Anupam Dutta
Economics and Econometrics · 2017–2021
A researcher in the Science corpus: 10 papers; trusts 27 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 184 citations into it; #7,378 of 23,481 by trust here, #5,522 by citations
- Finance — 66 citations into it
- Renewable Energy, Sustainability and the Environment — 57 citations into it; #1,003 of 5,212 by trust here, #2,489 by citations
- General Energy — 7 citations into it
- Electrical and Electronic Engineering — 6 citations into it
Whom Anupam Dutta trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Perry Sadorsky
- Robert F. Engle
- Juan Carlos Reboredo
- Wasim Ahmad
- Elie Bouri
- Mohamed Arouri
- Qiang Ji
- Ender Demir
- Daniel B. Nelson
- Shunsuke Managi
Who trusts Anupam Dutta overall
- Rabin K. Jana
- Perry Sadorsky
- Debojyoti Das
- Jihong Xiao
- Elie Bouri
- Baris Kocaarslan
- Qiang Ji
- B. Elie
- Weida Kuang
- Tareq Saeed
Papers from Anupam Dutta's perspective
Ordered by how strongly the researchers Anupam Dutta trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Generalized autoregressive conditional heteroskedasticity
- Regression Quantiles
- Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies
- Risk factors in stock returns of Canadian oil and gas companies
- New evidence on oil price and firm returns
- Is gold a safe haven or a hedge for the US dollar? Implications for risk management
- Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
- Striking Oil: Another Puzzle
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
Their papers
- Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017) — 267 citations
- Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression (2021) — 238 citations
- COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin (2020) — 272 citations
- Do green investments react to oil price shocks? Implications for sustainable development (2020) — 184 citations
- Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar (2020) — 152 citations
- Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country (2019) — 160 citations
- Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019) — 213 citations
- Return and volatility linkages between CO2 emission and clean energy stock prices (2018) — 187 citations
- Modeling and forecasting the volatility of carbon emission market: The role of outliers, time-varying jumps and oil price risk (2018) — 151 citations
- Impact of oil price uncertainty on Middle East and African stock markets (2017) — 116 citations