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The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
In: Working Papers.
RePEc:pre:wpaper:202302.

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  1. Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data. (2023). Salisu, Afees ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202339.

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  2. Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202337.

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References

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