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SANGRAM KESHARI JENA
SANGRAM KESHARI JENA
International Management Institute, Bhubaneswar
在 imibh.edu.in 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Intellectual capital and firm performance: evidence from Indian banking sector
S Mohapatra, SK Jena, A Mitra, AK Tiwari
Applied Economics 51 (57), 6054-6067, 2019
942019
Impact of oil price risk on sectoral equity markets: Implications on portfolio management
AK Tiwari, SK Jena, A Mitra, SM Yoon
Energy Economics 72, 120-134, 2018
852018
The connectedness in the world petroleum futures markets using a Quantile VAR approach
SK Jena, AK Tiwari, EJA Abakah, S Hammoudeh
Journal of Commodity Markets 27, 100222, 2022
642022
Distributional predictability between commodity spot and futures : Evidence from nonparametric causality-in-quantiles tests
D Jena S, Tiwari A , Hammoudeh, S, and Roubaud
Energy Economics, 2018
56*2018
Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? Evidence from the NARDL approach
A Jeribi, SK Jena, A Lahiani
International Journal of Financial Studies 9 (3), 33, 2021
442021
Comovements of gold futures markets and the spot market: A wavelet analysis
SK Jena, AK Tiwari, D Roubaud
Finance Research Letters 24, 19-24, 2018
392018
Are the top six cryptocurrencies efficient? Evidence from time-varying long memory
B Jena S, Tiwari A , Hammoudeh, S and Dogan
International Journal of Finance and Economics, 2020
32*2020
Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
U Shahzad, SK Jena, AK Tiwari, B Doğan, C Magazzino
Resources Policy 78, 102823, 2022
262022
Volatility spillover dynamics between large-, mid-, and small-cap stocks in the time-frequency domain: Implications for portfolio management
SK Jena, AK Tiwari, A Dash, EJ Aikins Abakah
Journal of Risk and Financial Management 14 (11), 531, 2021
162021
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
AK Tiwari, SK Jena, S Kumar, E Hille
Annals of operations Research 315 (1), 429-461, 2022
152022
Does exchange rate volatility affect tourist arrival in India: A quantile regression approach
SK Jena, AK Dash
Regional and Sectoral Economic Studies 20 (2), 1-20, 2020
142020
Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
AK Tiwari, SK Jena, N Trabelsi, S Hammoudeh
Applied Economics 54 (31), 3621-3634, 2022
112022
Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?
SK Jena, AK Tiwari, S Hammoudeh, M Shahbaz
The World Economy 43 (8), 2263-2284, 2020
112020
Trading activity and Nifty index futures volatility: An empirical analysis
SK Jena, A Dash
Applied financial economics 24 (17), 1167-1176, 2014
102014
Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis
SK Jena, AK Tiwari, A Mitra
Economies 7 (1), 24, 2019
92019
Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
SK Jena, A Lahiani, AK Tiwari, D Roubaud
Resources Policy 74, 102277, 2021
82021
Index futures volatility and trading activity: Measuring causality at a multiple horizon
SK Jena, AK Tiwari, D Roubaud, M Shahbaz
Finance Research Letters 24, 247-255, 2018
82018
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy
AK Tiwari, SK Jena, EJA Abakah, SM Yoon
Applied Economics 56 (2), 186-201, 2024
62024
Analysing the impact of FDI and globalization on tourism development
SK Jena, AK Dash, A Mitra, AK Tiwari
Anatolia 33 (2), 277-280, 2022
62022
Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality
A Dash, SK Jena, AK Tiwari, S Hammoudeh
Journal of Risk and Financial Management 15 (5), 219, 2022
52022
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