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The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements

Dash, Saumya Ranjan; Maitra, Debasish - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013534037

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

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

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

Are shocks in the stock markets driven by commodity markets? : evidence from Russia-Ukraine war

Biswas, Priti; Jain, Prachi; Maitra, Debasish - In: Journal of commodity markets : JCM 34 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014548208