Page 33 - E-Brochure_IMI Bhubaneswar

Prof. Jena, Sangram Keshari

Associate Professor

Teaching areas:
Finance & Economics

Research interests:
Financial Derivatives, Risk Management

Latest Selected Publications Jena S, Tiwari A, Roubaud, D and S
Muhammad, 2018, “Index Futures volatility
Tiwari A, Jena, S. K, Satish, K and Hille, E and trading activity: Measuring causality at
(2021) “Is oil price risk systemic to sectoral a multiple horizons”, Finance Research
equity markets of an oil-importing country? Letter, Vol. 24, pp 247-255 ABDC (A)
Evidence from a dependence-switching
copula delta CoVaR approach” has been Jena S, Tiwari A, Roubaud, D 2018,
accepted for publication in the Annals of “Comovements of gold futures markets and
Operations Research, published by spot market, a wavelet analysis” Finance
Springer. The journal is listed in ABDC – A Research Letter, Vol 24, pp 19-24 ABDC (A)

Jena S, Tiwari A, Hammoudeh, S, and S Management Cases
Muhammad, (2019), Dynamics of FII flows
and stock market returns in a major Jena, S K, and Dash A,2018, “Aditya Birla
developing country: How does economic Money–Developing Options Investment
uncertainty matter? The World Economy, Strategy”, Emerald Emerging Markets Case
ABDC (A) Studies, Vol.8, Issue:3, pp.1-27,
https://doi.org/10.1111/twec.12830 https://doi.org/10.1108/EEMCS-08-2017-02

23 (Scopus)
Mohapatra, S. N., Jena, S. K., Mitra A, and
Tiwari A (2019) Intellectual Capital and Jena, S K and Dash A,2018 “Kumar Sweets :
Firm Performance: Evidence from Indian Product profitability analysis” Ivey
Banking Sector, Applied Economics, ABDC Publishing. Product code 9B18B002
( A )
https://doi.org/10.1080/00036846.2019.16 Qualification
45283
PhD, Utkal University, Bhubaneswar (2012)
Jena S, Tiwari A, Hammoudeh, S, and
Roubaud, D, 2019, “Distributional MBA (Finance), Berhampur University
predictability between commodity spot and (2001)
futures: Evidence from nonparametric
causality-in-quantiles tests” Energy M.Com (Finance), Utkal University,
Economics, Vol. (78), pp 382-395 ABDC (A*) Bhubaneswar (1996)
–
https://doi.org/10.1016/j.eneco.2018.11.013 Past Positions

Tiwari A, Jena S, Mitra A, and Yoon S, 2018, Manager (Derivative Research), Karvy Stock
“Impact of oil price risk on sectoral equity Broking Ltd
markets: implications on portfolio
management” Energy Economics, Vol. (70), Apollo Sindhoori Capital Investments Ltd
pp 120-134 ABDC (A*)
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