D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 61 Citations 14,115 754 World Ranking 392 National Ranking 1

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Econometrics
  • Macroeconomics

His primary areas of investigation include Econometrics, Financial economics, Volatility, Vector autoregression and Autoregressive model. Specifically, his work in Econometrics is concerned with the study of Quantile. He combines subjects such as Oil price, Equity, Predictability and Stock market with his study of Financial economics.

Rangan Gupta interconnects Nonparametric statistics and Monetary economics in the investigation of issues within Volatility. His work in Vector autoregression addresses subjects such as House price, which are connected to disciplines such as Shock. In Autoregressive model, Rangan Gupta works on issues like Recession, which are connected to Business cycle.

His most cited work include:

  • Can volume predict Bitcoin returns and volatility? A quantiles-based approach (255 citations)
  • Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (223 citations)
  • The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries (196 citations)

What are the main themes of his work throughout his whole career to date?

Rangan Gupta mainly investigates Econometrics, Volatility, Monetary economics, Monetary policy and Autoregressive model. The Econometrics study combines topics in areas such as Bayesian probability, Inflation and Predictability. His studies deal with areas such as Vector autoregression and Dynamic stochastic general equilibrium as well as Bayesian probability.

His research in Volatility intersects with topics in Nonparametric statistics, Conditional probability distribution and Stock market. The concepts of his Monetary economics study are interwoven with issues in Equity, Financial market, Endogenous growth theory, Emerging markets and Financial crisis. His Monetary policy study combines topics from a wide range of disciplines, such as Shock and Interest rate.

He most often published in these fields:

  • Econometrics (56.80%)
  • Volatility (21.06%)
  • Monetary economics (20.04%)

What were the highlights of his more recent work (between 2019-2021)?

  • Econometrics (56.80%)
  • Volatility (21.06%)
  • Monetary economics (20.04%)

In recent papers he was focusing on the following fields of study:

His primary areas of study are Econometrics, Volatility, Monetary economics, Predictability and Monetary policy. His work in Econometrics tackles topics such as Stock market which are related to areas like Dummy variable and Financial economics. His work deals with themes such as Nonparametric statistics, Financial crisis and Gold as an investment, which intersect with Volatility.

His Monetary economics research incorporates elements of Equity, Financial market, Emerging markets, Bond and Consumption. His study looks at the relationship between Predictability and topics such as Granger causality, which overlap with Linear model. His Monetary policy research integrates issues from Inflation and Interest rate.

Between 2019 and 2021, his most popular works were:

  • Time-Varying Impact of Geopolitical Risks on Oil Prices (30 citations)
  • Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (23 citations)
  • Return connectedness across asset classes around the COVID-19 outbreak (18 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Econometrics
  • Finance

Rangan Gupta mostly deals with Econometrics, Volatility, Monetary economics, Predictability and Monetary policy. His Econometrics course of study focuses on Consumption and Demand shock. His study on Volatility also encompasses disciplines like

  • Bond market that connect with fields like Consolidation and Fiscal policy,
  • Stock market and related Financial economics.

His Monetary economics study combines topics in areas such as Spillover effect, Equity, Financial market, Volatility spillover and Bond. The study incorporates disciplines such as Index, Economic inequality, Hedge and Risk aversion in addition to Predictability. His Monetary policy research includes themes of Financial crisis, Inflation, Interest rate and Shock.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

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

Mehmet Balcilar;Elie Bouri;Rangan Gupta;David Roubaud.
Economic Modelling (2017)

409 Citations

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

Elie Bouri;Rangan Gupta;Aviral Kumar Tiwari;David Roubaud.
Finance Research Letters (2017)

336 Citations

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

Wendy N. Cowan;Tsangyao Chang;Roula Inglesi-Lotz;Rangan Gupta.
Energy Policy (2014)

319 Citations

Has oil price predicted stock returns for over a century

Paresh Kumar Narayan;Rangan Gupta.
Energy Economics (2015)

265 Citations

Herding behaviour in cryptocurrencies

Elie Bouri;Rangan Gupta;David Roubaud.
Finance Research Letters (2019)

153 Citations

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

Mehmet Balcilar;Stelios Bekiros;Rangan Gupta.
Empirical Economics (2017)

150 Citations

Oil prices and financial stress: A volatility spillover analysis

Saban Nazlioglu;Ugur Soytas;Rangan Gupta.
Energy Policy (2015)

133 Citations

Regime switching model of US crude oil and stock market prices : 1859 to 2013

Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Stephen M. Miller.
Energy Economics (2015)

129 Citations

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.
Emerging Markets Finance and Trade (2016)

125 Citations

The effect of monetary policy on real house price growth in South Africa : a factor augmented vector autoregression (FAVAR) approach

Rangan Gupta;Marius Jurgilas;Alain Kabundi.
Economic Modelling (2010)

124 Citations

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