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Do volume and open interest explain volatility? : an inquiry into the Indian commodity markets

Maitra, Debasish - In: Journal of financial economic policy 6 (2014) 3, pp. 226-243

Persistent link: https://www.econbiz.de/10010490589

Price discovery and risk management in asset class : a bibliometric analysis and research agenda

Gairola, Gaurav; Dey, Kushankur - In: Applied economics letters 30 (2023) 17, pp. 2320-2331

Persistent link: https://www.econbiz.de/10014365766

Quantile dependencies and connectedness between stock and precious metals markets

Jain, Prachi; Maitra, Debasish; McIver, Ron; Kang, Sang Hoon - In: Journal of commodity markets 30 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014426833

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

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

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Vo Xuan Vinh; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916

Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India

Maitra, Debasish; Dawar, Varun - In: Global business review 20 (2019) 1, pp. 214-237

Persistent link: https://www.econbiz.de/10011984156

Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

Kang, Sang Hoon; Maitra, Debasish; Dash, Saumya Ranjan; … - In: Pacific-Basin finance journal 58 (2019), pp. 1-32

Persistent link: https://www.econbiz.de/10012231049