Debojyoti Das : Citation Profile


Are you Debojyoti Das?

Indian Institute of Management Bangalore (IIMB)

9

H index

9

i10 index

368

Citations

RESEARCH PRODUCTION:

22

Articles

1

Papers

RESEARCH ACTIVITY:

   3 years (2018 - 2021). See details.
   Cites by year: 122
   Journals where Debojyoti Das has often published
   Relations with other researchers
   Recent citing documents: 192.    Total self citations: 9 (2.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda815
   Updated: 2022-09-24    RAS profile: 2022-03-07    
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Relations with other researchers


Works with:

Tiwari, Aviral (7)

Shahbaz, Muhammad (3)

Roubaud, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Debojyoti Das.

Is cited by:

Corbet, Shaen (9)

Vo, Xuan Vinh (8)

Bouri, Elie (8)

Ferreira, Paulo (6)

Shen, Dehua (6)

Tiwari, Aviral (6)

Rault, Christophe (6)

Sensoy, Ahmet (6)

Demir, Ender (6)

Oxley, Les (4)

lucey, brian (4)

Cites to:

GUPTA, RANGAN (35)

Roubaud, David (22)

Reboredo, Juan (22)

Hammoudeh, Shawkat (22)

Nguyen, Duc Khuong (22)

Ratti, Ronald (20)

Bouri, Elie (20)

Tiwari, Aviral (20)

Baur, Dirk (16)

Mensi, walid (14)

lucey, brian (12)

Main data


Where Debojyoti Das has published?


Journals with more than one article published# docs
Finance Research Letters5
Economics Letters3
Physica A: Statistical Mechanics and its Applications3
Resources Policy2

Recent works citing Debojyoti Das (2022 and 2021)


YearTitle of citing document
2021Impacts of the Covid-19 Pandemic on the Agricultural Prices: New Insights from CWT Granger Causality Test. (2021). Kara, Erkan ; Gok, Remzi. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:5:y:2021:i:si:p:76-96.

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2022How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2021Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

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2021Extending the determinants of currency substitution in Nigeria: Any role for financial innovation?. (2021). Chukwunwike, Onyedikachi David ; Nwonye, Nnenna Georgina ; Onah, Emmanuel ; Ujunwa, Augustine. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:590-607.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

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2021Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000137.

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2021Window effect with Markov-switching GARCH model in cryptocurrency market. (2021). Wu, Chuanzhen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002563.

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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086.

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2021The golden hedge: From global financial crisis to global pandemic. (2021). Tao, Ran. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:170-180.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks. (2021). Jiang, LE ; Zhang, Guangyong ; Fu, Min ; Tian, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000668.

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2021The impact of economic uncertainty and geopolitical risks on bank credit. (2021). Demir, Ender ; Danisman, Gamze Ozturk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000723.

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2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis. (2022). Power, David M ; Ur, Mobeen ; al Rababa, Abdel Razzaq ; Alomari, Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s106294082100187x.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2021Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach. (2021). Tzeremes, Nickolaos ; Stengos, Thanasis ; POLEMIS, MICHAEL. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521000902.

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2021Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

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2021A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets. (2021). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002743.

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2021Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis. (2021). Ma, YU ; Wu, Haifeng ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003819.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2022Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780.

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2022Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach. (2022). Liu, Wenhua ; He, Shaoyi ; Dai, Zhifeng ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001335.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Asymmetric effects of oil shocks on carbon allowance price: Evidence from China. (2021). Wen, Fenghua ; Zhou, Min ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000888.

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2022Are energy metals hedges or safe havens for clean energy stock returns?. (2022). Bouri, Elie ; Dutta, Anupam ; Gustafsson, Robert. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221029571.

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2022The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687.

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2021Stock returns, quantile autocorrelation, and volatility forecasting. (2021). Cai, Yuzhi ; Upreti, Vineet ; Zhao, Yixiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302428.

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2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

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2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Yoon, Seong-Min ; Hernandez, Jose Arroeola ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2021Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. (2021). Vo, Xuan Vinh ; Hung, Ngo Thai. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000739.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021On the intraday return curves of Bitcoin: Predictability and trading opportunities. (2021). Wang, Shixuan ; Bouri, Elie ; Zhao, Yuqian ; Saeed, Tareq ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228.

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2021Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels. (2021). Gao, Xiangyun ; Si, Jingjian ; Ding, Jiazheng ; Zheng, Huiling ; Zhou, Jinsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001253.

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2021Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model. (2021). Lang, Kun ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002404.

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2021Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738.

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2022Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Gözgör, Giray ; Marco, Chi Keung ; Elsayed, Ahmed H. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436.

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2021Does investor sentiment on social media provide robust information for Bitcoin returns predictability?. (2021). Renault, Thomas ; Guegan, Dominique. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319314199.

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2021Exploration of safe havens for Africas stock markets: A test case under COVID-19 crisis. (2021). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316913.

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2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

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2022Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?. (2022). Shen, Dehua ; Goodell, John W ; Jia, Boxiang. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002208.

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2022Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach. (2022). Umeno, Ken ; Kakinaka, Shinji. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003469.

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2022Bitcoin: An inflation hedge but not a safe haven. (2022). Choi, Sangyup ; Shin, Junhyeok. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003810.

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2022Timing differences in the impact of Covid-19 on price volatility between assets. (2022). Kanamura, Takashi. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003998.

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2022Effect of Economic Policy Uncertainty on the investment in numismatic assets: Evidence for the Walking Liberty Half Dollar. (2022). Coca-Perez, Jose Luis ; Alcazar-Blanco, Antonio ; Paule-Vianez, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004062.

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2022Low-volatility strategies for highly liquid cryptocurrencies. (2022). Mostowfi, Mehdi ; Kaya, Orun. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004116.

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2022Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

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2022Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. (2022). Hakim, Arief ; Suprijanto, Djoko ; Syuhada, Khreshna. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004517.

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2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005183.

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2022Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?. (2022). Chen, Xiaodan ; Li, Dongxin ; Wang, Zhuo ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100581x.

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2022Is Bitcoin a hedge? How extreme volatility can destroy the hedge property. (2022). Hossain, Md Zakir ; Hoang, Lai T ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612321005857.

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2022When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns. (2022). Demir, Ender ; Long, Huaigang ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001236.

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2021Tracing the main path of interdisciplinary research considering citation preference: A case from blockchain domain. (2021). Pan, Tianxing ; Yu, Dejian. In: Journal of Informetrics. RePEc:eee:infome:v:15:y:2021:i:2:s1751157721000079.

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2021Influence difference main path analysis: Evidence from DNA and blockchain domain citation networks. (2021). Sheng, Libo ; Yu, Dejian. In: Journal of Informetrics. RePEc:eee:infome:v:15:y:2021:i:4:s1751157721000572.

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2021Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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2021Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475.

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2021Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?. (2021). Corbet, Shaen ; Larkin, Charles ; Meegan, Andrew ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301645.

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2021Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Wu, Lanxin ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000433.

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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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2021Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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2021A wavelet approach for causal relationship between bitcoin and conventional asset classes. (2021). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309995.

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2021Coal basin in Upper Silesia and energy transition in Poland in the context of pandemic: The socio-political diversity of preferences in energy and environmental policy. (2021). Pluciski, Przemysaw ; Uk, Pawe. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000040.

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2021The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach. (2021). Shahbaz, Muhammad ; Mishra, Shekhar ; Sharif, Arshian ; Razzaq, Asif ; Aman, Ameenullah ; He, Xiaojuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000386.

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2021Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000714.

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2021The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Kouki, Saoussen ; Atri, Hanen ; Gallali, Mohamed Imen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000787.

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2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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2021Coping with a dual shock: The economic effects of COVID-19 and oil price crises on African economies. (2021). Ndungu, Njuguna ; Azomahou, Theophile T ; Ouedraogo, Mahamady. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001070.

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2021Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Kayani, Ghulam Mujtaba ; Farid, Saqib ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100115x.

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2021How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001355.

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2021Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707.

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2021Estimating the relative effects of raw material prices, sectoral outlook and market sentiment on stock prices. (2021). Rubio, Noelia Garcia ; Martinez, Matias Gamez ; Alfaro-Cortes, Esteban ; Chaudhuri, Tamal Datta ; Ghosh, Indranil. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001720.

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2021Is gold favourable than bitcoin during the COVID-19 outbreak? Comparative analysis through wavelet approach. (2021). Bilgili, Faik ; Kuskaya, Sevda ; Kocak, Emrah ; Zaman, Umer ; Shehzad, Khurram. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100177x.

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2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Teplova, Tamara ; Gubareva, Mariya ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

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2021Evaluation of econometric models of secondary refined copper supply. (2021). Lagos, Gustavo ; Jara, Jose Joaquin ; Guzman, Juan Ignacio ; Rivera, Nilza. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001847.

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2021Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

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2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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2021Symmetric and asymmetric impact of economic policy uncertainty on food prices in China: A new evidence. (2021). Zakaria, Muhammad ; Mahmood, Hamid ; Khalid, Samia ; Wen, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002580.

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2021Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Ramos, Ana Rosa ; Lopez, Raquel ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920.

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2021Has the long-run relationship between gold and silver prices really disappeared? Evidence from an emerging market. (2021). Sami, Janesh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003032.

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2021Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach. (2021). Saidat, Zaid ; Matar, Ali ; Mensi, Walid ; Alomari, Mohammad ; al Rababa, Abdel Razzaq. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003214.

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2021The safe-haven property of precious metal commodities in the COVID-19 era. (2021). Vasbieva, Dinara G ; Mefteh-Wali, Salma ; Lahiani, Amine. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003494.

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2021Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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2021Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis. (2021). Mensi, Walid ; Sultan, Jahangir ; Nekhili, Ramzi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004281.

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2022GAS and GARCH based value-at-risk modeling of precious metals. (2022). Tiwari, Aviral ; Owusu Junior, Peterson ; Asafo-Adjei, Emmanuel ; Tweneboah, George. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004645.

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More than 100 citations found, this list is not complete...

Works by Debojyoti Das:


YearTitleTypeCited
2020Role of presidential uncertainties on the hotel industry In: Annals of Tourism Research.
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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? In: The North American Journal of Economics and Finance.
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2018Informational efficiency of Bitcoin—An extension In: Economics Letters.
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2018Informational efficiency of Bitcoin—An extension.(2018) In: Post-Print.
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2018International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach In: Economics Letters.
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2020Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue? In: Economics Letters.
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article10
2018Output and stock prices: New evidence from the robust wavelet approach In: Finance Research Letters.
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article1
2018On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach In: Finance Research Letters.
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article19
2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach In: Finance Research Letters.
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article9
2020Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach In: Finance Research Letters.
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2020Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar In: Finance Research Letters.
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article17
2018Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
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article20
2020COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin In: Resources Policy.
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article50
2018A wavelet analysis of co-movements in Asian gold markets In: Physica A: Statistical Mechanics and its Applications.
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article7
2018A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets In: Physica A: Statistical Mechanics and its Applications.
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article9
2020Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis In: Physica A: Statistical Mechanics and its Applications.
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2020The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach In: International Review of Economics & Finance.
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2021Determinants of electronic waste generation in Bitcoin network: Evidence from the machine learning approach In: Technological Forecasting and Social Change.
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2019Emerging stock market co-movements in South Asia: wavelet approach In: International Journal of Managerial Finance.
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2021A differential evolution-based regression framework for forecasting Bitcoin price In: Annals of Operations Research.
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2018Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis In: Applied Economics Letters.
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article4
2018Bilateral intra-industry trade flows and intellectual property rights protections: further evidence from the United Kingdom In: The Journal of International Trade & Economic Development.
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2019Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
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