Prachi Jain

Employment

• Indian Institute of Technology Roorkee ASSISTANT PROFESSOR
  2024 - Present

Education

• Indian Institute of Management Indore Ph.D.
  2019 - 2023

Projects & Funding

Projects & funding information is unavailable.

Publications (5)

• Quantile dependencies and connectedness between stock and precious metals markets
  Journal of Commodity Markets 2023 DOI: 10.1016/j.jcomm.2022.100284
  +Save
• Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices
  Economics Letters 2023 DOI: https://doi.org/10.1016/j.econlet.2023.111025
  +Save
• Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk
  Energy Economics 2023 DOI: https://doi.org/10.1016/j.eneco.2023.106537
  +Save
• Risk implications of dependence in the commodities: A copula-based analysis
  Global Finance Journal 2023 DOI: https://doi.org/10.1016/j.gfj.2023.100859
  +Save
• Does options improve the information absorption? Evidence from the introduction of weekly index options
  International Review of Finance 2022 DOI: 10.1111/irfi.12372
  +Save