Assistant Professor

Dr. Anoop S Kumar

Department of Economics

Interests
  1. Wavelets
  2. Financial Econometrics
  3. Applied timeseries modelling

Education

2006

GRIT Pampady, M.G. University, Kerala
India
B.Tech.

2011

Dept. of Economics, University of Hyderabad
India
M.A.

2013

School of Economics, University of Hyderabad
India
M.Phil.

2015

School of Economics, University of Hyderabad
India
Ph.D.

Experience

  • 2019 July-2020 June | Guest Faculty | Dept. of Economics, Central University of Andhra Pradesh, Ananthapuramu
  • 2018 June-2019 July | Data Scientist | Waggle Lab, Thiruvananthapuram
  • 2015 March-2017 December | Assistant Professor | Dept of Economics, BITS Pilani KK Birla Goa Campus

Research Interest

  • Analysing the dynamics of financial markets behaviour using wavelets and financial econometrics.
  • Studying the interdependence of financial markets during extreme situations.
  • Analysing the complex dynamic nature of economy.
  • Social media analysis.

Awards & Fellowships

  • 2011 - Junior Research Fellowship in Economics, UGC

Memberships

  • Life Member of the Indian Econometric Society

List of Publications

  • Energy Consumption, Institutional Quality and Tourist Arrival in Pakistan: Is the Nexus (A)symmetric amidst Structural Breaks?, Nathaniel Solomon, Saeed Meo, GM Shaik and Anoop S Kumar, Journal of Public Affairs(Forthcoming)
  • Efficient or Adaptive? Evidence from Indonesian Forex Market, Anoop S Kumar, S Anandarao, Journal of Public Affairs (Forthcoming)
  • Testing Safe Haven Property of Bitcoin and Gold during Covid-19: Evidence from Multivariate GARCH analysis, Anoop S Kumar, Economics Bulletin(Forthcoming)
  • On the Informational Efficiency of the Crypto-Currency Market, Anoop S Kumar, T Nagaraju and Taufeeq Ajaz, IUP Journal of Applied Economics, 19 (1),47-56, 2020
  • Country-level Governance and Capital Markets in Asia-Pacific Region, Geeta D, Frank S and Anoop S Kumar,Indian Journal of Corporate Governance,12(2), 187-212, 2019
  • Co-Movement in Crypto-Currency Markets: Evidences from Wavelet Analysis, Anoop S Kumar and Taufiq Ajaz, Financial Innovations,5(1),33 ,2019
  • Volatility Spillover in Crypto-Currency Markets: Some Evidences from GARCH and Wavelet Analysis, Anoop S Kumar and S Anandarao, Physica A ,524,444-458,2019
  • Consumption Inequality in India after Liberalization: A Caste Based Assessment, Anoop S Kumar, Yazir P and Gopika GG, Singapore Economic Review ,64(01),139-155,2019
  • Herding in Crypto-Currency Markets, Taufeeq Ajaz and Anoop S Kumar, Annals of Financial Economics,13(02),1850006, 2018
  • Oil Price Shocks and their Impact on the Indian Economy; Evidence from Sign Restricted SVAR Model, Chaithanya Jayakumar, Anoop S Kumar, Marco Tucci, IUP Journal of Applied Economics ,17(1),58-65,2018
  • Fractal market hypothesis: Evidence for nine Asian Forex markets, Anoop S Kumar, Chaithanya Jayakumar and B Kamaiah, Indian Economic Review ,52,181-192, 2017
  • Long Memory Volatility in Asian Stock Markets, D Geeta, Anoop S Kumar, S Frank and K Leon, Pacific Accounting Review, 29 (3),423-442, 2017
  • Returns and Volatility Spillover between Asian Equity Markets: A Wavelet Approach, Anoop S Kumar and B Kamaiah, Economic Annals, 62 (212), 63-83 ,2017
  • Efficiency, Non-linearity and Chaos: Evidences from BRICS Foreign Exchange Markets, Anoop S Kumar and B Kamaiah, Theoretical and Applied Economics, 23 (1),103-118,2016
  • Explaining Financial Crisis by Fractal Market Hypothesis: Evidences from Indian Equity Markets, Anoop S Kumar and B Kamaiah, Hyperion Journal of Econophysics and new economy ,8(1),83-96,2015.
  • Testing for Long memory in volatility in Indian Forex market, Anoop S Kumar, Economic Annals, 59 (203), 75-90, 2014
  • On Chaotic Nature of the Emerging European Forex Markets, Anoop S Kumar and B Kamaiah, Romanian Economic Journal, 17 (53), 25-40, 2014
  • Complex Dynamical Analysis of Indian capital market, Anoop S Kumar and B Kamaiah, Economic Research International, 807580 ,2014
  • Efficient Market Hypothesis: Some evidences from emerging European Forex markets, Anoop S Kumar and B Kamaiah, Romanian Economic Journal, 17 (52), 27-43,2014.
  • Wavelet Based Sample Entropy Analysis: A New method to test weak form efficiency, Anoop S Kumar, B Kamaiah, Theoretical and Applied Economics, 597 (8), 19-26, 2014
  • On Scaling and Multifractal Behavior in the Indian Foreign Exchange Market, Anoop S Kumar, IPE journal of International Economics, 3(1), 44-56,2012
  • Testing for Weak form market efficiency in the Indian foreign exchange market, Anoop S Kumar, The IUP Journal of Monetary Economics,9(3), 7-19, 2011
  • An analysis of Long memory in the Indian foreign exchange market,Anoop S Kumar, GITAM review of International Business, 4(1), 23-34, 2011
  • An analysis of Volatility in the Indian foreign exchange market, Anoop S Kumar, IPE Journal of managerial finance and research,6(2), 37-45,2010
Book Chapters
  • Co-movement among Asian Forex markets: Evidence from Wavelet Methods, in Current Issues in Economics and Finance, Anoop S Kumar and B Kamaiah, Springer 2018
  • Statistical Analysis of a Data Center Resource Usage Patterns: A Case Study in Springer Lecture notes in Computer Science ,Somnath Mazumdar and Anoop S Kumar, 2018
  • An Inquiry into the Dynamics of Inequality from the Perspective of Caste in Poverty, in Inequality and Health in India with Special Reference to North-East India, Anoop S Kumar and Yazir P, Springer 2017
  • Adaptive Resource Allocation for Load Balancing in Cloud in Cloud Computing: Principles, Systems and Applications, Somnath Mazumdar, A. Scionti and Anoop S Kumar, Springer 2017
  • Forecasting Data Center Resource Usage: An Experimental Comparison with Time-Series Methods, Proceedings of International Conference on Soft Computing and Pattern Recognition, Somnath Mazumdar and Anoop S Kumar, Springer,2016
  • Forecasting HPC Workload Using ARMA Models and SSA ,in ICIT 2016 conference proceedings, Anoop S Kumar and Somnath Mazumdar, IEEE , 2016
  • On dynamical structure of the Indian Banking Sector Indices, in Emerging Trends in Banking Sector, edited by R K Mishra et.al., Anoop S Kumar and B Kamaiah, Published by IPE Hyderabad, 2016
  • Testing for Weak form efficiency in BSE and NSE using Variance ratio tests, in Corporate Finance and Financial Services- Emerging Trends, P Raja lingam Goud, Anoop S Kumar and N Mahesh, published by School of Management studies, University of Hyderabad,2014.

Contact Details

  • E-mail id: anoopkumar.s@srmap.edu.in
  • Mobile No.:
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