OSUVA - Selaus tekijän "Dutta, Anupam" mukaan
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Are energy metals hedges or safe havens for clean energy stock returns?
Gustafsson, Robert; Dutta, Anupam; Bouri, Elie (Elsevier, 25.11.2021)
articleThis paper examines the relationship between clean energy stock indices and energy metals that are sensitive to the growth in demand for clean energy solutions, and makes inferences about whether energy metals can act as ... -
Assessing the Risk of Bitcoin Futures Market : New Evidence
Dutta, Anupam (Springer, 14.02.2024)
articleThe main objective of this paper is to forecast the realized volatility (RV) of Bitcoin futures (BTCF) market. To serve our purpose, we propose an augmented heterogenous autoregressive (HAR) model to consider the information ... -
Assessing the risk of the European Union carbon allowance market : structural breaks and forecasting performance
Dutta, Anupam; Jalkh, Naji; Bouri, Elie; Dutta, Probal (Emerald, 17.06.2019)
articlePurpose - The purpose of this paper is to examine the impact of structural breaks on the conditional variance of carbon emission allowance prices. Design/methodology/approach - The authors employ the symmetric GARCH model, ... -
Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes : Implications for Sustainability
Dutta, Anupam; Bouri, Elie; Das, Debojyoti; Roubaud, David (Elsevier, 10.01.2020)
articleAlthough clean energy equities have emerged as a new asset class for market participants, especially environmentally concerned investors, existing and previous studies pay very little attention to how equity investors in ... -
Brexit uncertainty and volatility persistence in tourism demand
Dutta, Anupam; Mishra, Tapas; Uddin, Gazi Salah; Yang, Yang (RoutledgeTaylor & Francis, 24.09.2020)
articleTourism has emerged as one of the leading components of aggregate economic growth in most developed economies, especially in the UK, where it is predicted to grow at an annual rate of 3.8% through 2025. Because tourism ... -
Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments
Yahya, Muhammad; Kanjilal, Kakali; Dutta, Anupam; Uddin, Gazi Salah; Ghosh, Sajal (Elsevier, 15.01.2021)
articleThe study evaluates nonlinear price transmission mechanisms between clean energy stock and crude oil price in levels, mean, and error variances. We propose a novel way of combining a two-regime threshold vector error ... -
Climate bond, stock, gold, and oil markets : Dynamic correlations and hedging analyses during the COVID-19 outbreak
Dutta, Anupam; Bouri, Elie; Noor, Md Hasib (Elsevier, 24.07.2021)
articleAdverse ecological effects have recently generated several eco-friendly investment opportunities including green and climate bonds. Although climate bonds have emerged as an appealing investment, little is known about their ... -
Climate risk and green investments : New evidence
Dutta, Anupam; Bouri, Elie; Rothovius, Timo; Salah Uddin, Gazi (Elsevier, 13.12.2022)
articleThe academic literature on green energy equity markets has increased extensively over the last decade due to growing concerns about climate change and the substantial flow of investments into alternative energy markets. ... -
Climate risk and sustainable investing : New evidence from Chinese renewable energy firms
Dutta, Anupam; Bhuiyan, Mohammad Rakib Uddin; Ahmed, Ali; Uddin, Gazi Salah; Phoumin, Han; Taghizadeh-Hesary, Farhad; Kimura, Fukunari (Routledge, 26.12.2023)
bookPartWhile numerous empirical papers have investigated the volatility dynamics of Chinese clean energy equity markets, this is among the first studies to assess the impact of climate uncertainty on the risk levels of such assets. ... -
Cointegration and nonlinear causality among ethanol-related prices : evidence from Brazil
Dutta, Anupam (Wiley, 16.12.2017)
articleThe objective of this study was to investigate the causal relationships among crude oil, ethanol and sugar prices in the context of Brazil. In doing so, we consider the application of ARDL bound tests to examine whether ... -
Commodity market risks and green investments : Evidence from India
Dutta, Anupam; Bouri, Elie; Dutta, Probal; Saeed, Tareq (Elsevier, 10.10.2021)
articleGreen investing has recently received considerable attention in India in light of the local government plans to significantly reduce the level of CO2 emissions through conducting and funding various types of eco-friendly ... -
Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas
Rahman, Md Lutfur; Shahzad, Syed Jawad Hussain; Uddin, Gazi Salah; Dutta, Anupam (International Association for Energy Economics, 01.02.2022)
articleThis paper compares the tail dependence and risk spillovers from the oil and gas to high-yield (HY) and investment grade (IG) bond markets. We use time-varying optimal copula framework to examine the dependence and further ... -
COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin
Dutta, Anupam; Das, Debojyoti; Jana, R. K.; Vo, Xuan Vinh (Elsevier, 01.12.2020)
articleThe global crude oil market has experienced a significant downturn following the novel coronavirus outbreak (COVID-19) in December 2019. Thereafter, all the major oil markets have become extremely volatile, and investments ... -
Crude oil prices and clean energy stock indices : Lagged and asymmetric effects with quantile regression
Dawar, Ishaan; Dutta, Anupam; Bouri, Elie; Saeed, Tareq (ElsevierWorld Renewable Energy Network (WREN), 01.01.2021)
articleUnlike previous studies examining the association between crude oil and renewable energy stock prices under average conditions, we employ a quantile-based regression approach offering a more comprehensive dependence structure ... -
Crude oil volatility and the biodiesel feedstock market in Malaysia during the 2014 oil price decline and the COVID-19 outbreak
Dutta, Anupam; Bouri, Elie; Saeed, Tareq; Vo, Xuan Vinh (Elsevier, 15.05.2021)
articleAlthough the global crude oil market plays a significant role in pricing edible oils, the association between energy price uncertainty and the Malaysian palm oil industry remains understudied. Given that palm oil is widely ... -
Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil
Yahya, Muhammad; Dutta, Anupam; Bouri, Elie; Wadström, Christoffer; Uddin, Gazi Salah (Elsevier, 10.08.2022)
articleBeing an environmentally friendly fuel obtained from rapeseed oil, biodiesel is used extensively in Europe. However, the dependence structure between global crude oil prices and the European prices of biodiesel and rapeseed ... -
Determinants of electronic waste generation in Bitcoin network : Evidence from the machine learning approach
Jana, Rabin K.; Ghosh, Indranil; Das, Debojyoti; Dutta, Anupam (Elsevier, 15.08.2021)
articleElectronic waste is generating in the Bitcoin network at an alarming rate. This study identifies the determinants of electronic waste generation in the Bitcoin network using machine learning algorithms. We model the ... -
Do green investments react to oil price shocks? Implications for sustainable development
Dutta, Anupam; Jana, R. K.; Das, Debojyoti (Elsevier, 01.09.2020)
articleThis study investigates whether green investments are connected to oil price shocks. While earlier papers mainly investigate the linkage between clean energy stock and crude oil prices, we consider recently introduced ... -
Do uncertainties affect biofuel prices?
Uddin, Gazi Salah; Hernandez, Jose Areola; Wadström, Christoffer; Dutta, Anupam; Ahmeda, Ali (Elsevier, 01.05.2021)
articleWe investigate the impact of geopolitical risk, U.S. economic policy uncertainty, financial stress, and market volatility on prices of U.S. and Brazilian ethanol and Malaysian palm oil. We use quantile autoregressive and ... -
Does calendar time portfolio approach really lack power?
Dutta, Anupam (Canadian Center of Science and Education (CCSE), 22.08.2014)
articleThis paper investigates whether the calendar time methodology lacks power in detecting the long-run abnormalperformance of the firms after major corporate events. In addition, the study proposes a variant of calendar ...