Extant Linkages between Shanghai Crude Oil and US Energy Futures: Insights from Spillovers of Higher-Order Moments
Ameet Kumar Banerjee,
Andreia Dionísio,
Ahmet Sensoy,
John W. Goodell
Energy Economics,
vol. 136, 2024, p. .
Hunting the Quicksilver: Using Textual News and Causality Analysis to Predict Market Volatility
Ameet Kumar Banerjee,
Andreia Dionísio,
H. K. Pradhan,
Biplab Mahapatra
International Review Of Financial Analysis,
vol. 77, 2021, p. .