8
H index
7
i10 index
277
Citations
ICFAI University | 8 H index 7 i10 index 277 Citations RESEARCH PRODUCTION: 23 Articles 2 Papers RESEARCH ACTIVITY: 9 years (2010 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pku627 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Satish Kumar. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Resources Policy | 3 |
Research in International Business and Finance | 2 |
International Journal of Managerial Finance | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Emerging Markets Review | 2 |
Applied Economics | 2 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper |
2023 | Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100. Full description at Econpapers || Download paper |
2023 | Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis. (2023). Guliyeva, Shafa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-59. Full description at Econpapers || Download paper |
2023 | Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-22. Full description at Econpapers || Download paper |
2023 | Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54. Full description at Econpapers || Download paper |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. 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 | Sequential Bayesian analysis for semiparametric stochastic volatility model with applications. (2023). Lou, Zhusheng ; Wang, Nianling. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000998. Full description at Econpapers || Download paper |
2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper |
2023 | Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212. Full description at Econpapers || Download paper |
2023 | Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper |
2023 | Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). Todorova, Neda ; Nekhili, Ramzi ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003689. Full description at Econpapers || Download paper |
2023 | Net buying pressure and the information in bitcoin option trades. (2023). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544. Full description at Econpapers || Download paper |
2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. Full description at Econpapers || Download paper |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. Full description at Econpapers || Download paper |
2023 | Does Indian economy asymmetrically respond to oil price shocks?. (2023). Ramachandran, M ; Deheri, Abdhut. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000117. Full description at Econpapers || Download paper |
2023 | Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855. Full description at Econpapers || Download paper |
2023 | Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381. Full description at Econpapers || Download paper |
2023 | Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Longsheng, Cheng ; Qureshi, Fiza ; Hkiri, Besma. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952. Full description at Econpapers || Download paper |
2023 | Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis. (2023). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000357. Full description at Econpapers || Download paper |
2023 | Founder ownership and value relevance of IFRS convergence: Role of institutional investors. (2023). Thenmozhi, M ; Shruti, R. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000550. Full description at Econpapers || Download paper |
2023 | Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. (2023). ben Jabeur, Sami ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Khalfaoui, Rabeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:63-80. Full description at Econpapers || Download paper |
2023 | Quantile connectedness between Chinese stock and commodity futures markets. (2023). Kang, Sang Hoon ; Ahmad, Nasir ; Ko, Hee-Un ; Vo, Xuan Vinh ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001969. Full description at Econpapers || Download paper |
2023 | COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089. Full description at Econpapers || Download paper |
2023 | Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Market Reaction to Corporate Releases and News Articles: Evidence from Thailand’s Stock Market. (2023). Arnat, Leemakdej ; Supawat, Likittanawong. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:3:p:111-:d:1234454. Full description at Econpapers || Download paper |
2023 | Stock returns seasonality in emerging asian markets. (2023). Jha, Mithilesh Kumar ; Aggarwal, Khushboo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09370-y. Full description at Econpapers || Download paper |
2023 | Is the research agenda for calendar anomalies “much do about nothing”?. (2023). Gosselin, Gabriel ; Sproule, Robert. In: MPRA Paper. RePEc:pra:mprapa:117001. Full description at Econpapers || Download paper |
2023 | The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons. (2023). Bonga-Bonga, Lumengo ; Tshikalange, Mulanga. In: MPRA Paper. RePEc:pra:mprapa:118401. Full description at Econpapers || Download paper |
2023 | Moderating effect of vertical integration on the relationship between sustainability and performance: evidence from oil and gas energy sector. (2023). Nosheen, Safia ; Saeed, Asif ; Zahoor, Muhammad Khurram ; Ali, Muhammad Kashif. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00236-x. Full description at Econpapers || Download paper |
2023 | Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57. Full description at Econpapers || Download paper |
2023 | Investment opportunities in the energy market: What can be learnt from different energy sectors. (2023). Uddin, Gazi ; Sahamkhadam, Maziar ; Tang, OU ; Yahya, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3611-3636. Full description at Econpapers || Download paper |
2023 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
2023 | Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791. Full description at Econpapers || Download paper |
2023 | Apply big data analytics for forecasting the prices of precious metals futures to construct a hedging strategy for industrial material procurement. (2023). Wu, Chienchang ; Chiu, Kueichen ; Li, Shengtun. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:942-959. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach In: Working Papers of the African Governance and Development Institute.. [Full Text][Citation analysis] | paper | 8 |
2019 | Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2017 | A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES In: Studies in Business and Economics. [Full Text][Citation analysis] | article | 2 |
2018 | An Empirical Examination of Risk Premiums in the Indian Currency Futures Market In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 2 |
2010 | Relationship between future currency exchange rate and current currency futures prices In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2016 | Evidence of information transmission across currency futures markets using frequency domain tests In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2015 | Price manipulation, front running and bulk trades: Evidence from India In: Emerging Markets Review. [Full Text][Citation analysis] | article | 11 |
2017 | Does founder ownership affect foreign investments? Evidence from India In: Emerging Markets Review. [Full Text][Citation analysis] | article | 3 |
2019 | Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
2014 | Unbiasedness and risk premiums in the Indian currency futures market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2019 | Does risk premium help uncover the uncovered interest parity failure? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2016 | Revisiting calendar anomalies: Three decades of multicurrency evidence In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 7 |
2017 | On the nonlinear relation between crude oil and gold In: Resources Policy. [Full Text][Citation analysis] | article | 51 |
2019 | Correlations and volatility spillovers between oil, natural gas, and stock prices in India In: Resources Policy. [Full Text][Citation analysis] | article | 31 |
2019 | Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market In: Resources Policy. [Full Text][Citation analysis] | article | 41 |
2019 | Asymmetric impact of oil prices on exchange rate and stock prices In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 45 |
2018 | Do bank-appointed directors affect corporate cash holding? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
2017 | New evidence on stock market reaction to dividend announcements in India In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Price discovery in emerging currency markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Revisiting the price-volume relationship: a cross-currency evidence In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 2 |
2015 | Turn-of-month effect in the Indian currency market In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 5 |
2017 | What determines the gold inflation relation in the long-run? In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2012 | Some Coding Theorems for Nonadditive Generalized Mean-Value Entropies In: International Journal of Mathematics and Mathematical Sciences. [Full Text][Citation analysis] | article | 1 |
2017 | Are exchange rates interdependent? Evidence using wavelet analysis In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2019 | Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models In: Applied Economics. [Full Text][Citation analysis] | article | 14 |
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