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RESEARCH @ IIMV

5. Modeling tail risk in Indian commodity markets using
conditional EVT-VaR and their relation to the stock market

AUTHORS: SHALINI AGNIHOTRI, K CHAUHAN

Published in Investment Management and Financial Innovation (ABDC B)
This paper estimates the tail risk of highly traded Indian commodity futures using the conditional
EVT-VaR method for risk measurement. This study also explores the linkage between commodity
markets and stock markets post-GFC using Delta Co-VaR methodology.
Click here for the paper

Conference Presentations, Invited talks, and other achievements of IIMV faculty

Prof. Amit B Chakrabarti and Prof. Shameem Jawed
were selected for the Global Colloquium on Participant-Centered

Learning (GloColl) at Harvard Business School held between 24
and 29 July, and its follow-up seminar - Case Writing Workshop
(CWW).

BOOK CHAPTERS

1. Human resource management in the twenty-first century:
Present stand and the emerging trends in Indian organizations

AUTHORS: : BISHAKHA MAJUMDAR, SUSHANTA KUMAR
MISHRA AND PAWAN BUDHWAR

Published in T.A. Adisa& C. Mordi (Eds.) HRM in the Global South: A Critical
Perspective (pp. 217-252). Springer Nature: Switzerland AG.

The present chapter traces the evolution of HRM in India since 2000. It identifies and explores
the major trends, such as the receding importance of trade unions, the rise of individualized
HRM, adoption of digitalization and artificial intelligence, gig economy, and more recently,

labor reforms and the role of HRM in combating crises such as pandemics. In addition, it
identifies relatively less-explored issues in Indian HR practices that merit exploration in the
coming decades.

2. Mental health and the working professional

AUTHORS: : BISHAKHA MAJUMDAR

Published in S. Deb & B.A. Gerrard (Eds.)Handbook of Health and Well-Being: Challenges, Strategies and
Future Trends (pp. 233-256). Springer: Singapore.

13 VOL.3/ ISSUE 3, MAY-AUG 2022