Saswat Patra

Employment

• University of Luxembourg Researcher
  2023 - 2025
• S P Jain Institute of Management and Research Assistant Professor
  2017 - Present
• Indian Institute of Management Amritsar Assistant Professor
  2017 - 2017

Education

• Indian Institute of Management Bangalore FPM/PhD
  2012 - 2017
• Institute of Management Technology Ghaziabad PGDM/MBA
  2010 - 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
  Saswat Patra, Kunjana Malik
  Accounting & Finance 2025 DOI: 10.1111/acfi.13386
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• Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification
  Saswat Patra, Kunjana Malik
  Global Finance Journal 2025 DOI: 10.1016/j.gfj.2025.101094
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• The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks
  Saswat Patra, Abhay Kumar Singh
  International Review of Economics and Finance 2025 DOI: 10.1016/j.iref.2025.104212
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• Unravelling the volume-volatility nexus in cryptos under structural breaks using fat-tailed distributions: mixture of distribution hypothesis and implications for market efficiency
  Saswat Patra, Neha Gupta
  European Journal of Finance 2025 DOI: 10.1080/1351847X.2025.2453732
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• An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting
  Saswat Patra
  International Review of Economics & Finance 2024 DOI: 10.1016/j.iref.2024.103434
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• Can Oil Act as an Alternate Asset for Investment? Unveiling New Insights Using Nardl Model Incorporating Structural Breaks
  Ssrn 2024 DOI: 10.2139/ssrn.4794755
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• Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management
  Saswat Patra, Malay Bhattacharyya
  American Business Review 2024 DOI: 10.37625/abr.27.2.623-639
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• Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall
  Saswat Patra, Neha Gupta
  The European Journal of Finance 2023 DOI: 10.1080/1351847x.2023.2241516
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• Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions
  Saswat Patra
  Energy Economics 2021 DOI: 10.1016/j.eneco.2021.105452
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• Does volume really matter? A risk management perspective using cross‐country evidence
  Saswat Patra, Malay Bhattacharyya
  International Journal of Finance & Economics 2021 DOI: 10.1002/ijfe.1780
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• Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework
  Saswat Patra, Pradiptarathi Panda
  International Journal of Finance & Economics 2021 DOI: 10.1002/ijfe.1801
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• How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure
  Saswat Patra, Malay Bhattacharyya
  Risks 2020 DOI: 10.3390/risks8030076
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