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source:"econis"
~isPartOf:"Applied financial economics"
~isPartOf:"Bank of England Working Paper"
~isPartOf:"Energy economics"
~person:"Dutta, Anupam"
~subject:"Commodity derivative"
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Commodity derivative
Estimation
2
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2
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Dutta, Anupam
Ma, Feng
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Applied financial economics
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ECONIS (ZBW)
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In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets
Dutta, Anupam
;
Soytaş, Uǧur
;
Das, Debojyoti
; …
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477590
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2
Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
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