Anupam Dutta

Assistant Professor

D.Sc. (Finland), MBA (Spain)
Faculty of Business Studies, Accounting and Finance
E-mail: firstname.lastname@uva.fi
Telephone: +358 29 449 8128
Address: Wolffintie 34, 65200 Vaasa
Office: Tervahovi D321 
Office Hours: By Appointment (Email)

Publications and scientific activities:

» Research Database SoleCRIS

 

Educational Qualification

D.Sc. (University of Vaasa, Finland)

MBA (Universidad Carlos III de Madrid, Spain)

Teaching Portfolio

Financial Derivatives & Risk Management

Fundamentals of Financial Markets

Introduction to Accounting & Finance

Research Interests

Energy finance

Financial economics

Econometrics of financial markets

Research Awards

Recipient of Åbo Akademi 2017 Best Article Award for the paper 'Impact of Oil Price Uncertainty on Middle East and African Stock Markets'.

Selected Publications

Dutta, A. (2017). Cointegration and Nonlinear Causality amongst Ethanol-related Prices: Evidence from Brazil. GCB Bioenergy, Forthcoming.

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

Dutta, A. (2017). Modeling and Forecasting the Volatility of Carbon Emission Market: The Role of Outliers, Time-varying Jumps and Oil Price Risk. Journal of Cleaner Production, Forthcoming.

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.

Dutta, A. (2017). A Note on the Implied Volatility Spillovers between Gold and Silver Markets. Resources Policy, Forthcoming.

Dutta, A. (2017). Impacts of Oil Volatility Shocks on Metal Markets: A Research Note. Resources Policy, Forthcoming.

Dutta, A. (2017). Oil and Energy Sector Stock Markets: An Analysis of Implied Volatility Indexes. Journal of Multinational Financial Management, Forthcoming.

Dutta, A. (2017). Implied Volatility Linkages between the US and Emerging Equity Markets: A Note. Global Finance Journal, Forthcoming.

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.

Talks

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, Swednen, 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.

Reviewer's Task

Energy Economics, International Review of Economoics and Finance, Economic Modelling,  Journal of Cleaner Production, Finance Research Letters, International Journal of Managerial Finance, Journal of Economic Studies, Journal of Financial Economic Policy, Cogent Economics and Finance, Economics Bulletin.