Anupam Dutta

Tutkijatohtori

Laskentatoimen ja rahoituksen yksikkö, Rahoitus
etunimi.sukunimi@univaasa.fi
029 449 8128
Wolffintie 34, 65200 Vaasa
Tervahovi D321

Educational Qualification

D.Sc. (University of Vaasa, Finland)

MBA (Universidad Carlos III de Madrid, Spain)

Teaching Portfolio

Financial Derivatives & Risk Management

Fundamentals of Financial Modeling

Introduction to Accounting & Finance

Research Interests

Energy finance

Financial economics

Econometrics of financial markets

Research Awards

Recipient of 'Ostrobothnia Chamber of Commerce Award 2018' from University of Vaasa.

Recipient of 'Emerald Literati Award 2018' for the paper 'Impact of Oil Volatility Shocks on Global Emerging Market Stock Returns'.

Recipient of 'Research Act Award of 2017' from University of Vaasa.

Recipient of 'Åbo Akademi 2017 Best Article Award' from University of Vaasa.

Selected Publications

Dutta, A., Bouri, E. and Roubaud, D. (2020). Modelling the volatility of crude oil returns: jumps and volatility forecasts. International Journal of Finance and Economics, Forthcoming.

Dutta, A., Bouri, E., Saeed, T. and Vo, X.V. (2020). Impact of energy sector volatility on clean energy assets. Energy, Forthcoming.

Dutta, A., Das, D., Jana, R.K. and Vo, X.V. (2020). COVID-19 and Oil Market Crash: Revisiting the Safe Haven Property of Gold and Bitcoin. Resources Policy, Forthcoming.

Dutta, A., Mishra, T., Uddin, G.S., and Yang, Y. (2020). Brexit Uncertainty and Volatility Persistence in Tourism Demand. Current Issues in Tourism, Forthcoming.

Ahmad, W., Prakash, R., Uddin, G.S., Chahal, R.J.K., Rahman, L. and Dutta, A. (2020). On the Intraday Dynamics of Oil Price and Exchange Rate: What Can We Learn from China and India? Energy Economics, Forthcoming.

Rahman, L., Shahzad, S.J.H., Uddin, G.S. and Dutta, A. (2020). Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas. The Energy Journal, Forthcoming.

Dutta, A., Jana, R.K. and Das, D. (2020). Do Green Investments React to Oil Price Shocks? Implications for Sustainable Development. Journal of Cleaner Production, Forthcoming.

Yahya, M., Ghosh, S., Kanjilal, K., Dutta, A. and Uddin, G.S. (2020). Evaluation of cross-quantile dependence and causality between nonferrous metals and clean energy indexes. Energy, Forthcoming.

Jalkh, N., Bouri, E., Vo, X.V. and Dutta, A. (2020). Hedging the risk of travel and leisure stocks: The role of crude oil. Tourism Economics, Forthcoming.

Uddin, G.S., Hernandez, J. A., Dutta, A., Kang, S.H., Yoon, S.M.  (2020). Impact of food price volatility on the US restaurant sector. Applied Economics, Forthcoming.

Hernandez, J. A., Uddin, G.S., Dutta, A., Ahmed A. and Kang, S.H.(2020). Are ethanol markets globalized or regionalized. Physica A, Forthcoming.

Das, D., Roux, C. L., Jana, R.K. and Dutta, A (2019). Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar. Finance Research Letters, Forthcoming.

Dutta, A., Bouri, E., Das, D. and Roubaud, D. (2019). Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes: Implications for Sustainability. Journal of Cleaner Production, Forthcoming.

Bouri, E., Jalkh, N., Dutta, A. and Uddin, G. S. (2019). Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. Energy, 178: 544-553.

Das, D., Dutta, A., Vadra, A. and Uddin, G.S. (2019). Role of Presidential Uncertainties on the Hotel Industry. Annals of Tourism Research, Forthcoming.

Das, D. and Dutta, A. (2019). Bitcoin's energy consumption: Is it the Achilles heel to miner's revenue?. Economics Letters, Forthcoming.

Tiwari, A. K., Das, D. and Dutta, A. (2019). Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country. Tourism Management, 75: 323-327.

Dutta, A., Jalkh, N., Bouri, E. and Dutta, P. (2019). Assessing the Risk of the European Union Carbon Allowance Market: Structural Breaks and Forecasting Performance. International Journal of Managerial Finance, Forthcoming.

Dutta, A. (2019). Impact of Silver Price Uncertainty on Solar Energy Firms. Journal of Cleaner Production, 225: 1044-1051.

Dutta, A., Bouri, E. and Roubaud, D. (2019). Nonlinear Relationships amongst the Implied Volatilites of Crude Oil and Precious Metals. Resources Policy, 61: 473-478.

Dutta, A., Knif, J., Kolari, J. and Pynnönen, S. (2018). A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies. Journal of Empirical Finance, 47: 1-24.

Dutta, A. (2018). Modeling and Forecasting the Volatility of Carbon Emission Market: The Role of Outliers, Time-varying Jumps and Oil Price Risk. Journal of Cleaner Production, 172: 2773-2781.

Dutta, A., Bouri, E., and Noor, H. (2018). Return and Volatility Linkages between CO2 Emission and Clean Energy Stock Prices. Energy, 164: 803-810.

Dutta, A. (2018). A Note on the Implied Volatility Spillovers between Gold and Silver Markets. Resources Policy, 55: 192-195.

Dutta, A. (2018). Impacts of Oil Volatility Shocks on Metal Markets: A Research Note. Resources Policy, 55: 9-19.

Dutta, A. (2018). Implied Volatility Linkages between the US and Emerging Equity Markets: A Note. Global Finance Journal, 35: 138-146.

Dutta, A. (2018). Oil and Energy Sector Stock Markets: An Analysis of Implied Volatility Indexes. Journal of Multinational Financial Management, 44: 61-68.

Dutta, A. (2017). Oil Price Uncertainty and Clean Energy Stock Returns: New Evidence from Crude Oil Volatility Index. Journal of Cleaner Production, 164: 1157-1166.

Noor, H. and Dutta, A. (2017). On the Relationship between Oil and Equity Markets: Evidence from South Asia. International Journal of Managerial Finance, 13(3): 287-303.

Dutta, A. (2017). Modeling and Forecasting Oil Price Risk: The Role of Implied Volatility Index.  Journal of Economic Studies, 44(6): 1003-1016.

Dutta, P., Noor, H. and Dutta, A. (2017). Impact of Oil Volatility Shocks on Global Emerging Market Stock Returns. International Journal of Managerial Finance, 13(5): 578-591.

Dutta, A., Nikkinen, J. and Rothovius, T. (2017). Impact of Oil Price Uncertainty on Middle East and African Stock Markets. Energy, 123: 189-197.

Talks

Assessing the Risk of the European Union Carbon Allowance Market: Structural Breaks and Forecasting Performance. Multinational Finance Conference, Greece, April 19-21, 2019.

Impact of Silver Price Uncertainty on Solar Energy Firms. 2nd Symposium on Emerging Topics in Financial Economics, Linköping University, Sweden, February 21, 2019.

Modeling and Forecasting Electricity Price Volatility: A GARCH-jump Approach. Multinational Finance Conference, Budapest, Hungary, 24-27 June, 2018.

Oil Price Uncertainty and Stock Returns: Evidence from the US Transportation Industry. INFINITI Conference, Poznan, Poland, 10-12 June, 2018.

Investigating the Association between Oil VIX and Equity VIX: Evidence from China. The European Financial Management Symposium, Xiamen, China, 7-9 April, 2017.

Impact of Oil Price Uncertainty on Middle East and African Stock Markets. Multinational Finance Conference, Stockholm, Sweden, 26-29 June, 2016.

Improved Calendar Time Approach for Measuring Long-Run Anomalies. Stochastic Visit Workshop of the FDPSS, Tartu, Estonia, 12th September, 2014.

Improved Calendar Time Approach for Measuring Long-Run Anomalies. Mathematics Symposium, Tampere, Finland, 2nd June, 2014.

Research Grants

Recipient of research grants from 'Finnish Foundation for Economic Education', 2019.

Research Visit

Linköping University, Sweden, February, 2019.

Reviewer's Task

Journal of Business Research, International Journal of Finance and Economics, International Journal of Forecasting, Energy Economics, International Review of Economics and Finance, Journal of Forecasting, Empirical Economics, Emerging Market Finance & Trade, Economic Modelling,  Journal of Cleaner Production, Applied Economics, Finance Research Letters, Bulletin of Economic Research,  International Journal of Managerial Finance, Journal of Economic Studies, Journal of Financial Economic Policy.

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