Shalini Agnihotri

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Publications (5)

• Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments
  North American Journal of Economics and Finance 2025 DOI: 10.1016/j.najef.2024.102289
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• Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock market
  Investment Management and Financial Innovations 2022 DOI: 10.21511/imfi.19(3).2022.01
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• Comparison of VaR methods: The case of Indian equities
  Indian Journal of Finance 2018 DOI: 10.17010/ijf/2018/v12i1/120739
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• Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH
  Global Business Review 2016 DOI: 10.1177/0972150916656670
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• Impact of non-normal return and market capitalization on estimation of VaR
  Journal of Indian Business Research 2015 DOI: 10.1108/JIBR-12-2014-0090
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