12
H index
14
i10 index
633
Citations
Indian Institute of Management Bangalore (IIMB) | 12 H index 14 i10 index 633 Citations RESEARCH PRODUCTION: 22 Articles 1 Papers RESEARCH ACTIVITY: 3 years (2018 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pda815 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Debojyoti Das. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Finance Research Letters | 5 |
Physica A: Statistical Mechanics and its Applications | 3 |
Economics Letters | 3 |
Resources Policy | 2 |
Year | Title of citing document | |
---|---|---|
2023 | Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400. Full description at Econpapers || Download paper | |
2023 | Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118. Full description at Econpapers || Download paper | |
2023 | Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10. Full description at Econpapers || Download paper | |
2023 | A review of research into drivers of firm value through event studies in tourism and hospitality: Launching the Annals of Tourism Research curated collection on drivers of firm value through event stu. (2022). Sharma, Abhinav ; Nicolau, Juan Luis. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000810. Full description at Econpapers || Download paper | |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper | |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper | |
2023 | Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814. Full description at Econpapers || Download paper | |
2023 | Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2023 | The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x. Full description at Econpapers || Download paper | |
2023 | Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887. Full description at Econpapers || Download paper | |
2023 | Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920. Full description at Econpapers || Download paper | |
2023 | The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220. Full description at Econpapers || Download paper | |
2023 | A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286. Full description at Econpapers || Download paper | |
2023 | Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777. Full description at Econpapers || Download paper | |
2023 | The roles of hydro, nuclear and biomass energy towards carbon neutrality target in China: A policy-based analysis. (2023). Shah, Muhammad Ibrahim ; Raza, Syed ; Adebayo, Tomiwa ; Yi, Sun ; Wang, Chen. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222021879. Full description at Econpapers || Download paper | |
2023 | Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741. Full description at Econpapers || Download paper | |
2023 | A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns. (2023). Huang, Dengshi ; Bouri, Elie ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001722. Full description at Econpapers || Download paper | |
2023 | Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002089. Full description at Econpapers || Download paper | |
2023 | Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168. Full description at Econpapers || Download paper | |
2023 | Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727. Full description at Econpapers || Download paper | |
2023 | On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752. Full description at Econpapers || Download paper | |
2023 | Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745. Full description at Econpapers || Download paper | |
2023 | Do travel uncertainty and invasion rhetoric spur Metaverse financial asset? – Gauging the role of media influence. (2023). Garcia, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006110. Full description at Econpapers || Download paper | |
2023 | COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218. Full description at Econpapers || Download paper | |
2023 | Fintech market efficiency: A multifractal detrended fluctuation analysis. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484. Full description at Econpapers || Download paper | |
2023 | Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551. Full description at Econpapers || Download paper | |
2023 | Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358. Full description at Econpapers || Download paper | |
2023 | Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk and crowdfunding performance. (2023). Sewaid, Ahmed ; Davis, Justin G ; Cumming, Douglas J ; Alsagr, Naif. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000343. Full description at Econpapers || Download paper | |
2023 | The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645. Full description at Econpapers || Download paper | |
2023 | Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761. Full description at Econpapers || Download paper | |
2023 | A novel three-stage hybrid learning paradigm based on a multi-decomposition strategy, optimized relevance vector machine, and error correction for multi-step forecasting of precious metal prices. (2023). Xu, Zhongtian ; Zhou, Jian Guo. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005918. Full description at Econpapers || Download paper | |
2023 | Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407. Full description at Econpapers || Download paper | |
2023 | Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420. Full description at Econpapers || Download paper | |
2023 | Does happy Twitter forecast gold price?. (2023). Swamy, Vighneswara ; Lagesh, M A. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000077. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000806. Full description at Econpapers || Download paper | |
2023 | The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China. (2023). Wang, Wendi ; Du, Yuqiu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001484. Full description at Econpapers || Download paper | |
2023 | Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x. Full description at Econpapers || Download paper | |
2023 | Natural resources extractions and carbon neutrality: The role of geopolitical risk. (2023). Strielkowski, Wadim ; Gapich, Alexander ; Niu, Yanfang ; Wang, Wen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300288x. Full description at Econpapers || Download paper | |
2023 | Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270. Full description at Econpapers || Download paper | |
2023 | Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020. Full description at Econpapers || Download paper | |
2023 | Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war. (2023). Tiwari, Aviral Kumar ; Waheed, Rida ; Sarwar, Suleman ; Aziz, Ghazala ; Lei, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003562. Full description at Econpapers || Download paper | |
2023 | Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x. Full description at Econpapers || Download paper | |
2023 | How do economic policy uncertainty, geopolitical risk, and natural resources rents affect economic complexity? Evidence from advanced and emerging market economies. (2023). To, Trung Thanh ; Chu, Lan Khanh ; Hoang, Dung Phuong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005676. Full description at Econpapers || Download paper | |
2023 | Is the impact of oil shocks more pronounced during extreme market conditions?. (2023). Kang, Sang Hoon ; Ghardallou, Wafa ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006104. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model. (2023). Tarchella, Salma ; Kaabia, Olfa ; Dhaoui, Abderrazak ; Abid, Ilyes. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006360. Full description at Econpapers || Download paper | |
2023 | Energy transition, natural resource consumption and environmental degradation: The role of geopolitical risk in sustainable development. (2023). Shahbaz, Muhammad ; Wang, Jianming ; Malik, Muhammad Nasir ; Bashir, Muhammad Farhan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006967. Full description at Econpapers || Download paper | |
2023 | Natural resources and green economic recovery in responsible investments: Role of ESG in context of Islamic sustainable investments. (2023). Huang, Lingyu ; Zou, Fei ; Tiwari, Sunil ; Delnavaz, Mohammad ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009066. Full description at Econpapers || Download paper | |
2023 | Financial stress and returns predictability: Fresh evidence from China. (2023). Wang, Jianqiong ; Liang, Chao ; Xu, Yongan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300046x. Full description at Econpapers || Download paper | |
2023 | News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76. Full description at Econpapers || Download paper | |
2023 | Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625. Full description at Econpapers || Download paper | |
2023 | Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective. (2023). Shahzad, Umer ; Cifuentes-Faura, Javier ; Si, Kamel ; Lorente, Daniel Balsalobre. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:94-105. Full description at Econpapers || Download paper | |
2023 | Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis. (2023). Ahad, Muhammad ; Imran, Zulfiqar Ali. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:408-423. Full description at Econpapers || Download paper | |
2023 | Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195. Full description at Econpapers || Download paper | |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. Full description at Econpapers || Download paper | |
2023 | Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575. Full description at Econpapers || Download paper | |
2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper | |
2023 | Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173. Full description at Econpapers || Download paper | |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper | |
2023 | How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227. Full description at Econpapers || Download paper | |
2023 | New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392. Full description at Econpapers || Download paper | |
2023 | What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; Bouzgarrou, Houssam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028. Full description at Econpapers || Download paper | |
2023 | Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks. (2023). Hitz, Lukas ; Burghof, Hans-Peter ; Burghartz, Kaspar ; Bales, Stephan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000533. Full description at Econpapers || Download paper | |
2023 | Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000703. Full description at Econpapers || Download paper | |
2023 | Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831. Full description at Econpapers || Download paper | |
2023 | A comparative analysis of cryptocurrency returns and economic policy uncertainty pre- and post-Covid-19. (2023). Fanghua, Tong ; Ullah, Irfan ; Shahzad, Fakhar ; Umar, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000910. Full description at Econpapers || Download paper | |
2023 | A framework for maintaining sustainable energy use in Bitcoin mining through switching efficient mining hardware. (2023). Olcay, Goken Arkali ; Yazici, Ali Firat. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523000914. Full description at Econpapers || Download paper | |
2023 | Closed-End Fund Discounts and Economic Policy Uncertainty. (2023). Durmaz, Nazif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:200-:d:1097235. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks. (2023). Yoon, Seong-Min ; Mensi, Walid ; Jiang, Zhuhua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2193-:d:1045871. Full description at Econpapers || Download paper | |
2023 | Novel COVID-19 Outbreak and Global Uncertainty in the Top-10 Affected Countries: Evidence from Wavelet Coherence Approach. (2023). Alhashim, Mohammed ; Abbas, Ghulam ; Khan, Shabeer ; Rehman, Mohd Ziaur. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5556-:d:1103833. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis. (2023). Adeyemi, Francis Olayinka ; Adedokun, Adeniyi Jimmy ; Falayi, Olabusuyi Rufus ; Kumeka, Terver Theophilus. In: International Journal of Sustainable Economy. RePEc:ids:ijsuse:v:15:y:2023:i:2:p:135-166. Full description at Econpapers || Download paper | |
2023 | The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5. Full description at Econpapers || Download paper | |
2023 | Impact of India’s Demonetization Episode on its Equity Markets. (2023). Dhalmahapatra, Krantiraditya ; Sutar, Goutam ; Chakraborty, Sayan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-022-09392-6. Full description at Econpapers || Download paper | |
2023 | Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8. Full description at Econpapers || Download paper | |
2023 | Extracting Rules via Markov Chains for Cryptocurrencies Returns Forecasting. (2023). , Tiago ; Alves, Silvio Fernando ; Jale, Jader Silva ; Dos, Fabio Sandro ; Felix, Kerolly Kedma. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10237-7. Full description at Econpapers || Download paper | |
2023 | Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains. (2023). Cao, Yan ; Jiang, Qisheng ; Liu, Wei ; Cheng, Sheng. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10254-6. Full description at Econpapers || Download paper | |
2023 | The arbitrage strategy in the crude oil futures market of shanghai international energy exchange. (2023). Chang, Chun-Ping ; Ma, Chao ; Niu, Jing. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09468-3. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches. (2023). Kartal, Mustafa ; Ayhan, Fatih ; Kevser, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09484-x. Full description at Econpapers || Download paper | |
2023 | Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9. Full description at Econpapers || Download paper | |
2023 | Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. (2023). Skjold, Christian ; Westgaard, Sjur ; Osmundsen, Petter ; Frydenberg, Stein ; Mohanty, Sunil K. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01107-2. Full description at Econpapers || Download paper | |
2023 | Wavelet Analysis of CO2 Emissions’ Co-movement: An Investigation of Lead–lag Effect among Emerging Asian Economies. (2023). Qazi, Tehmina Fiaz ; Basit, Abdul ; Khan, Abdul Aziz ; Shaukat, Muhammad Zeeshan ; Aziz, Maryam. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:3:p:36-51. Full description at Econpapers || Download paper | |
2023 | Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Gherghina, Stefan Cristian ; Armeanu, Daniel Stefan. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1433-1470. Full description at Econpapers || Download paper | |
2023 | Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic. (2023). Liu, Yuntong ; Zhang, Yifeng ; Wei, YU ; Wang, Qian. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:391-432. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test. (2023). Ozdemir, Ozgur ; Dogru, Tarik ; Cepni, Oguzhan. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:906-928. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2020 | Role of presidential uncertainties on the hotel industry In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 2 |
2019 | Do 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. [Full Text][Citation analysis] | article | 63 |
2018 | Informational efficiency of Bitcoin—An extension In: Economics Letters. [Full Text][Citation analysis] | article | 147 |
2018 | Informational efficiency of Bitcoin—An extension.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2018 | International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach In: Economics Letters. [Full Text][Citation analysis] | article | 51 |
2020 | Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue? In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
2018 | Output and stock prices: New evidence from the robust wavelet approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2018 | On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 40 |
2018 | The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2020 | Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 43 |
2020 | Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar In: Finance Research Letters. [Full Text][Citation analysis] | article | 37 |
2018 | Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy. [Full Text][Citation analysis] | article | 32 |
2020 | COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin In: Resources Policy. [Full Text][Citation analysis] | article | 97 |
2018 | A wavelet analysis of co-movements in Asian gold markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
2018 | A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2020 | Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
2020 | The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 28 |
2021 | Determinants of electronic waste generation in Bitcoin network: Evidence from the machine learning approach In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 1 |
2019 | Emerging stock market co-movements in South Asia: wavelet approach In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 2 |
2021 | A differential evolution-based regression framework for forecasting Bitcoin price In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
2018 | Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
2018 | Bilateral intra-industry trade flows and intellectual property rights protections: further evidence from the United Kingdom In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 1 |
2019 | Has 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). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team