Prof. Ameet Kumar Banerjee
Qualification : PG - IIEST; FPM - XLRI, Jamshedpur
Email : ameet@xlri.ac.in
Functional Area : Finance
Languages Known : English, Hindi, Bengali
Brief Profile
Total Experience (in months)
240 (as on 17-SEP-22)
Experience Detail
Prof. Ameet Kumar Banerjee
Achievements and Research Interest/Area of Research Interests
Academic Distinction (Awards and Scholarships)
Adminstrative Distinction
Other Achievements
Area of RESEARCH INTERESTS
Financial Derivatives
Fixed Income Securities
Market Microstructure
Asset Pricing
Financial Modelling
Sustainability
Risk Management
Energy
Intervention of AI in Finance
Faculty Development Programs Attended
Courses Taught
Corporate Finance
Financial Institituions and Markets
Investment Management
Financial Derivatives
Empirical Finance
Financial Econometrics with R
Quantitative Finance
Consultancy Undertaken
In-Company Programs
INTELLECTUAL CONTRIBUTIONS (PUBLICATIONS)
Journal Articles-Refereed
- Banerjee, A. K., Dionisio, A., Sensoy, A., & Goodell, J. W. (2024). Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. Energy Economics, 107683. (ABDC-A*)
- Banerjee, A. K., Akhtaruzzaman, M., & Chatterjee, S. (2024). Earnings management: the influence of peer group and the corporate governance intervention. Journal of Accounting Literature. (ABDC-A)
- Banerjee, A. K., Sensoy, A., Rahman, M. R., & Palma, A. (2024). Commonality in volatility among green, brown, and sustainable energy indices. Finance Research Letters, 64, 105384. (ABDC-A)
- Banerjee, A. K., Pradhan, H. K., Sensoy, A., Fabozzi, F., & Mahapatra, B. (2024). Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. Annals of Operations Research, 1-22. (ABDC-A).
- Banerjee, A. K., Mishra, S. K., & Sensoy, A. (2024). Career aspirations and financial planning of young people in family businesses. Research in International Business and Finance, 70, 102363.
- Banerjee, A. K., Özer, Z. S., Rahman, M. R., & Sensoy, A. (2024). How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. International Review of Economics & Finance. (ABDC-A)
- Banerjee, A. K., Akhtaruzzaman, M., Sensoy, A., & Goodell, J. W. (2024). Volatility spillovers and hedging strategies between impact investing and agricultural commodities. International Review of Financial Analysis, 103237.(ABDC -A)
- Banerjee, A. K. (2024). Environmental Sustainability and the time-varying changing dynamics of Green and Brown Energy ETFs. Finance Research Letters, 105148. (ABDC-A)
- Banerjee, A. K. (2024). Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets. Economics Letters, 111551. (ABDC-A)
- Akhtaruzzaman, M., Banerjee, A. K., Le, V., & Moussa, F. (2024). Hedging precious metals with impact investing. International Review of Economics & Finance, 89, 651-664. (ABDC-A).
- Banerjee, A. K., Pradhan, H. K., Sensoy, A., & Goodell, J. W. (2024). Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. International Review of Financial Analysis, 91, 102995. (ABDC-A)
- Banerjee, A. K., Sensoy, A., & Goodell, J. W. (2023). Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. Energy Economics, 107224. (ABDC-A*).
- Banerjee, A. K., Sensoy, A., Goodell, J. W., & Mahapatra, B. (2023). Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. Finance Research Letters, 104658. (ABDC-A)
- Banerjee, A. K., Chatterjee, S., & Dutta, A. (2023). Market power, industry concentration and earnings management: does corporate governance matter. The Journal of Risk Finance. (ABDC-B)
- Ahmed, S., Banerjee, A. K., James, W., & Moussa, F. (2023). Is the Evergrande crisis spillig beyond China?. Research in Internatonal Business and Finance, 102080. (XL-A)
- Akhtaruzzaman, M., Banerjee, A. K., Boubaker, S., & Moussa, F. (2023). Does green improve portfolio optimisation?. Energy Economics, 106831. (ABDC- A*)
- Banerjee, A. K. (2023). Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR. The Journal of Risk Finance. (ABDC-B)
- Banerjee, A. K., Akhtaruzzaman, M., Dionisio, A., Almeida, D., & Sensoy, A. (2022). Nonlinear nexus between cryptocurrency returns and COVID–19 COVID-19 news sentiment. Journal of Behavioral and Experimental Finance, 36, 100747. (ABDC-A)
- Banerjee, A. K. (2022). You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation. The Journal of Risk Finance, (ahead-of-print). (ABDC-B)
- Banerjee, A. K., & Pradhan, H. K. (2022). Influence of demographic profiles in adoption of digital payment system in India: a multigroup invariance analysis. Technology Analysis & Strategic Management, 1-17. (ABDC-B)
- Akhtaruzzaman, M., Banerjee, A. K., Ghardallou, W., & Umar, Z. (2022). Is greenness an optimal hedge for sectoral stock indices?. em>Economic Modelling, 106030. (ABDC - A)
- Banerjee, A. K., & Pradhan, H. K. (2022). Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. Finance Research Letters, 45, 10213. (ABDC - A)
- Banerjee, A. K., & Pradhan, H. K. (2021). Did precious metals serve as hedge and safe-haven alternatives to equity during the COVID-19 pandemic: New insights using a copula-based approach. Journal of Emerging Market Finance, 09726527241251515. (ABDC-B).
- Banerjee, A. K. (2021). Futures market and the contagion effect of COVID-19 syndrome. Finance Research Letters, 43, 102018. (ABDC - A)
- Banerjee, A. K., Dionisio, A., Pradhan, H. K., & Mahapatra, B. (2021). Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. International Review of Financial Analysis, 77, 101848. (ABDC - A)
- Banerjee, A. K., Pradhan, H. K., Tripathy, T., & Knagaraj, A. (2020). Macroeconomic news surprises volume and volatility relationship in index futures market. Applied Economics, 52(3), 275-287. (ABDC-A)
- Banerjee, A. K., & Pradhan, H. K. (2020). Rsponses of Economic News on Asset Prices: A Study of Indian Stock Index Futures. Applied Finance Letters, 9(SI), 3-14. (ABDC-B)
- Banerjee, Ameet Kumar,and H. K. Pradhan. "Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market." Journal of Quantitative Economics 18.4 (2020): 767-782. (ABDC - B)
- Banerjee, A. K., & Mohanty, . (2020). Value relevance, earnings management, and corporate governance in India. Economic and Political Weekly, 55(38), 54-60. (ABDC -B)
- Banerjee, A. K., Huidrom, G., & Padhan, P. C. (2018). Impact of Organizational Slack on IPO Valuation: A Study of Indian Firms. South Asian Journal of Management, 25(4), 101-116. (ABDC -C)
Published Research Monographs
Scholarly Books
- Business Mathematics published by B S publications.
- Financial Analytics and R (Forthcoming).
Chapters in Scholarly books
Conference Proceedings-Refereed
Paper Presentations-Refereed
Text Books
Business Mathematics
Research Report
Working paper
Key note presentation
Published articles in newspapers/magazines
Ameet Kumar Banerjee and Sabri Boubaker, 2021, Financial sector woes Covid 2.0 poses many a challenge for the sector, The Hindu Businessline
Cases developed for Teaching purpose
Other Professional Activities
Achievements in Professional activities
Chairperson/Co-Chairperson in conferences
Co-ordinating/Organizing Workshop/Conferences /MDPs
Contribution towards Institution building/ development/ services such as Chairperson (Placement) etc
Guide/evaluator/ examiner at doctoral research level
Invited to deliver Keynote addresses/ speeches
Membership of Professional Bodies
Participation in Workshops/Conferences/Forums/ Meetings etc
Professional Services such as Member/Editor of Editorial Board/ Advisory Committee etc
Reviewer/Referee in Journals/ Conferences etc
- Energy Economics (ABDC - A*)
- International Review of Financial Analysis (ABDC -A)
- Journal of International Financial Markets, Institution & Money (ABDC – A)
- Economic Modelling (ABDC – A)
- Finance Research Letters (ABDC – A)
- Applied Economics (ABDC – A )
- International Review of Economics and Finance (ABDC- A)
- Business and Society (ABDC-A)
- Research in International Business and Finance (ABDC – B)
- Journal of Risk Finance (ABDC – B)
- North American Journal of Economics and Finance (ABDC – B)
- International Journal of Emerging Markets (ABDC – B)
- Plos One (Web of Science indexed journal).
Visiting Faculty
Research Project Undertaken