| Informational efficiency of Bitcoin—An extension AK Tiwari, RK Jana, D Das, D Roubaud Economics Letters 163, 106-109, 2018 | 429 | 2018 |
| COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin A Dutta, D Das, RK Jana, XV Vo Resources Policy 69, 101816, 2020 | 277 | 2020 |
| Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? D Das, M Kannadhasan, M Bhattacharyya The North American Journal of Economics and Finance 48, 1-19, 2019 | 192 | 2019 |
| Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach M Kannadhasan, D Das Finance Research Letters 34, 101276, 2020 | 170 | 2020 |
| Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar D Das, CL Le Roux, RK Jana, A Dutta Finance Research Letters 36, 101335, 2020 | 160 | 2020 |
| Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country AK Tiwari, D Das, A Dutta Tourism Management 75, 323-327, 2019 | 151 | 2019 |
| Do green investments react to oil price shocks? Implications for sustainable development A Dutta, RK Jana, D Das Journal of Cleaner Production 266, 121956, 2020 | 147 | 2020 |
| International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach D Das, SB Kumar Economics Letters 164, 100-108, 2018 | 109 | 2018 |
| Assessment and optimization of clean energy equity risks and commodity price volatility indexes: Implications for sustainability A Dutta, E Bouri, D Das, D Roubaud Journal of Cleaner Production 243, 118669, 2020 | 85 | 2020 |
| Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue? D Das, A Dutta Economics Letters 186, 108530, 2020 | 83 | 2020 |
| On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach D Das, SB Kumar, AK Tiwari, M Shahbaz, HM Hasim Finance Research Letters 27, 169-174, 2018 | 80 | 2018 |
| Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach V Bhatia, D Das, AK Tiwari, M Shahbaz, HM Hasim Resources policy 55, 244-252, 2018 | 66 | 2018 |
| The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach D Das, M Kannadhasan International Review of Economics & Finance 69, 563-581, 2020 | 59 | 2020 |
| Do global factors impact bitcoin prices? evidence from wavelet approach D Das, M Kannadhasan Journal of Economic Research 23 (3), 227-264, 2018 | 59 | 2018 |
| A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA R Singh, D Das, RK Jana, AK Tiwari Current Issues in Tourism 22 (15), 1789-1796, 2019 | 55 | 2019 |
| A differential evolution-based regression framework for forecasting Bitcoin price RK Jana, I Ghosh, D Das Annals of Operations Research 306 (1), 295-320, 2021 | 47 | 2021 |
| A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets D Das, P Bhowmik, RK Jana Physica A: Statistical Mechanics and its Applications 502, 379-393, 2018 | 46 | 2018 |
| Geopolitical risk and precious metals D Das, M Kannadhasan, P Bhowmik Journal of Economic Research 24 (1), 49-66, 2019 | 44 | 2019 |
| The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach S Gupta, D Das, H Hasim, AK Tiwari Finance Research Letters 27, 91-98, 2018 | 41 | 2018 |
| A wavelet analysis of co-movements in Asian gold markets D Das, M Kannadhasan, KH Al-Yahyaee, SM Yoon Physica A: Statistical Mechanics and its Applications 492, 192-206, 2018 | 37 | 2018 |
Anupam DuttaAssociate Professor, University of Vaasa在 uwasa.fi 的电子邮件经过验证
