Sanjay Ramchander
Economics and Econometrics · 2011–2017
A researcher in the Science corpus: 4 papers; trusts 15 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 42 citations into it; #17,993 of 23,481 by trust here, #13,168 by citations
- Finance — 18 citations into it
- Renewable Energy, Sustainability and the Environment — 12 citations into it
- Statistics and Probability — 5 citations into it
Whom Sanjay Ramchander trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- Christiane Baumeister
- Robert Tibshirani
- Sunil Rao
- S. Radchenko
- Les Coleman
- Ole E. Barndorff-Nielsen
- P. R. Hansen
- James D. Hamilton
- Ron Alquist
Who trusts Sanjay Ramchander overall
Papers from Sanjay Ramchander's perspective
Ordered by how strongly the researchers Sanjay Ramchander trusts endorse each paper. Same corpus, a different order for every researcher.
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- What Do We Learn from the Price of Crude Oil Futures
- Real-Time Forecasts of the Real Price of Oil
- Realized Variance and Market Microstructure Noise
- The Effect of Monetary Policy on Real Commodity Prices
- Power and bipower variation with stochastic volatility and jumps
- Regression Shrinkage and Selection via the Lasso
- Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
- © Institute of Mathematical Statistics, 2004 LEAST ANGLE REGRESSION
- Forecasting the Price of Oil
Their papers
- Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper (2011) — 78 citations
- Impact of macroeconomic news on metal futures (2012) — 175 citations
- Influential factors in crude oil price forecasting (2017) — 172 citations
- The informational relevance of corporate social responsibility: evidence from DS400 index reconstitutions (2012) — 230 citations