|
2025
|
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
|
Economics Letters
|
C
|
4
|
|
2025
|
Oil price shocks and the connectedness of US state-level financial markets
|
Energy Economics
|
A
|
4
|
|
2025
|
On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data
|
Applied Economics
|
C
|
4
|
|
2024
|
How connected is the oil-bank network? Firm-level and high-frequency evidence
|
Energy Economics
|
A
|
4
|
|
2024
|
Extreme weather shocks and state-level inflation of the United States
|
Economics Letters
|
C
|
4
|
|
2024
|
Stock market bubbles and the realized volatility of oil price returns
|
Energy Economics
|
A
|
3
|
|
2024
|
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks
|
International Journal of Forecasting
|
B
|
3
|
|
2023
|
Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models
|
Economics Letters
|
C
|
3
|
|
2022
|
Can monetary policy lean against housing bubbles?
|
Economic Modeling
|
C
|
4
|
|
2022
|
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty
|
Economics Letters
|
C
|
3
|
|
2022
|
Persistence of state-level uncertainty of the United States: The role of climate risks
|
Economics Letters
|
C
|
3
|
|
2022
|
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?
|
Energy Economics
|
A
|
4
|
|
2022
|
Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks
|
Economics Letters
|
C
|
3
|
|
2022
|
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
|
Energy Economics
|
A
|
4
|
|
2022
|
Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model
|
Energy Economics
|
A
|
3
|
|
2021
|
Do oil-price shocks predict the realized variance of U.S. REITs?
|
Energy Economics
|
A
|
4
|
|
2021
|
Income inequality and oil resources: Panel evidence from the United States
|
Energy Policy
|
B
|
4
|
|
2021
|
Bitcoin mining activity and volatility dynamics in the power market
|
Economics Letters
|
C
|
3
|
|
2021
|
The Taylor curve: international evidence
|
Applied Economics
|
C
|
3
|
|
2021
|
OPEC news and jumps in the oil market
|
Energy Economics
|
A
|
4
|
|
2020
|
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
|
International Journal of Forecasting
|
B
|
3
|
|
2020
|
Forecasting core inflation: the case of South Africa
|
Applied Economics
|
C
|
4
|
|
2020
|
Moments-based spillovers across gold and oil markets
|
Energy Economics
|
A
|
4
|
|
2020
|
Does real U.K. GDP have a unit root? Evidence from a multi-century perspective
|
Applied Economics
|
C
|
4
|
|
2020
|
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach
|
Applied Economics
|
C
|
3
|
|
2020
|
Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows
|
Journal of International Money and Finance
|
B
|
4
|
|
2020
|
The impact of macroeconomic factors on income inequality: Evidence from the BRICS
|
Economic Modeling
|
C
|
3
|
|
2020
|
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
|
Economics Letters
|
C
|
2
|
|
2020
|
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
|
Energy Economics
|
A
|
4
|
|
2020
|
Price and volatility linkages between international REITs and oil markets
|
Energy Economics
|
A
|
4
|
|
2020
|
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries
|
Energy Economics
|
A
|
3
|
|
2020
|
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
|
Journal of International Money and Finance
|
B
|
3
|
|
2019
|
Time-varying impact of uncertainty shocks on the US housing market
|
Economics Letters
|
C
|
3
|
|
2019
|
Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model
|
Applied Economics
|
C
|
4
|
|
2019
|
Persistence of economic uncertainty: a comprehensive analysis
|
Applied Economics
|
C
|
3
|
|
2018
|
Dynamic connectedness of uncertainty across developed economies: A time-varying approach
|
Economics Letters
|
C
|
4
|
|
2018
|
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
|
Applied Economics
|
C
|
4
|
|
2018
|
Spillovers between Bitcoin and other assets during bear and bull markets
|
Applied Economics
|
C
|
4
|
|
2018
|
Date stamping historical periods of oil price explosivity: 1876–2014
|
Energy Economics
|
A
|
3
|
|
2018
|
Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data
|
Economics Letters
|
C
|
2
|
|
2018
|
Oil returns and volatility: The role of mergers and acquisitions
|
Energy Economics
|
A
|
4
|
|
2018
|
Time-varying rare disaster risks, oil returns and volatility
|
Energy Economics
|
A
|
4
|
|
2018
|
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach
|
Economics Letters
|
C
|
2
|
|
2017
|
Can volume predict Bitcoin returns and volatility? A quantiles-based approach
|
Economic Modeling
|
C
|
4
|
|
2017
|
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data
|
Energy Economics
|
A
|
3
|
|
2017
|
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach
|
Applied Economics
|
C
|
3
|
|
2017
|
The role of oil prices in the forecasts of South African interest rates: A Bayesian approach
|
Energy Economics
|
A
|
2
|
|
2017
|
Forecasting oil and stock returns with a Qual VAR using over 150years off data
|
Energy Economics
|
A
|
2
|
|
2017
|
Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks
|
Energy Economics
|
A
|
4
|
|
2017
|
Forecasting inflation in an inflation targeting economy: structural versus nonstructural models
|
Applied Economics
|
C
|
1
|
|
2016
|
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing
|
Applied Economics
|
C
|
5
|
|
2016
|
Time-frequency relationship between US output with commodity and asset prices
|
Applied Economics
|
C
|
3
|
|
2016
|
Uncertainty and crude oil returns
|
Energy Economics
|
A
|
3
|
|
2016
|
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy
|
Southern Economic Journal
|
C
|
3
|
|
2016
|
Is inflation persistence different in reality?
|
Economics Letters
|
C
|
4
|
|
2016
|
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation
|
Applied Economics
|
C
|
4
|
|
2016
|
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices
|
Applied Economics
|
C
|
3
|
|
2016
|
Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013
|
Applied Economics
|
C
|
3
|
|
2016
|
On international uncertainty links: BART-based empirical evidence for Canada
|
Economics Letters
|
C
|
3
|
|
2016
|
Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data
|
Energy Economics
|
A
|
3
|
|
2016
|
Inflation forecasts and forecaster herding: Evidence from South African survey data
|
Journal of Behavioral and Experimental Economics
|
B
|
3
|
|
2016
|
Forecasting US consumer price index: does nonlinearity matter?
|
Applied Economics
|
C
|
2
|
|
2015
|
Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs
|
Energy Economics
|
A
|
5
|
|
2015
|
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
|
Economic Modeling
|
C
|
3
|
|
2015
|
Regime switching model of US crude oil and stock market prices: 1859 to 2013
|
Energy Economics
|
A
|
3
|
|
2015
|
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
|
Applied Economics
|
C
|
3
|
|
2015
|
Was the recent downturn in US real GDP predictable?
|
Applied Economics
|
C
|
4
|
|
2015
|
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach
|
Economics Letters
|
C
|
2
|
|
2015
|
Oil price forecastability and economic uncertainty
|
Economics Letters
|
C
|
3
|
|
2015
|
Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data
|
Energy Economics
|
A
|
3
|
|
2015
|
Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function
|
Applied Economics
|
C
|
3
|
|
2015
|
Do we need a global VAR model to forecast inflation and output in South Africa?
|
Applied Economics
|
C
|
3
|
|
2015
|
Convergence of greenhouse gas emissions among G7 countries
|
Applied Economics
|
C
|
3
|
|
2015
|
Trends and cycles in historical gold and silver prices
|
Journal of International Money and Finance
|
B
|
3
|
|
2015
|
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test
|
Applied Economics
|
C
|
3
|
|
2015
|
Forecasting the U.S. real house price index
|
Economic Modeling
|
C
|
4
|
|
2015
|
US inflation dynamics on long-range data
|
Applied Economics
|
C
|
4
|
|
2015
|
Has oil price predicted stock returns for over a century?
|
Energy Economics
|
A
|
2
|
|
2015
|
Oil prices and financial stress: A volatility spillover analysis
|
Energy Policy
|
B
|
3
|
|
2015
|
DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
|
Applied Economics
|
C
|
4
|
|
2015
|
Forecasting the price of gold
|
Applied Economics
|
C
|
4
|
|
2015
|
Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test
|
Applied Economics
|
C
|
3
|
|
2015
|
Forecasting US real house price returns over 1831-2013: evidence from copula models
|
Applied Economics
|
C
|
2
|
|
2014
|
Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries
|
Energy Economics
|
A
|
5
|
|
2014
|
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
|
Applied Economics
|
C
|
3
|
|
2014
|
Housing and the Great Depression
|
Applied Economics
|
C
|
3
|
|
2014
|
Time-varying linkages between tourism receipts and economic growth in South Africa
|
Applied Economics
|
C
|
4
|
|
2014
|
Tax evasion, financial development and inflation: Theory and empirical evidence
|
Journal of Banking & Finance
|
B
|
3
|
|
2014
|
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
|
Energy Policy
|
B
|
4
|
|
2014
|
Persistence and cycles in historical oil price data
|
Energy Economics
|
A
|
2
|
|
2014
|
Oil price uncertainty and manufacturing production
|
Energy Economics
|
A
|
4
|
|
2013
|
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model
|
Economic Modeling
|
C
|
5
|
|
2013
|
Macroeconomic Variables and South African Stock Return Predictability
|
Economic Modeling
|
C
|
2
|
|
2013
|
A DSGE-VAR model for forecasting key South African macroeconomic variables
|
Economic Modeling
|
C
|
2
|
|
2013
|
Does the source of oil price shocks matter for South African stock returns? A structural VAR approach
|
Energy Economics
|
A
|
2
|
|
2013
|
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment
|
Applied Economics
|
C
|
1
|
|
2012
|
South African stock return predictability in the context data mining: The role of financial variables and international stock returns
|
Economic Modeling
|
C
|
2
|
|
2012
|
Structural breaks and GARCH models of stock return volatility: The case of South Africa
|
Economic Modeling
|
C
|
4
|
|
2011
|
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
|
Economic Modeling
|
C
|
3
|
|
2011
|
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
|
Economic Modeling
|
C
|
3
|
|
2011
|
A large factor model for forecasting macroeconomic variables in South Africa
|
International Journal of Forecasting
|
B
|
2
|
|
2010
|
The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach
|
Economic Modeling
|
C
|
3
|
|
2009
|
Linking global economic dynamics to a South African-specific credit risk correlation model
|
Economic Modeling
|
C
|
3
|