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Impact of media hype and fake news on commodity futures prices : a deep learning approach over the COVID-19 period

Banerjee, Ameet Kumar; Sensoy, Ahmet; Goodell, John W.; … - In: Finance research letters 59 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014445235

Assessing the US financial sector post three bank collapses : signals from fintech and financial sector ETFs

Banerjee, Ameet Kumar; Pradhan, H. K.; Sensoy, Ahmet; … - In: International review of financial analysis 91 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014447016

Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Dionísio, … - In: Journal of behavioral and experimental finance 36 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014227673

Commonality in volatility among green, brown, and sustainable energy indices

Banerjee, Ameet Kumar; Sensoy, Ahmet; Rahman, Molla Ramizur - In: Finance research letters 64 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014531644

Volatility spillovers and hedging strategies between impact investing and agricultural commodities

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Sensoy, Ahmet; … - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543920

How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?

Banerjee, Ameet Kumar; Özer, Zeynep Sueda; Rahman, … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 442-468

Persistent link: https://www.econbiz.de/10014535360

Connectivity and spillover during crises : highlighting the prominent and growing role of green energy

Banerjee, Ameet Kumar; Sensoy, Ahmet; Goodell, John W. - In: Energy economics 129 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014558987

Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment

Banerjee, Ameet Kumar; Akhtaruzzaman, Md; Dionisio, Andreia - 2021

This paper examines how different categories of COVID–19 news sentiment differentially impact the behavior of cryptocurrency returns. A nonlinear technique of transfer entropy is applied to investigate the relationship between the top 30 cryptocurrencies by market capitalization and COVID–19...

Persistent link: https://www.econbiz.de/10013212657