Publications

Roy, P. , Ahmad, W., Sadorsky, P., and Phani, B. V.,“What do we know about the idiosyncratic risk of clean energy equities? ”, Energy Economics , 112(8), 106167, 2022.

Siddiqui, S., and Roy, P., “Probing Cross-Market Diversification: Opportunities in Energy Commodities”, Finance India , 36(3), 1043-1068, 2022.

Khan, M. A., Roy, P., Siddiqui, S., and Alakkas, A. A., “Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks, Complexity , 8360778, 2021.

Siddiqui, S., and Roy, P., “Stock Return Dynamics and Portfolio Hedging: A Case of Leading Oil Consuming Economies”, SCMS: Journal of Indian Management , 15(2), 91-105, 2021.

Siddiqui, S., and Roy, P., “Asymmetric information linkages across select futures and spot indices: Evidence using Wavelet- based GARCH model”, Journal of Advances in Management Research, 17(3), 397-419, 2020.

Saurabh, S. and Roy, P., "Signs of Financial Distress at Jet Airways – The Way Forward”, AIMA India Case Research Centre, Product Number: 529, 2022.

Siddiqui, S. and Roy, P., “Airtel Payments Bank Limited: Furthering Financial Inclusion”, Ivey Publishing, Business School at Western University Canada, Product Number: 9B19M001, 2019.

Dhanagare, A., Saurabh, S. and Roy, P., "Consumer Investment Behavior”, A Research Agenda for Consumer Financial Behavior – Edward Elgar Publishing, June 2023.

Does ESG Disclosure offer value and economic relevance during COVID-19 pandemic uncertainty? (co-authored with Prof. Suman Saurabh), Indian Finance Conference, 19^th − 21^th December, 2022, IIM Calcutta, India.

Does ESG Disclosure offer value and economic relevance during COVID-19 pandemic uncertainty? (co-authored with Prof. Suman Saurabh), World Finance and Banking Symposium, 16^th − 17^th December, 2022, Florida International University, Miami.

Exploring the Systemic Risk from Global Risk Spillover Networks: Evidence from Ex-ante Volatility Measures (co-authored with Prof. Wasim Ahmad), 8^th International Conference on Empirical Issues in International Trade and Finance, 15^th − 16^th December, 2022, IIFT, New Delhi, India.

Does Liquidity Beta Anomaly Hold for India? Firm-Level Evidence from Twin Episodes of Crisis (co-authored with Prof. Wasim Ahmad & khushbu Kumawat), 8^th Indian Finance Conference, 15^th − 16^th December, 2022, IIFT, New Delhi, India.

Does the ESG disclosure during uncertain environment offers substantial opportunities in Indian stock market? (co-authored with Prof. Suman Saurabh), International Conference on Sustainable Development Goals- 2022, organized by IIM Bodhgaya, on 16^th − 17^th September, 2022. (Best Paper Award)

Modelling the Idiosyncratic Risk of Clean Energy Equities (co-authored with Prof. Wasim Ahmad), 4^th International Conference on Financial Markets and Corporate Finance, 7^th − 9^th July, 2022, IIT Bombay, India.

ESG Disclosure and Firm Risk: A Case of India’s Environmentally Sensitive Sector (co-authored with Prof. Suman Saurabh), 12^th Conference on Excellence in Research and Education, 3^rd− 5^th June, 2022, IIM Indore, India.

Signs of Financial Distress at Jet Airways – The Way Forward (co-authored with Prof. Suman Saurabh), 2^nd AIMA-ICRC, Case Writing Competition and Conference, 24^th − 25^th March, New Delhi, India. (Excellence Award)

Non-financial Disclosure and Firm Risk: A Case of India’s Environmentally Sensitive Sector (co-authored with Prof. Suman Saurabh), International Conference on Banking and Finance, 25^th − 26^th February, 2022, IMI Bhubaneshwar, India.

ESG and Corporate Financial Performance: A Meta-Analysis (co-authored with Prof. Monica Singhania), XVI International Conference on Public Policy and Management, 23^rd − 25^th August, 2021, IIM Bangalore, Bangalore, India.

Systemic Risk in Select Indian Banks: Evidence from Aggregated and Dis- aggregated Analysis(co-authored with Prof. Saif Siddiqui), 6^th International Management Conference on Advances in Management through Research, Innovation and Technology, Organized by Fortune Institute of International Business, 2020, 16^th−18^th December, 2020, New Delhi, India. (Best Paper Award in Finance Track)

Wavelet Based Information and Portfolio Management: A Tale of Emerging Futures Market (co-authored with Prof. Saif Siddiqui), 7^th PAN IIM World Management Conference, 2019, 12^th −14^th December, 2019, IIM Rohtak, India.

Modelling Cross-Market Volatility and Co-Movement (co-authored with Prof. Saif Siddiqui), 2^nd International Conference on “Contemporary Issues in Economics, Management and Business”, 2019, 26^th − 27^th November, 2019, Hanoi, Vietnam.

Asymmetric Effects of Exchange Rate and Foreign Institutional Investments in India: A Nonlinear ARDL Approach (co-authored with Prof. Saif Siddiqui), 6^th International Conference on Business Analytics and Intelligence (ICBAI) 2018, 20^th − 22^nd December 2018, IISc Bangalore, India.

Nonlinear Exchange Rate Movements and Relation with FII’s and Nifty 50 (co-authored with Prof. Saif Siddiqui), 6^th IIFT Conference on Empirical Issues in International Trade and Finance, 13^th − 14^th December 2018, New Delhi.

Examining Asymmetric Relationship between India VIX, Nifty 50 Returns and Trading Volume: A case of Quantile Regression (co-authored with Prof. Saif Siddiqui), First PAN IIT International Management Conference 2018, November 30- December 2, 2018, IIT Roorkee, Uttarakhand, India. (Emerald Best Paper Award )

Stock, Energy and Foreign Exchange Markets in India: Modelling Volatility Persistence and Co-movement (co-authored with Prof. Saif Siddiqui), Global Business Research Symposium, 29^th −30^th November, 2018, University of Riverside, USA.

Co-integrating among Brent Crude Oil, Nifty 50 and Exchange Rate: An ARDL –Bounds Testing Approach (co-authored with Prof. Saif Siddiqui), 3^rd International Conference on Financial Markets and Corporate Finance, 12^th− 14^thJuly, 2018, Indian Institute of Technology Kanpur, India.