Kousik Guhathakurta

Kousik Guhathakurta

Indian Institute of Management Indore - Indore / India
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4751827
भारतीय प्रबंधन संस्थान इंदौर
person_outline Kousik Guhathakurta's MOST POPULAR ARTICLES
1-) Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implicationsK Guhathakurta, SR Dash, D MaitraEnergy Economics 85, 104566, 2020782020
2-) Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashesK Guhathakurta, B Bhattacharya, AR ChowdhuryPhysica A: Statistical Mechanics and its Applications 389 (9), 1874-1882, 2010782010
3-) Empirical mode decomposition analysis of two different financial time series and their comparisonK Guhathakurta, I Mukherjee, AR ChowdhuryChaos, Solitons & Fractals 37 (4), 1214-1227, 2008702008
4-) The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implicationsD Maitra, K Guhathakurta, SH KangEnergy Economics 94, 105061, 2021392021
5-) Change‐point analysis in financial networksS Banerjee, K GuhathakurtaStat 9 (1), e269, 2020242020