Rangan Gupta

University of Münster — Germany

Economics, Econometrics and Finance · Social Sciences

11h-index622citations32works0.02yr avg
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Research Topics

Market Dynamics and Volatility(21), Complex Systems and Time Series Analysis(19), Financial Risk and Volatility Modeling(15), Monetary Policy and Economic Impact(9), Energy, Environment, Economic Growth(4)

Publications32 total

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches
Journal of Forecasting·2026Open Access
Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective
Studies in Nonlinear Dynamics and Econometrics·2025
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks
International Journal of Forecasting·2023· 66 citedOpen Access
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
Studies in Nonlinear Dynamics and Econometrics·2020· 1 citedOpen Access
Forecasting volatility in bitcoin market
Annals of Finance·2020· 24 cited
High-Frequency Volatility Forecasting of US Housing Markets
The Journal of Real Estate Finance and Economics·2020· 42 cited
High-Frequency Volatility Forecasting of US Housing Markets
RePEc: Research Papers in Economics·2019
Long Memory Conditional Heteroscedasticity in Count Data
RePEc: Research Papers in Economics·2019· 2 cited
Forecasting Volatility in Cryptocurrency Markets
RePEc: Research Papers in Economics·2019· 2 cited
Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013
Journal of Applied Economics·2019· 12 citedOpen Access
Forecasting Inflation Uncertainty in the G7 Countries
Econometrics·2018Open Access
Forecasting US GNP growth: The role of uncertainty
Journal of Forecasting·2018· 25 cited
Multifractal Models in Finance
Oxford University Press eBooks·2018· 10 cited
Forecasting Inflation Uncertainty in the G7 Countries
RePEc: Research Papers in Economics·2018
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
European Journal of Finance·2017· 11 cited
Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach
RePEc: Research Papers in Economics·2017Open Access
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
RePEc: Research Papers in Economics·2017
Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models
Renewable and Sustainable Energy Reviews·2016· 111 cited
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
Economics·2016· 77 citedOpen Access
Forecasting US GNP Growth: The Role of Uncertainty
RePEc: Research Papers in Economics·2016· 1 cited
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Frequent Co-authors

Rangan Gupta(19), Thomas Lux(6), Stelios Bekiros(6), Bernd Wilfling(5), Hossein Hassani(4), Mark E. Wohar(4), Mehmet Balcılar(2), Emmanuel Sirimal Silva(2), Keagile Lesame(2), Zara Ghodsi(2), Nikolaos Antonakakis(2), Juncal Cuñado(2), Mark Trede(2), Chi Keung Marco Lau(2), Manuel Stapper(1), Björn Schulte‐Tillmann(1), Timo Wiedemann(1), Ruipeng Liu(1), Rangan Gupta(1), Elie Bouri(1)