1. Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

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2. The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Tarchella, Salma ; Khalfaoui, Rabeh.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

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3. Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Li, Wei ; Han, Wei ; Zhang, Junchao.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400299x.

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4. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich.
   In: Energy.
   RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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5. Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O.
   In: Energy Economics.
   RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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6. Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Zhang, Yueyan ; Bai, Jiancheng ; Cui, Can.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752.

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7. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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8. Economic policy uncertainty, COVID-19 and corporate investment: Evidence from the gold mining industry. (2023). Klayme, Tania ; Gokmenoglu, Korhan K ; Rustamov, Bezhan.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004981.

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9. Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Olaniran, Abeeb ; Ogbonna, Ahamuefula ; AYINDE, Taofeek ; Abolade, Onomeabure C.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828.

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10. Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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11. Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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12. Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Wei, Yigang ; Guan, Xinyue ; Liu, Tao ; Xue, Shan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

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13. Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Shao, Shuai ; Qi, YU ; Li, Xin ; Pan, NA ; Liu, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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14. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157.

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15. Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202211.

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16. Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Karmakar, Sayar.
    In: Working Papers.
    RePEc:pre:wpaper:202201.

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17. Does political risk matter for gold market fluctuations? A structural VAR analysis. (2022). Gao, Wang ; Ding, Qian ; Huang, Jianbai ; Zhang, Hongwei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192200006x.

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18. Geopolitical risks and historical exchange rate volatility of the BRICS. (2022). Salisu, Afees ; GUPTA, RANGAN ; Cuado, Juncal.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190.

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19. Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:482-488.

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20. Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period. (2022). Raza, Syed ; Khan, Komal Akram ; Zhang, Hongyu ; Khaskheli, Asadullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003956.

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21. Climate risks and forecastability of the realized volatility of gold and other metal prices. (2022). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001295.

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22. Do precious metals hedge crude oil volatility jumps?. (2022). Bhatia, Vaneet ; Kumar, Surya Bhushan ; Basu, Sankarshan ; Das, Debojyoti.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150.

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23. Oil price volatility predictability based on global economic conditions. (2022). Guo, Yangli ; Lai, Xiaodong ; Li, Haibo ; Ma, Feng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001569.

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24. Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Xia, Zhenglan ; Lai, Xiaodong ; Wang, LU ; Liang, Chao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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25. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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26. Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza ; Luo, Jiawen.
    In: Working Papers.
    RePEc:pre:wpaper:202130.

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27. Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202121.

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28. An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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29. Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:2020105.

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21. Tiwari, A.K., Aye, G.C., Gupta, R., Gkillas, K. (2020). Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. Energy Economics, https://doi.org/10.1016/j.eneco.2020.104748. APPENDIX

1. Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:202423.

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2. Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Mathematics.
   RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

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3. Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua.
   In: Energy Economics.
   RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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4. Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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5. Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5.

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6. Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang.
   In: Working Papers.
   RePEc:pre:wpaper:202318.

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7. The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Sheng, Xin ; Kim, Won Joong ; Ji, Qiang.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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8. Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395.

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9. Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Arreola Hernandez, Jose ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid ; Kang, Sang Hoon ; Bensaida, Ahmed.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

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10. Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735.

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11. Forecasting Crude Oil Prices with a WT-FNN Model. (2022). Fang, Tianhui ; Wang, Donghua.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:6:p:1955-:d:766308.

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12. Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Nel, Jacobus.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004962.

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13. Climate risks and forecastability of the realized volatility of gold and other metal prices. (2022). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001295.

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14. Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty. (2022). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005341.

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15. Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Pienaar, Daniel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723.

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16. Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x.

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17. Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza ; Luo, Jiawen.
    In: Working Papers.
    RePEc:pre:wpaper:202130.

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18. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

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19. Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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20. Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975.

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21. Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179.

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22. A note on investor happiness and the predictability of realized volatility of gold. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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23. OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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24. OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:202053.

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25. The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202043.

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26. Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Nel, Jacobus.
    In: Working Papers.
    RePEc:pre:wpaper:2020104.

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27. A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad.
    In: Working Papers.
    RePEc:pre:wpaper:202010.

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28. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:202009.

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29. A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:202004.

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30. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539.

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31. Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806.

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32. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

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33. The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874.

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34. Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). GUPTA, RANGAN ; Asai, Manabu.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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35. Moments-based spillovers across gold and oil markets. (2020). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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36. Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201972.

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