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Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications

Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: Energy economics 102 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013162436

Oil Price and the Automobile Industry : Dynamic Connectedness and Portfolio Implications with Downside Risk

Prachi, Jain; Maitra, Debasish; Kang, Sang Hoon - 2022

The paper examines the interactions of downside risks between crude oil and the automobile sector through the employment of Diebold and Yilmaz (2012) and Diebold and Yılmaz (2014) framework in a static and time-varying perspective. The network connectedness is found to intensify during the...

Persistent link: https://www.econbiz.de/10013302035

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444

Liner shipping industry and oil price volatility : dynamic connectedness and portfolio diversification

Maitra, Debasish; Chandra, Saurabh; Dash, Saumya Ranjan - In: Transportation research / E : an international journal 138 (2020), pp. 1-33

Persistent link: https://www.econbiz.de/10012294944

Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications

Guhathakurta, Kousik; Dash, Saumya Ranjan; Maitra, Debasish - In: Energy economics 85 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012510102

Do oil and gas prices influence economic policy uncertainty differently : multi-country evidence using time-frequency approach

Dash, Saumya Ranjan; Maitra, Debasish - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 397-420

Persistent link: https://www.econbiz.de/10012656436

Uncertainty Connectedness between Oil and Commodities

Prachi, Jain; Maitra, Debasish; Kang, Sanghoon - 2022

The study examines the uncertainty connectedness between oil and a bouquet of commodities. We construct a news-based index that measures commodity-specific uncertainty at a weekly frequency from January 2000 to May 2021. We examine the uncertainty network between oil and commodities using the...

Persistent link: https://www.econbiz.de/10013289172

Oil price and the automobile industry : dynamic connectedness and portfolio implications with downside risk

Jain, Prachi; Maitra, Debasish; Kang, Sang Hoon - In: Energy economics 119 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014285014

Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework

Das, Debojyoti; Maitra, Debasish; Dutta, Anupam; Basu, … - In: Energy economics 115 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013541818