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Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

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  1. Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:44:y:2025:i:4:p:1441-1466.

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  2. The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen.
    In: Working Papers.
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  3. Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x.

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  4. Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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  5. Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis. (2024). GUPTA, RANGAN ; Gallo, Giampiero ; Cepni, Oguzhan ; Candila, Vincenzo.
    In: Working Papers.
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  6. Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E.
    In: Working Papers.
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  7. Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052.

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  8. Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

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  9. Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami.
    In: Pacific-Basin Finance Journal.
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  10. Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Journal of Empirical Finance.
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  11. The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi.
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  37. Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

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  38. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

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  39. Do geopolitical risks matter for inbound tourism?. (2019). Paramati, Sudharshan Reddy ; Gözgör, Giray ; Demir, Ender.
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00118-9.

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  40. Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201918.

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  41. The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). Selmi, Refk ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-02071921.

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  42. Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business. (2019). Selmi, Refk ; bouoiyour, jamal.
    In: Working Papers.
    RePEc:erg:wpaper:1337.

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  43. Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Lau, Chi Keung ; Gözgör, Giray ; Demir, Ender ; Aysan, Ahmet ; Gozgor, Giray ; Marco, Chi Keung.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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  44. Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587.

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  45. Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Tao, Ran ; Nicoleta-Claudia, Moldovan ; Khan, Khalid ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

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  46. Geopolitical risk and oil volatility: A new insight. (2019). Zhang, Yaojie ; Tang, Yingkai ; Liu, Jing ; Ma, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433.

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  47. What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184.

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  48. The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). Selmi, Refk ; bouoiyour, jamal.
    In: Papers.
    RePEc:arx:papers:1903.08076.

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  49. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:201860.

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  50. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). lucey, brian ; Kearney, Fearghal ; Peat, Maurice ; Gogolin, Fabian ; Vigne, Samuel A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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