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Sangram Keshari Jena

Observed names: Jena, Sangram Kesari, Sangram K. Jena, Sangram Kesari Jena
Observed institutions: Management Development Institute, Indian School of Business, International Management Institute, ICFAI Business School, ICFAI Foundation for Higher Education, International Management Institute, Bhubaneswar, Institute of Chartered Financial Analysts of India
ORCID: 0000-0003-2802-7582
Observed ORCID: 0000-0003-2802-7582
OpenAlex ID: A5069088369
Intellectual capital and firm performance: evidence from Indian banking sector
2019 · Suryanarayan Mohapatra, Sangram Keshari Jena, et al. · Applied Economics · 98
The connectedness in the world petroleum futures markets using a Quantile VAR approach
2021 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · Journal of commodity markets · 88
Impact of oil price risk on sectoral equity markets: Implications on portfolio management
2018 · Aviral Kumar Tiwari, Sangram Keshari Jena, et al. · Energy Economics · 86
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
2018 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · Energy Economics · 58
Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach
2021 · Ahmed Jeribi, Sangram Keshari Jena, et al. · International Journal of Financial Studies · 48
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Comovements of gold futures markets and the spot market: A wavelet analysis
2017 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · Finance research letters · 43
Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory
2020 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · International Journal of Finance & Economics · 37
Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
2022 · Umer Shahzad, Sangram Keshari Jena, et al. · Resources Policy · 30
Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
2022 · Aviral Kumar Tiwari, Sangram Keshari Jena, et al. · Applied Economics · 22
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy
2023 · Aviral Kumar Tiwari, Sangram Keshari Jena, et al. · Applied Economics · 20
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
2021 · Aviral Kumar Tiwari, Sangram Keshari Jena, et al. · Annals of Operations Research · 20
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
2021 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · Journal of risk and financial management · 19
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Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?
2019 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · World Economy · 15
Does Exchange Rate Volatility Affect Tourist Arrival In India: A Quantile Regression Approach
2020 · Sangram Keshari Jena, Aruna Kumar Dash · RePEc: Research Papers in Economics · 13
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Trading activity and Nifty index futures volatility: an empirical analysis
2014 · Sangram Keshari Jena, Ashutosh Dash · Applied Financial Economics · 12
Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
2021 · Sangram Keshari Jena, Amine Lahiani, et al. · Resources Policy · 11
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Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis
2019 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · Economies · 11
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Analysing the impact of FDI and globalization on tourism development
2021 · Sangram Keshari Jena, Aruna Kumar Dash, et al. · Anatolia · 10
Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality
2022 · Ashutosh Dash, Sangram Keshari Jena, et al. · Journal of risk and financial management · 9
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Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain
2022 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · Applied Economics · 6
Index futures volatility and trading activity: Measuring causality at a multiple horizon
2017 · Sangram Keshari Jena, Aviral Kumar Tiwari, et al. · Finance research letters · 6
Influence of foreign institutional holding on corporate risk-return profile: a panel quantile regression analysis
2024 · Souvik Banerjee, Amarnath Mitra, et al. · Cogent Economics & Finance · 3
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Sequential Information Arrival Hypothesis: More Evidence from the Indian Derivatives Market
2016 · Sangram K. Jena · Vision The Journal of Business Perspective · 3
Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis
2025 · Sangram Keshari Jena, Amine Lahiani, et al. · The North American Journal of Economics and Finance · 2
Structural Impact of the US Financial Stress on the Connectedness Between Asian Economies: Evidence From the Quantile Connectedness Approach
2025 · Ashutosh Dash, Sangram Keshari Jena, et al. · International Journal of Finance & Economics · 2
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Works count: 38
Citation count: 679
H-index: 13
I10-index: 18
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