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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

Commodity price crash risk and crash risk contagion

Jain, Prachi; Maitra, Debasish - 2025

Persistent link: https://www.econbiz.de/10015376642

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

Risk implications of dependence in the commodities : a copula-based analysis

Jain, Prachi; Maitra, Debasish - In: Global finance journal 57 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014479135

Is there commodity connectedness across investment horizons? : evidence using news-based uncertainty indices

Jain, Prachi; Maitra, Debasish - In: Economics letters 225 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014308431