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Economics and Finance
South Africa
2026

D-Index & Metrics

Economics and Finance

D-Index
89
Citations
34685
World Ranking
178
National Ranking
1

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in South Africa Leader Award
  • 2025 - Research.com Economics and Finance in South Africa Leader Award

Overview

Rangan Gupta is affiliated with the University of Pretoria in South Africa. The primary area of research encompasses Economics, Econometrics and Finance, with a total of 752 publications in this broad field.

The main subfields of study include:

  • Economics and Econometrics
  • General Economics, Econometrics and Finance
  • Finance
  • Renewable Energy, Sustainability and the Environment
  • Management Science and Operations Research

Their research topics focus on several key areas:

  • Market Dynamics and Volatility
  • Monetary Policy and Economic Impact
  • Energy, Environment, Economic Growth
  • Financial Risk and Volatility Modeling
  • Financial Markets and Investment Strategies
  • Housing Market and Economics
  • Complex Systems and Time Series Analysis

Recent published papers include:

  • "Return connectedness across asset classes around the COVID-19 outbreak," 2020, in International Review of Financial Analysis
  • "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," 2020, in Journal of International Money and Finance
  • "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," 2020, in International Journal of Forecasting
  • "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," 2020, in Energy Economics
  • "Infectious Diseases, Market Uncertainty and Oil Market Volatility," 2020, in Energies

Frequent co-authors collaborating with Rangan Gupta include:

  • Christian Pierdzioch
  • Elie Bouri
  • Afees A. Salisu
  • Rıza Demirer
  • Xin Sheng

Publication outlets where Rangan Gupta has frequently contributed are:

  • Finance Research Letters
  • SSRN Electronic Journal
  • Journal of Forecasting
  • The Quarterly Review of Economics and Finance
  • The North American Journal of Economics and Finance

Rangan Gupta has also contributed to academic literature through book publications, including a work titled Recent Advancements in Computational Finance and Business Analytics, published by Springer International Publishing in 2023.

Best Publications

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

    Elie Bouri;Rangan Gupta;Aviral Kumar Tiwari;David Roubaud

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

    Mehmet Balcilar;Elie Bouri;Rangan Gupta;David Roubaud

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

    Mehmet Balcilar;Mehmet Balcilar;Elie Bouri;Rangan Gupta;David Roubaud

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

    Elie Bouri;Oguzhan Cepni;Oguzhan Cepni;David Gabauer;Rangan Gupta

  • Herding behaviour in cryptocurrencies

    Elie Bouri;Rangan Gupta;David Roubaud

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

    Wendy N. Cowan;Tsangyao Chang;Roula Inglesi-Lotz;Rangan Gupta

  • Geopolitical risks and stock market dynamics of the BRICS

    Mehmet Balcilar;Mehmet Balcilar;Matteo Bonato;Riza Demirer;Rangan Gupta

  • Has oil price predicted stock returns for over a century

    Paresh Kumar Narayan;Rangan Gupta

  • Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach

    Nikolaos Antonakakis;David Gabauer;Rangan Gupta;Vasilios Plakandaras

  • Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016

    Nikolaos Antonakakis;Rangan Gupta;Christos Kollias;Stephanos Papadamou

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

    Nikolaos Antonakakis;Nikolaos Antonakakis;Rangan Gupta;Christos Kollias;Stephanos Papadamou

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

    Mehmet Balcilar;Stelios Bekiros;Rangan Gupta

  • On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach

    David Gabauer;Rangan Gupta

  • On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach

    David Gabauer;Rangan Gupta

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

    Libing Fang;Elie Bouri;Rangan Gupta;David Roubaud

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

    Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Christian Pierdzioch

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

    Nikolaos Antonakakis;David Gabauer;Rangan Gupta;Vasilios Plakandaras

  • Spillovers between Bitcoin and other Assets during Bear and Bull Markets

    Elie Bouri;Mahamitra Das;Rangan Gupta;David Roubaud

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

    Elie Bouri;Mahamitra Das;Rangan Gupta;David Roubaud

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

    Christina Christou;Juncal Cunado;Rangan Gupta;Christis Hassapis

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

    Xiao-lin Li;Mehmet Balcilar;Rangan Gupta;Tsangyao Chang

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

    Qiang Ji;Elie Bouri;Rangan Gupta;David Roubaud

  • Uncertainty and crude oil returns

    Riadh Aloui;Rangan Gupta;Stephen M. Miller

  • Role of Transforming Growth Factor Beta in Corneal Function, Biology and Pathology

    Ashish Tandon;Jonathan C. K. Tovey;Ajay Sharma;Rangan Gupta

  • Oil prices and financial stress: A volatility spillover analysis

    Saban Nazlioglu;Ugur Soytas;Rangan Gupta

Frequent Co-Authors

Mehmet Balcilar
Mehmet Balcilar University of New Haven
Mark E. Wohar
Mark E. Wohar University of Nebraska at Omaha
Stephen M. Miller
Stephen M. Miller University of Nevada, Las Vegas
Elie Bouri
Elie Bouri Lebanese American University
Riza Demirer
Riza Demirer Southern Illinois University Edwardsville
Luis A. Gil-Alana
Luis A. Gil-Alana University of Navarra
Nikolaos Antonakakis
Nikolaos Antonakakis University of Nicosia
Juncal Cunado
Juncal Cunado University of Navarra
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
Chi Keung Marco Lau
Chi Keung Marco Lau Teesside University

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