FPM, Indian Institute of Management, Lucknow; MBA (Finance and Accounting), ICFAI Business School Hyderabad; B. Tech (Textile Technology), Government Central Textile Institute Kanpur.
Email: vikas.pandey@fsm.ac.in
Contact: 011-464855513
Total Years of Experience
10 Years
Brief description of Experience
He has worked for one and half years at IIM Jammu as an Assistant Professor in the area of Finance and Accounting. Earlier to that, he was associated with the School of Management & Entrepreneurship at Shiv Nadar University. He also has professional experience of more than seven years in accounting and financial reporting of hedge funds and private equity funds.
Research Interest Areas
Financial derivatives, Asset allocation, commodity and commodity derivatives, volatility & volatility spillover.
Consulting Interest Areas
Management Accounting, Financial Management, Financial derivative, Investment Management, Financial Econometrics.
Selected Publications
1) Vikas Pandey, Vipul, (2018) "Volatility Spillover from crude oil and gold to BRICS equity markets," Journal of Economic Studies, Vol. 45 Issue: 2, pp.426-440.
2) Pandey, V., & Vipul. (2017). Market efficiency and information content of Indian commodity futures markets. International Journal of Indian Culture and Business Management, 14(3), 274-293.
3) Pandey, V. (2020). Hedging performance of range-based volatility estimators. Journal of Business and Economic Studies, 24(2), 19-37.
