| Can volume predict Bitcoin returns and volatility? A quantiles-based approach M Balcilar, E Bouri, R Gupta, D Roubaud Economic Modelling 64, 74-81, 2017 | 543 | 2017 |
| Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions E Bouri, R Gupta, AK Tiwari, D Roubaud Finance Research Letters 23, 87-95, 2017 | 465 | 2017 |
| The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries WN Cowan, T Chang, R Inglesi-Lotz, R Gupta Energy Policy 66, 359-368, 2014 | 393 | 2014 |
| Has oil price predicted stock returns for over a century? PK Narayan, R Gupta Energy Economics 48, 18-23, 2015 | 301 | 2015 |
| Herding behaviour in cryptocurrencies E Bouri, R Gupta, D Roubaud Finance Research Letters 29, 216-221, 2019 | 237 | 2019 |
| Prospective evaluation of safety and efficacy of the supracostal approach for percutaneous nephrolithotomy R Gupta, A Kumar, R Kapoor, A Srivastava, A Mandhani BJU international 90 (9), 809-813, 2002 | 220 | 2002 |
| The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method M Balcilar, S Bekiros, R Gupta Empirical Economics 53 (3), 879-889, 2017 | 205 | 2017 |
| The causal relationship between economic policy uncertainty and stock returns in China and India: Evidence from a bootstrap rolling window approach X Li, M Balcilar, R Gupta, T Chang Emerging Markets Finance and Trade 52 (3), 674-689, 2016 | 171 | 2016 |
| Uncertainty and crude oil returns R Aloui, R Gupta, SM Miller Energy Economics 55, 92-100, 2016 | 168 | 2016 |
| Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach Q Ji, E Bouri, R Gupta, D Roubaud The Quarterly Review of Economics and Finance 70, 203-213, 2018 | 164 | 2018 |
| Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks WJ Kim, S Hammoudeh, JS Hyun, R Gupta Energy Economics 62, 61-69, 2017 | 162* | 2017 |
| Oil prices and financial stress: A volatility spillover analysis S Nazlioglu, U Soytas, R Gupta Energy policy 82, 278-288, 2015 | 154 | 2015 |
| Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? L Fang, E Bouri, R Gupta, D Roubaud International Review of Financial Analysis 61, 29-36, 2019 | 153 | 2019 |
| Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality T Chang, R Gupta, R Inglesi-Lotz, B Simo-Kengne, D Smithers, ... Renewable and Sustainable Energy Reviews 52, 1405-1412, 2015 | 151 | 2015 |
| Geopolitical risks and the oil-stock nexus over 1899–2016 N Antonakakis, R Gupta, C Kollias, S Papadamou Finance Research Letters 23, 165-173, 2017 | 150 | 2017 |
| Spillovers between Bitcoin and other assets during bear and bull markets E Bouri, M Das, R Gupta, D Roubaud Applied Economics 50 (55), 5935-5949, 2018 | 148 | 2018 |
| Regime switching model of US crude oil and stock market prices: 1859 to 2013 M Balcilar, R Gupta, SM Miller Energy Economics 49, 317-327, 2015 | 148 | 2015 |
| Geopolitical risks and stock market dynamics of the BRICS M Balcilar, M Bonato, R Demirer, R Gupta Economic Systems 42 (2), 295-306, 2018 | 146 | 2018 |
| Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test M Balcilar, R Gupta, C Pierdzioch Resources Policy 49, 74-80, 2016 | 145 | 2016 |
| Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model C Christou, J Cunado, R Gupta, C Hassapis Journal of Multinational Financial Management 40, 92-102, 2017 | 144 | 2017 |
