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Implied volatility linkages between the U.S. and emerging equity markets : a note

Dutta, Anupam - In: Global finance journal 35 (2018), pp. 138-146

Persistent link: https://www.econbiz.de/10012124805

Modeling and forecasting oil price risk : the role of implied volatility index

Dutta, Anupam - In: Journal of economic studies 44 (2017) 6, pp. 1003-1016

Persistent link: https://www.econbiz.de/10011961008

Oil and energy sector stock markets : an analysis of implied volatility indexes

Dutta, Anupam - In: Journal of multinational financial management 44 (2018), pp. 61-68

Persistent link: https://www.econbiz.de/10012055765

Modelling and forecasting the volatility of the Nordic power market : an application of the GARCH-jump process

Dutta, Anupam - In: Revisiting Electricity Market Reforms : Lessons for …, (pp. 143-158). 2022

Persistent link: https://www.econbiz.de/10013447658

On the relationship between oil and equity markets : evidence from South Asia

Noor, Md Hasib; Dutta, Anupam - In: International journal of managerial finance : IJMF 13 (2017) 3, pp. 287-303

Persistent link: https://www.econbiz.de/10011729093

Impact of oil volatility shocks on global emerging market stock returns

Dutta, Probal; Noor, Md Hasib; Dutta, Anupam - In: International journal of managerial finance : IJMF 13 (2017) 5, pp. 578-591

Persistent link: https://www.econbiz.de/10011799590

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets

Dutta, Anupam; Soytaş, Uǧur; Das, Debojyoti; … - In: Energy economics 114 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013477590

The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach

Das, Debojyoti; Dutta, Anupam; Jana, Rabin K.; Ghosh, … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4299-4323

Persistent link: https://www.econbiz.de/10014429325

Impact of food price volatility on the US restaurant sector

Uddin, Mohammed Gazi Salah; Hernandez, Jose Arreola; … - In: Applied economics 52 (2020) 39, pp. 4250-4262

Persistent link: https://www.econbiz.de/10012259027