SoleCRIS / Expert - Dutta Anupam

Das, Debojyoti; Dutta, Anupam; Jana, Rabin K.; Ghosh, Indranil. (2022). The asymmetric impact of oil price uncertainty on emerging market financial stress : A quantile regression approach. [Epub ahead of print 06 June 2022], 1-25. [Päätekijä]

Dutta, Anupam; Nikkinen, Jussi; Rothovius, Timo. (2022). Risk spillover between Islamic and conventional banking sectors, 46-61. [Päätekijä]

Dutta, Anupam; Bouri, Elie. (2022). Outliers and Time-Varying Jumps in the Cryptocurrency Markets. 15. [Päätekijä]

Dutta, Anupam. (2022). Modelling and Forecasting the Volatility of the Nordic Power Market : An Application of the GARCH-Jump Process, 143–158. [Päätekijä]

Dutta, Anupam; Soytas, Ugur; Das, Debojyoti; Bhattacharyya, Asit. (2022). In search of time-varying jumps during the turmoil periods : Evidence from crude oil futures markets. 114. [Päätekijä]

Dutta, Anupam; Dutta, Probal. (2022). Geopolitical risk and renewable energy asset prices : Implications for sustainable development. 196, 518-525. [Päätekijä]

Dutta, Anupam; Das, Debojyoti. (2022). Forecasting realized volatility : New evidence from time-varying jumps in VIX. 42, 1-25. [Päätekijä]

Das, Debojyoti; Maitra, Debasish; Dutta, Anupam; Basu, Sankarshan. (2022). Financial stress and crude oil implied volatility : New evidence from continuous wavelet transformation framework. 115. [Päätekijä]

Yahya, Muhammad; Dutta, Anupam; Bouri, Elie; Wadström, Christoffer; Uddin, Gazi Salah. (2022). Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil. 197, 594-605. [Päätekijä]

Rahman, Md Lutfur; Shahzad, Syed Jawad Hussain; Uddin, Gazi Salah; Dutta, Anupam. (2022). Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas. 43, 215-239. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Rothovius, Timo; Salah Uddin, Gazi. (2022). Climate risk and green investments: New evidence. 2023:265. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Saeed, Tareq. (2021). News-based Equity Market Uncertainty and Crude Oil Volatility. 222. [Päätekijä]

Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Dutta, Anupam. (2021). Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks : Evidence From the Cryptocurrency Market. 11. [Päätekijä]

Uddin, Gazi Salah; Hernandez, Jose Areola; Wadström, Christoffer; Dutta, Anupam; Ahmeda, Ali. (2021). Do uncertainties affect biofuel prices?. 148. [Päätekijä]

Jana, Rabin K.; Ghosh, Indranil; Das, Debojyoti; Dutta, Anupam. (2021). Determinants of electronic waste generation in Bitcoin network : Evidence from the machine learning approach. 173. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Saeed, Tareq; Vo, Xuan Vinh. (2021). Crude oil volatility and the biodiesel feedstock market in Malaysia during the 2014 oil price decline and the COVID-19 outbreak. 292. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Dutta, Probal; Saeed, Tareq. (2021). Commodity market risks and green investments: Evidence from India. 318. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Noor, Md Hasib. (2021). Climate bond, stock, gold, and oil markets : Dynamic correlations and hedging analyses during the COVID-19 outbreak. 74. [Päätekijä]

Yahya, Muhammad; Kanjilal, Kakali; Dutta, Anupam; Uddin, Gazi Salah; Ghosh, Sajal. (2021). Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. 95. [Päätekijä]

Gustafsson, Robert; Dutta, Anupam; Bouri, Elie. (2021). Are energy metals hedges or safe havens for clean energy stock returns?. 2022: 244. [Päätekijä]

Ahmad, Wasim; Prakash, Ravi; Uddin, Gazi Salah; Chahal, Rishman Jot Kaur; Rahman, Md Lutfur; Dutta, Anupam. (2020). On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. 91. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Roubaud, David. (2020). Modelling the volatility of crude oil returns: Jumps and volatility forecasts. Online 22 July, 1-9. [Päätekijä]

Dutta, Anupam; Rothovius, Timo; Nikkinen, Jussi. (2020). Investigating the Association between Oil VIX and Equity VIX: Evidence from China, 25-46. [Päätekijä]

Uddin, Gazi Salah; Hernandez, Jose Arreola; Dutta, Anupam; Kang, Sang Hoon; Yoon, Seong-Min. (2020). Impact of food price volatility on the US restaurant sector. 52, 4250-4262. [Päätekijä]

Dutta, Probal; Dutta, Anupam. (2020). Impact of external assurance on corporate climate change disclosures: new evidence from Finland. [Epub ahead of print 15 December 2020]. [Tekijä]

Dutta, Anupam; Bouri, Elie; Saeed, Tareq; Vo, Xuan Vinh. (2020). Impact of energy sector volatility on clean energy assets. 212, 1-11. [Päätekijä]

Jalkh, Naji; Bouri, Elie; Vo, Xuan Vinh; Dutta, Anupam. (2020). Hedging the risk of travel and leisure stocks: The role of crude oil. Online May 6, 1-20. [Päätekijä]

Bouri, Elie; Dutta, Anupam; Saeed, Tareq. (2020). Forecasting ethanol price volatility under structural breaks. Online 06 October, 1-7. [Päätekijä]

Yahya, Muhammad; Ghosh, Sajal; Kanjilal, Kakali; Dutta, Anupam; Uddin, Gazi Salah. (2020). Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. 202. [Päätekijä]

Dutta, Anupam; Jana, R. K.; Das, Debojyoti. (2020). Do green investments react to oil price shocks? Implications for sustainable development. 266. [Päätekijä]

Das, Debojyoti; Le Roux, Corlise Liesl; Jana, R. K.; Dutta, Anupam. (2020). Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar. 36. [Päätekijä]

Dawar, Ishaan; Dutta, Anupam; Bouri, Elie; Saeed, Tareq. (2020). Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression. 163, 288-299. [Päätekijä]

Dutta, Anupam; Das, Debojyoti; Jana, R.K.; VO, Xuan Vinh. (2020). COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin. 69. [Päätekijä]

Dutta, Anupam; Mishra, Tapas; Uddin, Gazi Salah; Yang, Yang. (2020). Brexit uncertainty and volatility persistence in tourism demand. 2021:14. [Päätekijä]

Dutta, Anupam. (2020). Are global ethanol markets a 'one great pool'?. Biomass and bioenergy. 132, 1-4. [Päätekijä]

Hernandez, Jose Arreola; Uddin, Gazi Salah; Dutta,Anupam; Ahmeed, Ali; Kang, Sang Hoon. (2020). Are ethanol markets globalized or regionalized?. 551. [Päätekijä]

Dutta, Anupam. (2019). Short communication : Effect of carbon emission trading on European Union butter prices. 102, 2051-2053. [Päätekijä]

Das, Debojyoti; Dutta, Anupam; Bhadra, Amit; Uddin, Gazi Salah. (2019). Role of presidential uncertainties on the hotel industry. online 8 August. [Päätekijä]

Dutta, Anupam. (2019). Impact of silver price uncertainty on solar energy firms. 225, 1044-1051. [Päätekijä]

Dutta, Anupam. (2019). Impact of carbon emission trading on the European Union biodiesel feedstock market. 128, 1-5. [Päätekijä]

Elie, Bouri; Naji, Jalkh; Dutta, Anupam; Uddin Gazi Salah. (2019). Gold and crude oil as safe-haven assets for clean energy stock indices : Blended copulas approach. 178, 544-553. [Päätekijä]

Tiwaria, Aviral Kumar; Das, Debojyot; Dutta, Anupam. (2019). Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country. 75, 323-327. [Päätekijä]

Dutta, Anupam; Junttila, Juha; Uddin, Gazi S.. (2019). Forecasting the volatility of biofuel feedstock prices: the US evidence. 13, 912-919. [Päätekijä]

Dutta, Anupam. (2019). Does the Five-Factor Asset Pricing Model Have Sufficient Power?. 20, 684-691. [Päätekijä]

Das, Debojyoti; Dutta, Anupam. (2019). Bitcoin's energy consumption : Is it the Achilles heel to miner's revenue?. online 12 July. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Das, Debojyoti; Roubaud, David. (2019). Assessment and optimization of clean energy equity risks and commodity price volatility indexes: Implications for sustainability. Online 1 October, 1-36. [Päätekijä]

Dutta, Anupam; Jalkh, Naji; Bouri, Elie; Dutta, Probal. (2019). Assessing the risk of the European Union carbon allowance market : Structural breaks and forecasting performance. 16, 49-60. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Noor, Md Hasib. (2018). Return and volatility linkages between CO2 Emission and Clean Energy Stock prices. 164, 803-810. [Päätekijä]

Dutta, Anupam. (2018). Oil and energy sector stock markets : An analysis of implied volatility indexes. 44, 61-68. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Roubaud, David. (2018). Nonlinear relationships amongst the implied volatilities of crude oil and precious metals. online 24 April, 1-6. [Päätekijä]

Dutta, Anupam. (2018). Implied volatility linkages between the U.S. and emerging equity markets : A note. 35, 138-146. [Päätekijä]

Dutta, Anupam. (2018). Impacts of oil volatility shocks on metal markets : A research note. 55, 9-19. [Päätekijä]

Dutta, Anupam. (2018). Forecasting Ethanol Market Volatility : New Evidence from the Corn Implied Volatility Index. Online 27 August, 1-19. [Päätekijä]

Dutta, Anupam; Bouri, Elie; Junttila, Juha; Uddin, Gazi Salah. (2018). Does Corn Market Uncertainty Impact the US Ethanol Prices?. 10, 683-693. [Päätekijä]

Dutta, Anupam; Bouri, Elie. (2018). Carbon emission and ethanol markets : evidence from Brazil. Online 26 November, 1-6. [Päätekijä]

Dutta, Anupam. (2018). Asymmetric impact of oil market uncertainty on the US biofuel industry. Online 08 Nov, 1-5. [Päätekijä]

Dutta, Anupam; Knif, Johan; Kolari, James W.; Pynnönen, Seppo. (2018). A robust and powerful test of abnormal stock returns in long-horizon event studies. 47, 1-24. [Päätekijä]

Dutta, Anupam. (2018). A note on the implied volatility spillovers between gold and silver markets. 55, 192-195. [Päätekijä]

Dutta, Anupam. (2017). Seasoned Equity Offerings: Further Evidence from Australia. 18, 1010–1018. [Päätekijä]

Noor, Hasib; Dutta, Anupam. (2017). On the relationship between oil and equity markets: evidence from South Asia. 13, 287-303. [Päätekijä]

Dutta, Anupam. (2017). Oil Price Uncertainty and Clean Energy Stock Returns: New Evidence from Crude Oil Volatility Index. 164, 1157-1166. [Päätekijä]

Dutta, Anupam; Noor, Hasib. (2017). Oil and non-energy commodity markets: An empirical analysis of volatility spillovers and hedging effectiveness. 5, 1-15. [Päätekijä]

Dutta, Anupam. (2017). Modeling and forecasting the volatility of carbon emission market: The role of outliers, time-varying jumps and oil price risk. 2018: 20, 1-9. [Päätekijä]

Dutta, Anupam. (2017). Modeling and Forecasting Oil Price Risk: The Role of Implied Volatility Index. 44, 1003-1016. [Päätekijä]

Dutta, Probal; Noor, Hasib; Dutta, Anupam. (2017). Impact of Oil Volatility Shocks on Global Emerging Market Stock Returns. 13, 578-591. [Päätekijä]

Dutta, Anupam; Nikkinen, Jussi; Rothovius, Timo. (2017). Impact of Oil Price Uncertainty on Middle East and African Stock Markets. 123, 189-197. [Päätekijä]

Dutta, Anupam. (2017). Cointegration and nonlinear causality among ethanol‐related prices: evidence from Brazil. 2018: 10, 335-342. [Päätekijä]

Dutta, Anupam. (2016). Reassessing the long-term performance of Indian IPOs. Journal of Statistics and Management Systems. 19, 141-150. [Päätekijä]

Dutta, Anupam; Dutta, Probal. (2015). Pricing of IPOs : further evidence from South Africa. Corporate ownership and control. 12, 281-285. [Päätekijä]

Dutta, Anupam; Dutta, Probal. (2015). Measuring long-run security price performance: a review. Investment Management and Financial Innovations. 12, 26-32. [Päätekijä]

Dutta, Anupam. (2015). Improved calendar time approach for measuring long-run anomalies. Cogent Economics & Finance. 3, 1-14. [Päätekijä]

Dutta, Anupam. (2015). Have the anomalies following share buybacks disappeared?. Cogent Economics and Finance. 3, 1-5. [Päätekijä]

Dutta, Anupam. (2015). Essays on Testing Long-Run Abnormal Stock Returns. Doctoral dissertation (article). [Päätekijä]

Dutta, Anupam. (2015). Efficiency Tests in European Equity Markets. Conference presentation: Proceedings of First European Academic Research Conference on Global Business, Economics, Finance & Social Sciences. 1-6. [Päätekijä]

Dutta, Anupam. (2014). Parametric and nonparametric event study tests : a review. International Business Research. 7, 136-142. [Päätekijä]

Dutta, Anupam. (2014). Modelling volatility: Symmetric or asymmetric garch models?. Journal of Statistics: Advances in Theory and Applications. 12, 99-108. [Päätekijä]

Dutta, Anupam. (2014). Investigating long-run stock returns after corporate events : the UK evidence. Corporate Ownership & Control. 12, 298-307. [Päätekijä]

Dutta, Anupam. (2014). Does calendar time portfolio approach really lack power?. International Journal of Business and Management. 9, 260-266. [Päätekijä]

Anupam Dutta. (2014). A BAYESIAN APPROACH TO VOLATILITY MODELS. Journal of Statistics: Advances in Theory and Applications. 12, 27-37. [Päätekijä]