IIM Bodh Gaya's Publications


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Total No of Publication : 140

A risk-neutral approach to the RAROC method of loan pricing using account-level data

  • Authors: Misra A.K., Rahman M.R., Tiwari A.K.
    Year: 2023 | IIM Bodh Gaya
    Source: Journal of Risk Finance
    DOI: 10.1108/JRF-09-2022-0240

Purpose: This paper has used account-level data of corporate and retail borrowers, assessed their credit risk through the risk-neutral principle and examined its implication on loan pricing. Design/methodology/approach: It derives the capital charge and credit risk-premium for expected and unexpecte...(Read Full Abstract)

An analysis of the time-varying causality and dynamic correlation between green bonds and us gas prices

  • Authors: Abakah E.J.A., Tiwari A.K., Adekoya O.B., Oteng-Abayie E.F.
    Year: 2023 | IIM Bodh Gaya
    Source: Technological Forecasting and Social Change
    DOI: 10.1016/j.techfore.2022.122134

Using the GO-GARCH, ADCC, and DCC models, this study investigates the volatilities and conditional correlations between green bonds and US gas prices. Furthermore, we investigate the causality between the markets from 11th January 2013 to 8th September 2020 using Shi et al. (2018) time-varying causa...(Read Full Abstract)

An empirical analysis of the dynamic relationship between clean and dirty energy markets

  • Authors: Tiwari A.K., Trabelsi N., Abakah E.J.A., Nasreen S., Lee C.-C.
    Year: 2023 | IIM Bodh Gaya
    Source: Energy Economics
    DOI: 10.1016/j.eneco.2023.106766

This research provides an empirical analysis of the dynamic relationship between clean and dirty energy markets. Specifically, we use Brent crude, West-Texas-Intermediate (WTI) crude, OPEC oil, Crude oil Oman and Crude Oil Dubai to denote dirty energy markets and use the S&P Global Clean Energy Inde...(Read Full Abstract)

An improved entropy function for the intuitionistic fuzzy sets with application to cloud vendor selection

  • Authors: Krishankumar R., Ravichandran K.S., Aggarwal M., Pamucar D.
    Year: 2023 | IIM Bodh Gaya
    Source: Decision Analytics Journal
    DOI: 10.1016/j.dajour.2023.100262

This study proposes a novel entropy function for the intuitionistic fuzzy sets to improve the existing fuzzy entropy measure. We introduce an attitude-based entropy measure by methodically calculating the experts’ attitude values through variance approach. We discuss several important properties a...(Read Full Abstract)

An inventory-aware and revenue-based itemset placement framework for retail stores

  • Authors: Mondal A., Mittal R., Saurabh S., Chaudhary P., Reddy P.K.
    Year: 2023 | IIM Bodh Gaya
    Source: Expert Systems with Applications
    DOI: 10.1016/j.eswa.2022.119404

Retailer revenue is significantly impacted by item placement. Given the prevalence and popularity of medium-to-large-sized retail stores, several research efforts have been made towards facilitating item/itemset placement for improving retailer revenue. However, they fail to consider the issue of in...(Read Full Abstract)

Analysing the effect of low carbon product design on firm performance

  • Authors: Das C.
    Year: 2023 | IIM Bodh Gaya
    Source: International Journal of Productivity and Performance Management
    DOI: 10.1108/IJPPM-10-2020-0516

Purpose: The purpose of this study is to analyze the effect of low carbon product design on firm's competitiveness and economic performance. It also examines the mediating role of the proactive environmental strategy and eco-innovation on low carbon product design, competitiveness and economic perfo...(Read Full Abstract)

Analysing the impact of carbon emissions and non-renewable energy use on infant and under-5 mortality rates in Europe: new evidence using panel quantile regression

  • Authors: Adeleye B.N., Tiwari A.K., Shah M.I., Ullah S.
    Year: 2023 | IIM Bodh Gaya
    Source: Environmental Modeling and Assessment
    DOI: 10.1007/s10666-023-09877-2

This study critically examines the health-environment discourse and uses infant and under-5 mortality rates, carbon emissions, and non-renewable energy to investigate the inherent associations. We argue that the concentration of greenhouse gas emissions is considered to increase and can undermine th...(Read Full Abstract)

Analyzing Markov dependence-switching between E7 stock markets

  • Authors: Rehman M.Z., Tiwari A.K., Samontaray D.P.
    Year: 2023 | IIM Bodh Gaya
    Source: Economic Research-Ekonomska Istrazivanja
    DOI: 10.1080/1331677X.2023.2180052

We investigate the dependence structure among the seven emerging stock markets namely Brazil, China, India, Indonesia, Mexico, South Korea, and Turkey for the period 2000 to 2018 by employing a dependence-switching copula model. This model allows us to investigate the tail dependence and regime shif...(Read Full Abstract)

Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets

  • Authors: Abakah E.J.A., Tiwari A.K., Oliyide J.A., Appiah K.O.
    Year: 2023 | IIM Bodh Gaya
    Source: International Journal of Managerial Finance
    DOI: 10.1108/IJMF-09-2021-0428

Purpose: This paper investigates the static and dynamic directional return spillovers and dependence among green investments, carbon markets, financial markets and commodity markets from January 2013 to September 2020. Design/methodology/approach: This study employed both the quantile vector autoreg...(Read Full Abstract)

Antecedents and job outcomes from a self-efficacy perspective while working from home among professionals during the covid-19 pandemic

  • Authors: Lathabhavan R., Griffiths M.D.
    Year: 2023 | IIM Bodh Gaya
    Source: International Journal of Manpower
    DOI: 10.1108/IJM-04-2022-0185

Purpose: Working from home (WFH) was one of the major changes that occurred in many organizations during the COVID-19 pandemic. This also led to online training being conducted during this WFH period. The present study investigated the role of technology, manager support and peer support on self-eff...(Read Full Abstract)

Are exchange rate contagions asymmetric? evidence from emerging market economies

  • Authors: Naeem M.A., Anwer Z., Karim S., Tiwari A.K.
    Year: 2023 | IIM Bodh Gaya
    Source: Emerging Markets Finance and Trade
    DOI: 10.1080/1540496X.2023.2192347

In view of increasing importance of emerging market currencies in the global foreign exchange markets and the growing concerns regarding the vulnerability of these currencies to global crises, we assess the connectedness of 16 emerging currencies by employing asymmetric domains of time and frequency...(Read Full Abstract)

Assessing impact of consumer perceived CSR on consumer attitude and purchase behaviour in retail segment: a stakeholder theory perspective

  • Authors: Rathore P., Saha E., Chakraborty S., Tiwari A.K.
    Year: 2023 | IIM Bodh Gaya
    Source: Society and Business Review
    DOI: 10.1108/SBR-10-2021-0207

Purpose: This study aims to examine the relationship between the perception of consumers about corporate social responsibility (CSR) and consumers’ purchasing behaviour in the retail sector. Specifically, this study investigates the impact of perceived CSR on consumer attitude and behaviour and th...(Read Full Abstract)

CEO transformational leadership, supply chain agility and firm performance: a TISM modeling among SMEs

  • Authors: Prabhu H.M., Srivastava A.K.
    Year: 2023 | IIM Bodh Gaya
    Source: Global Journal of Flexible Systems Management
    DOI: 10.1007/s40171-022-00323-y

This article aims to present an approach to enhance the firm performance of SMEs by understanding the dynamics between the elements of the transformational leadership style of the CEO and the agility of the supply network. The business environment among SMEs is marked by fierce rivalry, quick change...(Read Full Abstract)

Classification of reviews of e-healthcare services to improve patient satisfaction: insights from an emerging economy

The COVID-19 pandemic has brought in many unique challenges and opportunities for patient care, and one is online healthcare practices. Patient satisfaction with online consultation is primary importance as online healthcare practices are evolving with time. Although previous research has examined h...(Read Full Abstract)

Co2 emission allowances risk prediction with gas and GARCH models

  • Authors: Trabelsi N., Tiwari A.K.
    Year: 2023 | IIM Bodh Gaya
    Source: Computational Economics
    DOI: 10.1007/s10614-021-10231-5

We analyse the predictive and the forecasting ability of various Generalized Autoregressive Score (GAS) and GARCH frameworks for European Union Allowances (EUAs) daily returns (EUAs returns) for the period 22/04/2005–28/02/2019. We further examine the impact of different distributional assumptions...(Read Full Abstract)

Comparing asymmetric price efficiency in regional ESG markets before and during covid-19

  • Authors: Naeem M.A., Yousaf I., Karim S., Tiwari A.K., Farid S.
    Year: 2023 | IIM Bodh Gaya
    Source: Economic Modelling
    DOI: 10.1016/j.econmod.2022.106095

The ever-emerging environmental, social, and governance (ESG) concerns have received significant attention of policymakers, governments, regulation bodies, and investors. Considering the markets volatilities due to economic and financial uncertainties that can drive the informational price inefficie...(Read Full Abstract)

Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht

This paper investigates the cross-spectral coherence and co-movement between the monthly return series of WTI oil price and exchange rate of Thai Baht against USD from 1986 to 2019. We use a quantile cross spectral (coherency) approach and time frequency wavelets as estimation techniques. Results fr...(Read Full Abstract)

Dissecting the compensation conundrum: a machine learning-based prognostication of key determinants in a complex labor market

  • Authors: Jaiswal R., Gupta S., Tiwari A.K.
    Year: 2023 | IIM Bodh Gaya
    Source: Management Decision
    DOI: 10.1108/MD-07-2022-0976

Purpose: Amidst the turbulent tides of geopolitical uncertainty and pandemic-induced economic disruptions, the information technology industry grapples with alarming attrition and aggravating talent gaps, spurring a surge in demand for specialized digital proficiencies. Leveraging this imperative, f...(Read Full Abstract)

Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy

  • Authors: Tiwari A.K., Jena S.K., Abakah E.J.A., Yoon S.-M.
    Year: 2023 | IIM Bodh Gaya
    Source: Applied Economics
    DOI: 10.1080/00036846.2023.2166896

The study applies the effective transfer entropy (ETE) and Renyi transfer entropy (RTE) to quantify the information flow between government bonds and equity market of G7 countries. The magnitude and direction of information flow between these two markets are dynamic across the state of the markets a...(Read Full Abstract)

Drivers of satisfaction and usage continuance in e-grocery retailing: a collaborative design supported perspective

  • Authors: Kumar A., Sikdar P., Gupta M., Singh P., Sinha N.
    Year: 2023 | IIM Bodh Gaya
    Source: Journal of Research in Interactive Marketing
    DOI: 10.1108/JRIM-02-2020-0035

Purpose: The purpose of the study is to identify the key antecedents relating to the interaction design of the e-groceryretail mobile applications and offer innovative marketing interventions to facilitate consumer–brand interaction and generate continuous usage intention. Design/methodology/appro...(Read Full Abstract)