Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Madhusudan Karmakar"'
Autor:
Madhusudan Karmakar, Samit Paul
Publikováno v:
The Energy Journal. 44
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aaf19a6161533e41a7987affc24ff5e7
https://doi.org/10.5547/01956574.44.2.mkar
https://doi.org/10.5547/01956574.44.2.mkar
Autor:
Udayan Sharma, Madhusudan Karmakar
Publikováno v:
Review of Financial Economics. 41:43-64
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7fb1591e32279e5aebb03ce77b13e1e2
https://doi.org/10.1002/rfe.1160
https://doi.org/10.1002/rfe.1160
Autor:
Madhusudan Karmakar, Ravi Khadotra
Publikováno v:
Review of Financial Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e9e3cd4b5d4d5ea3a325f943b2c052e
https://doi.org/10.1002/rfe.1176
https://doi.org/10.1002/rfe.1176
Autor:
Udayan Sharma, Madhusudan Karmakar
Publikováno v:
International Review of Financial Analysis. 87:102621
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e933e2d8fa28046ddfab2fb9cffd635d
https://doi.org/10.1016/j.irfa.2023.102621
https://doi.org/10.1016/j.irfa.2023.102621
Autor:
Madhusudan Karmakar, Udayan Sharma
Publikováno v:
Applied Economics. 52:5244-5262
In this study, we propose a new GO-GARCH-EVT-copula combined approach to estimate minimum quantile risk hedge ratios. We examine the hedging effectiveness of the proposed model in comparison with t...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99bde3bca8155484b039e55b445d27c4
https://doi.org/10.1080/00036846.2020.1761535
https://doi.org/10.1080/00036846.2020.1761535
Publikováno v:
The North American Journal of Economics and Finance. 64:101860
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::896a9729db7ecfbf6debd90eb0d21f0d
https://doi.org/10.1016/j.najef.2022.101860
https://doi.org/10.1016/j.najef.2022.101860
Publikováno v:
Journal of Global Resources. :233-237
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65f1b5338587905941f6b6863425db85
https://doi.org/10.46587/jgr.2019.v06i01.037
https://doi.org/10.46587/jgr.2019.v06i01.037
Publikováno v:
Journal of Futures Markets. 39:1322-1343
The study investigates price discovery in the Indian stock market and finds that spot market plays a dominating role in price discovery when it is estimated for the entire period as a whole. However, periodic measures of price discovery suggest that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd75d1dfd8dc0d2fcc3c4019d3abfb2f
https://doi.org/10.1002/fut.22041
https://doi.org/10.1002/fut.22041
Publikováno v:
Physical Review B. 101
The hybrid improper ferroelectricity is due to the trilinear coupling between three symmetric phonon modes, and the free energy of the system can be described as ${F}_{\mathrm{tri}}\ensuremath{\sim} \ensuremath{\alpha}\phantom{\rule{4pt}{0ex}}{Q}_{1}
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7df651e064939bac70238a1e540c7a99
https://doi.org/10.1103/physrevb.101.054101
https://doi.org/10.1103/physrevb.101.054101
Autor:
Madhusudan Karmakar
Publikováno v:
The Quarterly Review of Economics and Finance. 64:275-291
The study investigates dependence structure and estimates portfolio risk on data from foreign exchange market in India. We specify both marginal models for the foreign exchange returns and a joint model for the dependence. We employ the AR-t-GARCH-EV
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfde0fb560f93dbd45f768350a342daa
https://doi.org/10.1016/j.qref.2017.01.007
https://doi.org/10.1016/j.qref.2017.01.007