EViews.com

Is there a way to save an image file in an UPPER CASE name?

The follow command yields upper.png, rather than UPPER.PNG:
my_graph_obj.save(t=png) UPPER.PNG

I use Eviews 11 on Windows OS.

Unfortunately it cannot be done in EViews 11. A future version of EViews 12 will however have it fixed.