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Saswat Patra
Institutions:
University of Luxembourg,
S.P. Jain Institute of Management and Research
Observed institutions:
University of Luxembourg,
S.P. Jain Institute of Management and Research
ORCID:
0000-0001-6135-7394
Observed ORCID:
0000-0001-6135-7394
OpenAlex ID:
A5027101760
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions
2021
·
Saswat Patra
·
Energy Economics
·
38
Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework
2019
·
Saswat Patra
, Pradiptarathi Panda
·
International Journal of Finance & Economics
·
37
Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall
2023
·
Saswat Patra
, Neha Gupta
·
European Journal of Finance
·
12
Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification
2025
·
Saswat Patra
, Kunjana Malik
·
Global Finance Journal
·
10
Unravelling the volume-volatility nexus in cryptos under structural breaks using fat-tailed distributions: mixture of distribution hypothesis and implications for market efficiency
2025
·
Saswat Patra
, Neha Gupta
·
European Journal of Finance
·
7
PDF
Does volume really matter? A risk management perspective using cross‐country evidence
2019
·
Saswat Patra
, Malay Bhattacharyya
·
International Journal of Finance & Economics
·
7
The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks
2025
·
Saswat Patra
, Abhay Kumar Singh
·
International Review of Economics & Finance
·
5
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting
2022
·
Saswat Patra
·
International Review of Economics & Finance
·
5
How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure
2020
·
Saswat Patra
, Malay Bhattacharyya
·
Risks
·
2
PDF
Can oil be used as an alternate asset for investment? Unveiling new insights using the NARDL model incorporating structural breaks
2024
·
Saswat Patra
, Kunjana Malik
·
Accounting and Finance
·
1
PDF
Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management
2024
·
Saswat Patra
, Malay Bhattacharyya
·
American Business Review
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Works count:
11
Citation count:
124
H-index:
6
I10-index:
4
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