SP
Saswat Patra
S P Jain Institute of Management and Research, University of Luxembourg, Indian Institute of Management Bangalore, Institute of Management Technology Ghaziabad, Indian Institute of Management Amritsar
0000-0001-6135-7394
Employment
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University of Luxembourg Researcher2023 - 2025
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S P Jain Institute of Management and Research Assistant Professor2017 - Present
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Indian Institute of Management Amritsar Assistant Professor2017 - 2017
Education
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Indian Institute of Management Bangalore FPM/PhD2012 - 2017
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Institute of Management Technology Ghaziabad PGDM/MBA2010 - 2012
Projects & Funding
Projects & funding information is unavailable.
Publications (12)
- Can oil be used as an alternate asset for investment? Unveiling new insights using the NARDL model incorporating structural breaks Save
- Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification Save
- The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks Save
- Unravelling the volume-volatility nexus in cryptos under structural breaks using fat-tailed distributions: mixture of distribution hypothesis and implications for market efficiency Save
- An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting Save
- Can Oil Act as an Alternate Asset for Investment? Unveiling New Insights Using Nardl Model Incorporating Structural Breaks Save
- Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management Save
- Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall Save
- Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions Save
- Does volume really matter? A risk management perspective using cross‐country evidence Save