Rangan Gupta

Rangan Gupta

University of Pretoria

H-index: 83

Africa-South Africa

About Rangan Gupta

Rangan Gupta, With an exceptional h-index of 83 and a recent h-index of 72 (since 2020), a distinguished researcher at University of Pretoria, specializes in the field of Macroecomomics, forecasting.

His recent articles reflect a diverse array of research interests and contributions to the field:

Price effects after one-day abnormal returns and crises in the stock markets

The effects of conventional and unconventional monetary policy shocks on US REITs moments: evidence from VARs with functional shocks

On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data

Revisiting international house price convergence using house price level data

Inflation–inequality puzzle: is it still apparent?

Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach

Herding in international REITs markets around the COVID-19 pandemic

Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks

Rangan Gupta Information

University

Position

___

Citations(all)

32889

Citations(since 2020)

24603

Cited By

14053

hIndex(all)

83

hIndex(since 2020)

72

i10Index(all)

633

i10Index(since 2020)

488

Email

University Profile Page

Google Scholar

Rangan Gupta Skills & Research Interests

Macroecomomics

forecasting

Top articles of Rangan Gupta

Price effects after one-day abnormal returns and crises in the stock markets

Research in International Business and Finance

2024/6/1

Rangan Gupta
Rangan Gupta

H-Index: 52

Qiang Ji
Qiang Ji

H-Index: 47

The effects of conventional and unconventional monetary policy shocks on US REITs moments: evidence from VARs with functional shocks

Quantitative Economics

2021

On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data

Applied Economics

2024/2/3

Rangan Gupta
Rangan Gupta

H-Index: 52

Revisiting international house price convergence using house price level data

Economic Systems

2024/1/15

Rangan Gupta
Rangan Gupta

H-Index: 52

Inflation–inequality puzzle: is it still apparent?

Journal of Economic Studies

2024/1/15

Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach

Financial Innovation

2024/1/8

Rangan Gupta
Rangan Gupta

H-Index: 52

Herding in international REITs markets around the COVID-19 pandemic

Research in International Business and Finance

2024/1/1

Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks

International Journal of Forecasting

2024/1/1

Rangan Gupta
Rangan Gupta

H-Index: 52

Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

2024/1

Rangan Gupta
Rangan Gupta

H-Index: 52

Yong Tan
Yong Tan

H-Index: 20

Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data

International Journal of Finance & Economics

2023/7

Openness and growth: Is the relationship non‐linear?

International Journal of Finance & Economics

2023/7

Rangan Gupta
Rangan Gupta

H-Index: 52

Andrea Vaona
Andrea Vaona

H-Index: 11

Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility

2023/6/15

Rangan Gupta
Rangan Gupta

H-Index: 52

Samrat Goswami
Samrat Goswami

H-Index: 3

Impact of housing price uncertainty on herding behavior: evidence from UK’s regional housing markets

Journal of Housing and the Built Environment

2023/6

Rangan Gupta
Rangan Gupta

H-Index: 52

Giant oil discoveries and conflicts

Environment, Development and Sustainability

2023/5/2

The impacts of oil price volatility on financial stress: Is the COVID-19 period different?

International Review of Economics & Finance

2023/5/1

Climate risks and forecasting stock market returns in advanced economies over a century

Mathematics

2023/4/27

Mehmet Balcilar
Mehmet Balcilar

H-Index: 35

Rangan Gupta
Rangan Gupta

H-Index: 52

The pricing implications of cryptocurrency mining on global electricity markets: Evidence from quantile causality tests

Journal of Cleaner Production

2023/4/15

Riza Demirer
Riza Demirer

H-Index: 24

Rangan Gupta
Rangan Gupta

H-Index: 52

Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach

The Quarterly Review of Economics and Finance

2023/4/1

Rangan Gupta
Rangan Gupta

H-Index: 52

Elie Bouri
Elie Bouri

H-Index: 38

A Hybrid ARFIMA wavelet artificial neural network model for DJIA Index forecasting

Computational Economics

2023/12

Giorgio Canarella
Giorgio Canarella

H-Index: 11

Rangan Gupta
Rangan Gupta

H-Index: 52

Is there a national housing market bubble brewing in the United States?

Macroeconomic Dynamics

2023/12

See List of Professors in Rangan Gupta University(University of Pretoria)