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Achievements and Research Interest/Area of Research Interests
Area of RESEARCH INTERESTS
- Financial Derivatives
- Fixed Income Securities
- Market Microstructure
- Asset Pricing
- Financial Modelling
- Sustainability
- Risk Management
- Energy
- Intervention of AI in Finance
Courses Taught
- Corporate Finance
- Financial Institituions and Markets
- Investment Management
- Financial Derivatives
- Empirical Finance
- Financial Econometrics with R
- Quantitative Finance
Intellectual Contributions (Publications)
Journal Articles-Refereed
- Banerjee, A. K., & Jhawar, A. (2025). What if I shy away from cash payments during travel? The changing dynamics of intentions to use digital payment systems. Loisir et Société/Society and Leisure, 1-20. (ABDC-B)
- Banerjee, A. K., Rahman, M. R., Misra, A. K., & Sensoy, A. (2025). Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach. Research in International Business and Finance, 73, 102636. (ABDC-B)
- Banerjee, A. K., Sensoy, A., & Goodell, J. W. (2024). Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods. International Review of Economics & Finance, 96, 103740. (ABDC-A)
- Banerjee, A. K., & Pradhan, H. K. (2024). Influence of demographic profiles in adoption of digital payment system in India: a multigroup invariance analysis. Technology Analysis & Strategic Management, 36(10), 2285-2301. (ABDC-B)
- Banerjee, A. K., Boubaker, S., & Al-Nassar, N. S. (2024). Climate policy initiatives, green finance, and carbon risk interconnectedness. Finance Research Letters, 67, 105776. (ABDC-A)
- Banerjee, A. K., Pradhan, H. K., Akhtaruzzaman, M., Sensoy, A., & Dann, S. (2024). Anatomy of sovereign yield behaviour using textual news. Research in International Business and Finance, 71, 102458. (ABDC-B)
- 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)
Scholarly Books
- Business Mathematics published by B S publications.
- Financial Analytics and R (Forthcoming).
Text Books
- Business Mathematics
Working Paper
- “Government Intervention and Green Innovation in Renewable Energy”. Fourth Edition of Ethical Finance and Sustainability Conference: Energy Transition & Sustainability EDC Paris Business School 12-13 May 2022.
- “Impact investing: The hedge and diversification for the agricultural commodities”. Fourth Edition of Ethical Finance and Sustainability Conference: Energy Transition & Sustainability EDC Paris Business School 12-13 May 2022.
- "Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment” International Conference Organized at Rennes France to be held on 7-8 April 2022.
- The role of fake and media hype COVID-19 news on the commodity market: Can deep learning predict the behavior? – International conference organized by NISM – CMC 2021.
- Responses of Economic News on Asset Prices: A Study of Indian Stock Index Futures - Research Conference jointly organized by SEBI and NISM – Titled - “Changing Landscape of Securities Market in India”.
- Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market - Research Conference jointly organized by SEBI and NISM – Titled - “Changing Landscape of Securities Market in India”.
- Value Relevance, Earnings Management and Corporate Governance in India” - Fourth Pan IIM World Conference organized by Indian Institute of Management, Ahmedabad” (2016).
- The Role of Slack on IPO Performance: The Case of Indian Firms - organized by Indian Institute of Management Lucknow (2015).
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
Other Professional Activities
Chairperson/Co-Chairperson in Conferences
Co-Chairperson for Conference titled "Climate Change and Energy Transition: The Role of Green Finance in Sustainable Development"
Co-Ordinating/Organizing Workshop/Conferences /MDPS
Organized International Conference- Climate Change and Energy Transition: The Role of Green Finance in Sustainable Development
Guide/Evaluator/ Examiner at Doctoral Research Level
Co-Guide and certificated awarded to the Scholar from NIT Durgapur.
Professional Services such as Member/Editor of Editorial Board/ Advisory Committee etc
Associate Editor of Journal of Economic Surveys (ABDC-A) category journal
Associate Editor of Economic Analysis and Policy (ABDC-B) category journal
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)
- 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).
- Computer in Human Behavior
- Emerging Markets Finance and Trade (ABDC-B)
- Economic Letters (ABDC-A)
- Journal of Economic Surveys (ABDC-A)
- Appled Economic Letters(ABDC-B)
- Journal of Business Research (ABDC-A)
- Economic Analysis and Policy (ABDC-B)
- Journal of Accouting Literature (ABDC-A)