Rangan Gupta
Rangan Gupta
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Can volume predict Bitcoin returns and volatility? A quantiles-based approach
M Balcilar, E Bouri, R Gupta, D Roubaud
Economic Modelling 64, 74-81, 2017
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
E Bouri, R Gupta, AK Tiwari, D Roubaud
Finance Research Letters 23, 87-95, 2017
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
WN Cowan, T Chang, R Inglesi-Lotz, R Gupta
Energy Policy 66, 359-368, 2014
Has oil price predicted stock returns for over a century?
PK Narayan, R Gupta
Energy Economics 48, 18-23, 2015
Herding behaviour in cryptocurrencies
E Bouri, R Gupta, D Roubaud
Finance Research Letters 29, 216-221, 2019
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
M Balcilar, S Bekiros, R Gupta
Empirical Economics 53 (3), 879-889, 2017
Prospective evaluation of safety and efficacy of the supracostal approach for percutaneous nephrolithotomy
R Gupta, A Kumar, R Kapoor, A Srivastava, A Mandhani
BJU international 90 (9), 809-813, 2002
Population and fertility by age and sex for 195 countries and territories, 1950–2017: a systematic analysis for the global burden of disease study 2017
CJL Murray, CSKH Callender, XR Kulikoff, V Srinivasan, D Abate, ...
The Lancet 392 (10159), 1995-2051, 2018
Return connectedness across asset classes around the COVID-19 outbreak
E Bouri, O Cepni, D Gabauer, R Gupta
International review of financial analysis 73, 101646, 2021
Uncertainty and crude oil returns
R Aloui, R Gupta, SM Miller
Energy Economics 55, 92-100, 2016
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
L Fang, E Bouri, R Gupta, D Roubaud
International Review of Financial Analysis 61, 29-36, 2019
The causal relationship between economic policy uncertainty and stock returns in China and India: Evidence from a bootstrap rolling window approach
X Li, M Balcilar, R Gupta, T Chang
Emerging Markets Finance and Trade 52 (3), 674-689, 2016
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach
Q Ji, E Bouri, R Gupta, D Roubaud
The Quarterly Review of Economics and Finance 70, 203-213, 2018
Spillovers between Bitcoin and other assets during bear and bull markets
E Bouri, M Das, R Gupta, D Roubaud
Applied Economics 50 (55), 5935-5949, 2018
Geopolitical risks and the oil-stock nexus over 1899–2016
N Antonakakis, R Gupta, C Kollias, S Papadamou
Finance Research Letters 23, 165-173, 2017
Geopolitical risks and stock market dynamics of the BRICS
M Balcilar, M Bonato, R Demirer, R Gupta
Economic Systems 42 (2), 295-306, 2018
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
C Christou, J Cunado, R Gupta, C Hassapis
Journal of Multinational Financial Management 40, 92-102, 2017
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
M Balcilar, R Gupta, C Pierdzioch
Resources Policy 49, 74-80, 2016
Oil prices and financial stress: A volatility spillover analysis
S Nazlioglu, U Soytas, R Gupta
Energy policy 82, 278-288, 2015
Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks
WJ Kim, S Hammoudeh, JS Hyun, R Gupta
Energy Economics 62, 61-69, 2017
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