Debojyoti Das

Economics and Econometrics · 2018–2020

A researcher in the Science corpus: 8 papers; trusts 12 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 133 citations into it; #23,467 of 23,481 by trust here, #4,930 by citations
• Finance — 46 citations into it
• Information Systems — 30 citations into it; #8,768 of 8,771 by trust here, #2,604 by citations
• Renewable Energy, Sustainability and the Environment — 22 citations into it

Whom Debojyoti Das trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Ender Demir
3. Juan Carlos Reboredo
4. Elie Bouri
5. Anupam Dutta
6. Valentina Colombo
7. Wensheng Kang
8. M. Balcılar
9. Rangan Gupta
10. Scott R. Baker

Who trusts Debojyoti Das overall

1. M. Kannadhasan
2. Chien‐Chiang Lee

Papers from Debojyoti Das's perspective

Ordered by how strongly the researchers Debojyoti Das trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dynamic Conditional Correlation
2. Is gold a safe haven or a hedge for the US dollar? Implications for risk management
3. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
4. Measuring Economic Policy Uncertainty
5. On the dynamic dependence and investment performance of crude oil and clean energy stocks
6. Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index
7. Generalized autoregressive conditional heteroskedasticity
8. Political Uncertainty and Risk Premia
9. Hedging capabilities of bitcoin. Is it the virtual gold
10. Oil prices, US stock return, and the dependence between their quantiles

Their papers

• Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019) — 237 citations
• Informational efficiency of Bitcoin—An extension (2018) — 343 citations
• COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin (2020) — 272 citations
• Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2020) — 217 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
• International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach (2018) — 110 citations