Arunava Bandyopadhyay
Education : PhD/EMBA (VGSOM, IIT Kharagpur)
Specialization : Finance
Designation : Assistant Professor - Finance
Contact: 03366529604
Email: a.bandyopadhyay@imi-k.edu.in
- FinTech
- Financial Modelling and Analytics
- Financial Econometrics
- Investment Banking
- Commodity Derivatives and Risk Management
- Bandyopadhyay, A., Bhowmik, S., & Rajib, P. (2020). Wavelet-based analysis of guar futures in India: Did we kill the golden goose? Journal of Agribusiness in Developing and Emerging Economies, 12(1), 104–125. https://doi.org/10.1108/JADEE-09-2020-0200
- Bandyopadhyay, A., & Rajib, P. (2021). The asymmetric relationship between Baltic Dry Index and commodity spot prices: Evidence from nonparametric causality-in-quantiles test. Mineral Economics. https://doi.org/10.1007/s13563-021-00287-y
- Bandyopadhyay, A., & Rej, S. (2021). Can nuclear energy fuel an environmentally sustainable economic growth? Revisiting the EKC hypothesis for India. Environmental Science and Pollution Research. https://doi.org/10.1007/s11356-021-15220-7
- Bandyopadhyay, A., Rej, S., Villanthenkodath, M. A., & Mahalik, M. K. (2022). The role of nuclear energy consumption in abatement of ecological footprint: Novel insights from quantile-on-quantile regression. Journal of Cleaner Production, 132052. https://doi.org/10.1016/j.jclepro.2022.132052
- Bandyopadhyay, A., Rej, S., Abbasi, K. R., & Awan, A. (2022). Nexus between tourism, hydropower, and CO2 emissions in India: Fresh insights from ARDL and cumulative fourier frequency domain causality. Environment, Development and Sustainability. https://doi.org/10.1007/s10668-022-02511-3
- Bandyopadhyay, A., Rej, S., Abbasi, K. R., & Awan, A. (2022). Nexus between tourism, hydropower, and CO2 emissions in India: fresh insights from ARDL and cumulative fourier frequency domain causality. Environment, Development and Sustainability. https://doi.org/10.1007/s10668-022-02511-3
- Awan, A., Abbasi, K. R., Rej, S., Bandyopadhyay, A., & Lv, K. (2022). The impact of renewable energy, internet use and foreign direct investment on carbon dioxide emissions: A method of moments quantile analysis. Renewable Energy, 189, 454–466. https://doi.org/10.1016/j.renene.2022.03.017
- Hossain, Md. E., Islam, Md. S., Bandyopadhyay, A., Awan, A., Hossain, M. R., & Rej, S. (2022). Mexico at the crossroads of natural resource dependence and COP26 pledge: Does technological innovation help? Resources Policy, 77, 102710. https://doi.org/10.1016/j.resourpol.2022.102710
Book Chapter
- Bandyopadhyay, A., Sarma, N. Rajib, P. (2021) Developing Indian Pricing Benchmarks for Base Metals – Will it Remain a Pipe Dream? MCX Commodity Insights Yearbook 2021, Multi Commodity Exchange of India Pvt Ltd. (MCX), Page 38, https://www.mcxindia.com/education-training/publications/commodity-insights-yearbook
- Bandyopadhyay, A., Rajib, P. (2017), Sovereign Credit Rating Prediction: Efficacy of Competing Models. 1st International Conference on Financial Markets and Corporate Finance, IIT Kharagpur, 7-8th July 2017
- Bandyopadhyay, A., Rajib, P. (2019), The Impact of Sino – US Trade War on Price Discovery of Soybean. 8th International Conference on Economics and Finance Research, INSEEC Business School, Lyon, France, 18-21st June 2019
- Bandyopadhyay, A., Rajib, P. (2020), The asymmetric relationship between Baltic Dry Index and Commodity Spot Prices: Evidence from non-parametric Causality-in-Quantiles test. 1st Changing Landscape of Securities Markets, conference jointly organised by NISM and SEBI, NISM Campus Patalganga, 22-24th January 2020
- Bandyopadhyay, A., Rajib, P. (2021), Are Indian Sustainable equity investments vulnerable to commodity price risk? – Evidence from Quantile-on-Quantile Regression. 10th India Finance Conference, IIM Bangalore, 16-18th December 2021
- Bandyopadhyay, A., Rajib, P. (2021), Are Green equity investments in India vulnerable to commodity price risk? – Evidence from Quantile-on-Quantile Regression. 8th Pan IIM World Management Conference, IIM Kozhikode, 16-18th December 2021
- Rajib, P., Barai, P., Bandyopadhyay, A., Nandi, R. (2021) How Futures Market in India has Improved Efficiency of Physical Commodity Markets: an empirical and survey-based study on Aluminium and Zinc, Project Awarded by Multi Commodity Exchange of India Pvt. Ltd. (MCX), https://www.mcxindia.com/education-training/publications/papers-reports/research-studies
- Rajib, P., Barai, P., Bandyopadhyay, A., Nandi, R. (2021) How Futures Market in India has Improved Efficiency of Physical Commodity Markets: an empirical and survey-based study on Cotton and Crude Palm Oil (CPO), Project Awarded by Multi Commodity Exchange of India Pvt Ltd. (MCX), https://www.mcxindia.com/education-training/publications/papers-reports/research-studies
- Rajib, P., Barai, P., Bandyopadhyay, A., Nandi, R. (2021) Physical delivery of base metal futures contracts – way to achieve “One Country One Price” standard. Minerals and Metals Review, 47,09, Pages 52-55