Current and Past Research
Current Research
My current research is mainly focused on the Accounting and Banking area. I will soon update the research output.
Past Research
In the past, I have published in the areas of Energy Finance, Cryptocurrencies and Emerging Equity Markets. Some of my selected research contributions are indicated below:
Financial stress and crude oil implied volatility: new evidence from continuous wavelet transformation framework. (Accepted). [2022]
Co-authors: Debasish Maitra, Anupam Dutta, and Sankarshan Basu.
Journal: Energy Economics
ABDC Ranking: A*
ABS Ranking: 3
In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (Vol. 114, No.106275). [2022]
Co-authors: Anupam Dutta, Ugur Soytas, and Asit Bhattacharyya.
Journal: Energy Economics
ABDC Ranking: A*
ABS Ranking: 3
Forecasting realized volatility: New evidence from time‐varying jumps in VIX. [2022]
Co-author: Anupam Dutta
Journal: Journal of Futures Markets
ABDC Ranking: A
ABS Ranking: 3
Do precious metals hedge crude oil volatility jumps? (Vol. 83, No.102257). [2022]
Co-authors: Vaneet Bhatia, Surya Bhushan Kumar, and Sankarshan Basu.
Journal: International Review of Financial Analysis
ABDC Ranking: A
ABS Ranking: 3
A differential evolution-based regression framework for forecasting Bitcoin price (Vol. 306, No.1, p. 295-320). [2021]
Co-authors: RK Jana, and Indranil Ghosh.
Journal: Annals of Operations Research
ABDC Ranking: A
ABS Ranking: 3
Determinants of electronic waste generation in Bitcoin network: Evidence from the machine learning approach (Vol. 173, No.121101). [2021]
Co-authors: RK Jana, Indranil Ghosh, and Anupam Dutta.
Journal: Technological Forecasting and Social Change
ABDC Ranking: A
ABS Ranking: 3
Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue? (Vol. 186, No.108530). [2020]
Co-author: Anupam Dutta
Journal: Economics Letters
ABDC Ranking: A
ABS Ranking: 3
International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach (Vol. 164, p.100-108). [2018]
Co-author: Surya Bhushan Kumar
Journal: Economics Letters
ABDC Ranking: A
ABS Ranking: 3
Informational efficiency of Bitcoin—An extension (Vol. 163, p.106-109). [2018]
Co-authors: AK Tiwari, RK Jana, and David Roubaud
Journal: Economics Letters
ABDC Ranking: A
ABS Ranking: 3
The complete list of published research can be accessed from my Google Scholar or ResearchGate profile: