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Author

Jacobus Nel

Observed names: J. Nel, JACOBUS NEL, Jacobus A. Nel, Nel, Jacobus
Observed institution: University of Pretoria
ORCID: 0000-0001-8051-2863
Observed ORCID: 0000-0001-8051-2863
OpenAlex ID: A5083748293
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning
2021 · Rangan Gupta, Jacobus Nel, et al. · Journal of Behavioral Finance · 45
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COVID-19 Pandemic and Investor Herding in International Stock Markets
2021 · Elie Bouri, Riza Demirer, et al. · Risks · 44
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Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development
2023 · Petre Caraiani, Rangan Gupta, et al. · Economic Analysis and Policy · 29
Monetary policy uncertainty spillovers in time and frequency domains
2020 · Rangan Gupta, Chi Keung Marco Lau, et al. · Journal of Economic Structures · 24
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The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model
2022 · Afees A. Salisu, Rangan Gupta, et al. · Resources Policy · 23
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US monetary policy and BRICS stock market bubbles
2022 · Rangan Gupta, Jacobus Nel, et al. · Finance research letters · 21
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Connectedness and spillovers in the innovation network of green transportation
2023 · R. Inglesi-Lotz, Eyup Dogan, et al. · Energy Policy · 17
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks
2023 · Rangan Gupta, Jacobus Nel, et al. · Finance research letters · 17
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The pricing implications of cryptocurrency mining on global electricity markets: Evidence from quantile causality tests
2023 · Goodness C. Aye, Riza Demirer, et al. · Journal of Cleaner Production · 17
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Geopolitical Risks and the High-frequency Movements of the Us Term Structure of Interest Rates
2021 · RANGAN GUPTA, ANANDAMAYEE MAJUMDAR, et al. · Annals of Financial Economics · 13
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Contagious diseases and gold: Over 700 years of evidence from quantile regressions
2022 · Elie Bouri, Rangan Gupta, et al. · Finance research letters · 12
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Time-varying predictability of financial stress on inequality in United Kingdom
2022 · Edmond Berisha, David Gabauer, et al. · Journal of Economic Studies · 8
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Climate Risks and Predictability of Commodity Returns and Volatility: Evidence From Over 750 Years of Data
2024 · JACOBUS NEL, RANGAN GUPTA, et al. · Climate Change Economics · 7
Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment
2023 · Rangan Gupta, Jacobus Nel, et al. · Mathematics · 7
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Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions
2022 · Mehmet Balcilar, Rangan Gupta, et al. · Resources Policy · 7
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India
2025 · Oguzhan Cepni, Rangan Gupta, et al. · Financial Innovation · 6
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Stock market volatility and multi-scale positive and negative bubbles
2024 · Rangan Gupta, Jacobus Nel, et al. · The North American Journal of Economics and Finance · 6
The relationship between electric vehicle adoption and electricity consumption: Evidence from Europe
2025 · Jacobus Nel, Roula Inglesi-Lotz · Utilities Policy · 4
Effect of rare disaster risks on crude oil: evidence from El Niño from over 145 years of data
2021 · Riza Demirer, Rangan Gupta, et al. · Theoretical and Applied Climatology · 4
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Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom
2021 · David Gabauer, Rangan Gupta, et al. · Social Indicators Research · 3
Rare disaster risks and volatility of the term-structure of US Treasury Securities: The role of El Niño and La Niña events
2022 · Renee van Eyden, Rangan Gupta, et al. · Theoretical and Applied Climatology · 2
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Electric Vehicles Market and Policy Conditions Identifying South African Policy “Potholes”
2022 · Jacobus Nel, Roula Inglesi-Lotz · SSRN Electronic Journal · 2
Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach
2025 · Elie Bouri, Rangan Gupta, et al. · Annals of Financial Economics · 1
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Prediction of the conditional distribution of daily international stock returns volatility: The role of (conventional and unconventional) monetary policies
2024 · Oguzhan Cepni, Rangan Gupta, et al. · Elsevier eBooks
Oil price uncertainty and predictability of multi-scale positive and negative bubbles in the BRICS: Evidence from a nonparametric causality-in-quantiles test
2023 · Rangan Gupta, Jacobus Nel, et al. · Elsevier eBooks
Works count: 26
Citation count: 319
H-index: 11
I10-index: 11
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