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Atanu Ghoshray
Researcher at Newcastle University
Publications - 68
Citations - 1027
Atanu Ghoshray is an academic researcher from Newcastle University. The author has contributed to research in topics: Unit root & Commodity. The author has an hindex of 17, co-authored 68 publications receiving 880 citations. Previous affiliations of Atanu Ghoshray include University of Bath.
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A reexamination of trends in primary commodity prices
TL;DR: In this article, the authors conducted a reexamination of the Prebisch-Singer hypothesis by employing the unit root test proposed by Lee and Strazicich (2003), which allows for up to two structural breaks and found that eleven out of twenty-four commodity prices are difference stationary implying that shocks to these commodities tend to be permanent in nature.
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The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries
TL;DR: The authors examined the linkages between economic growth, oil prices, depth in the stock market, and three other key macroeconomic indicators: real effective exchange rate, inflation rate, and real rate of interest.
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Measuring the risk premium in uncovered interest parity using the component GARCH-M model
TL;DR: In this article, the authors analyzed the potential risk premium inherent in the uncovered interest parity (UIP) condition and showed that emerging countries work better in terms of UIP and the risk premium than developed countries.
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Trends in world energy prices
Atanu Ghoshray,Ben Johnson +1 more
TL;DR: In this paper, a data series that includes a sample period of institutional change and recently developed unit root testing procedures is used to identify the time series path of non-renewable energy resources.