertainty across developed economies: A time-varying approach

  Economics Letters · 2018 · 10.1016/j.econlet.2018.02.011

• Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?

  International Review of Financial Analysis · 2018 · 10.1016/j.irfa.2018.12.010

• Spillovers between Bitcoin and other assets during bear and bull markets

  Applied Economics · 2018 · 10.1080/00036846.2018.1488075

• Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach

  The Quarterly Review of Economics and Finance · 2018 · 10.1016/j.qref.2018.05.016

• Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data

  Applied Energy · 2018 · 10.1016/j.apenergy.2018.10.049

• Effects of geopolitical risks on trade flows: evidence from the gravity model

  Eurasian economic review : · 2018 · 10.1007/s40822-018-0118-0

• Geopolitical risks and the oil-stock nexus over 1899–2016

  Finance research letters · 2017 · 10.1016/j.frl.2017.07.017

• Can volume predict Bitcoin returns and volatility? A quantiles-based approach

  Economic Modelling · 2017 · https://doi.org/10.1016/j.econmod.2017.03.019

• Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

  Finance research letters · 2017 · https://doi.org/10.1016/j.frl.2017.02.009

• Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model

  Journal of Multinational Financial Management · 2017 · 10.1016/j.mulfin.2017.03.001

• Uncertainty and crude oil returns

  Energy Economics · 2016 · 10.1016/j.eneco.2016.01.012

• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test

  Open Economies Review · 2016 · 10.1007/s11079-016-9388-x

• The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method

  Empirical Economics · 2016 · 10.1007/s00181-016-1150-0

• Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test

  Resources Policy · 2016 · 10.1016/j.resourpol.2016.04.004

• Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs

  Energy Economics · 2015 · https://doi.org/10.1016/j.eneco.2015.05.022

• Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality

  Renewable and Sustainable Energy Reviews · 2015 · 10.1016/j.rser.2015.08.022

• The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach

  Emerging Markets Finance and Trade · 2015 · 10.1080/1540496x.2014.998564

• Oil prices and financial stress: A volatility spillover analysis

  Energy Policy · 2015 · 10.1016/j.enpol.2015.01.003

• Has oil price predicted stock returns for over a century?

  Energy Economics · 2014 · 10.1016/j.eneco.2014.11.018

• The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries

  Energy Policy · 2013 · 10.1016/j.enpol.2013.10.081

Current projects

No projects listed.