Journal publications:
Roy, A., Soni, A., & Deb, S. (2023). A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. Energy Economics, 124, 106830. [Publication ]
Roy, A., Deb, S., & Chakarwarti, D. (2023). Impact of COVID-19 on public social life and mental health: a statistical study of Google trends data from the USA. Journal of Applied Statistics, 1-25. [Publication]
Podder, M., Roy, A. (2025). (Authors listed in alphabetical order) Elephant random walks with multiple extractions and general reinforcement functions. Journal of Theoretical Probability [Preprint]
Basu Sarbadhikary S., Roy, A., Deb, S. A data-driven approach to spatial zoning and anomaly detection in the dynamic real estate network. Environment and Planning B: Urban Analytics and City Science [Publication]
Preprints:
Roy, A., Podder, M., Deb, S. (2024+) Nonparametric method of structural break detection in stochastic time series regression model. [Preprint ]
Abstract: We propose a nonparametric algorithm to detect structural breaks in the conditional mean and/or variance of time series, without assuming specific parametric forms for the model or noise distribution. This flexible approach is validated through simulations and an application to Bitcoin returns, demonstrating its practical utility in financial econometrics for identifying key shifts in data behaviour.