• Ph.D. - Financial Mathematics - Department of Mathematics, Faculty of Natural Sciences, Jamia Millia Islamia Central University, New Delhi (2011).
  • Thesis - Study of Different Available Mathematical Model & Their Effectiveness Relative to Black-Scholes Model in the present scenario with new recommendation
  • Research Domain - Non-Linear stochastic optimization
• M.Sc. Mathematics with Computer Science - Jamia Millia Islamia Central University, New Delhi, India (2003) with Distinction.
• B.Sc. University of Delhi, India (2001) First Division

Available to Supervise

Linkedin: https://www.linkedin.com/in/vipul-kumar-singh-5ba30236/

The objective of my research work is to explore the effectiveness of confluence of mathematics, finance, economics, econometrics, and computation technology in exploring systemic risk/contagion risk analysis of different assets classes covering equity, commodity, forex, and bonds. The aim is to extract and use the information contained in the financial assets class and their macroeconomic linkages that carry high contagion/spillover risk. The overall goal is to provide policymakers, traders, portfolio managers, etc. a connectedness mechanism that can enable them to mitigate the systemic/contagion/spillover risk. So, I try to investigate different avenues that are closer to empirical reality. Below mentioned are my areas of research:

• Systemic Risk Analysis
• Financial Engineering
• Corporate Governance
• Derivatives
• Financial Econometrics
• Sustainable Finance
• Energy Finance

• Corporate Finance
• Managerial Accounting
• Derivatives & Financial Modeling
• Financial Time Series Modeling
• Asset Valuation
• Financial Management

•  Bajaj, V., Kumar, P., and, Singh, V. K. (2022). Linkage Dynamics of Sovereign Credit Risk and Financial Markets: A Bibliometric Analysis. Research in International Business and Finance, 59 (January 2022), Article No. 101566.https://doi.org/10.1016/j.ribaf.2021.101566  (B Category)
• Purankar, S., and Singh, V. K. (2020). Dynamic volatility spillover connectedness of sectoral indices of commodity and equity: evidence from India. International Journal of Management Practice, 13 (2), 151-177.https://doi/pdf/10.1504/IJMP.2020.105670
• Singh, V. K., Kumar, P., and Nishant, S. (2019). Global Connectedness of MSCI Energy Equity Indices: A System-wide Network Approach. Energy Economics, 85 (October 2019), Article No. 104477. https://doi.org/10.1016/j.eneco.2019.104477  (A* Category)
• Singh, V. K., Kumar, P., and Nishant, S. (2019). Feedback Spillover Dynamics of Crude Oil and Global Assets Indicators: A System-wide Network Perspective. Energy Economics, 80(May), 321-335. https://doi.org/10.1016/j.eneco.2019.01.005  (A* Category)
• Singh, V. K., Nishant, S., and Kumar, P. (2018). Dynamic and Directional Network Connectedness of Crude Oil and Currencies: Evidence from Implied Volatility. Energy Economics, 76 (October), 48-63. https://doi.org/10.1016/j.eneco.2018.09.018  (A* Category)
• Singh, V. K. (2019). Day-of-the-Week Effect of Major Currency Pairs: New Evidence from Investors Fear Gauge. Journal of Asset Management, 20 (7), 493–507. https://doi.org/10.1057/s41260-019-00140-6
• Singh, V. K. (2018). Trading Derivatives Options Contracts: The Associated Risk and Potential. Emerald Emerging Markets Case Studies, 8 (4), 1-22. https://doi.org/10.1108/EEMCS-01-2018-0005
• Singh, V. K. (2016). Price and Hedging Competitiveness of Discrete Option Pricing Models: Evidence from India. Journal of Asset Management, Springer Link (Palgrave Macmillan), 17(6), 453-475. https://doi.org/10.1057/s41260-016-0024-5
• Singh, V. K. (2016). Parliamentary Elections Creates more “Options”: Evidence from World's Largest Democracy "India.” Journal of Asset Management, Springer Link (Palgrave Macmillan), 17(5), 375-392. https://doi.org/10.1057/jam.2016.23
• Singh, V. K., and Ahmed, F. (2016). Econometric Analysis of Financial Cointegration of Least Developed Countries (LDCs) of Asia and the Pacific. China Finance Review International, Emerald, Vol. 6(2), 208-227. https://doi.org/10.1108/CFRI-06-2015-0056
• Singh, V. K. (2015). Conjoint Analysis of Option and Volatility Models: Empirical Evidence from Recent Waves of Financial Upheavals. Journal of Emerging Market Finance, SAGE Publication, Vol. 14(3), 258-289. https://doi.org/10.1177/0972652714567997
• Singh, V. K. (2015). Pricing Competitiveness of Jump-Diffusion Option Pricing Models: Evidence from Recent Financial Upheavals. Studies in Economics and Finance, Emerald, Vol. 32(3), 357-378. https://doi.org/10.1108/SEF-08-2012-0099
• Singh, V. K. (2014). Black-Scholes Options Pricing Formula: Confluence of Financial Economics, Mathematics, and Computational Science. Asia-Pacific Journal of Management Research and Innovation, SAGE Publication, Vol. 10(1), 1-17. https://doi.org/10.1177/2319510X14529492
• Singh, V. K. (2014). Competency of Monte Carlo and Black-Scholes in Pricing Nifty Index Options: a vis-à-vis Study. Monte Carlo Methods and Applications, Walter de Gruyter GmbH, Germany, Vol. 20(1), 61-76. https://doi.org/10.1515/mcma-2013-0017
• Singh, V. K. (2014). Parity Analysis of Non-log Normality of Black-Scholes & Its Inter-competence. International Journal of Financial Market and Derivatives, Inderscience, Vol. 3(4), 358 - 391. DOI: 10.1504/IJFMD.2014.062379
• Singh, V. K. (2013). Modeling Volatility Smile: Empirical Evidence from India. Journal of Derivatives and Hedge Fund, Springer Link (Palgrave -Macmillan Publication), U.K. Vol. 19(3), 208-240. https://doi.org/10.1057/jdhf.2013.14
• Singh, V. K., and Ahmad, N. (2013). Effectiveness of Classic Versions of Option Pricing Models in Recent Waves of Financial Upheavals. Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Malaysia, Vol. 9(2), 127-155.
• Singh, V. K. (2013). Effectiveness of Volatility Models in Option Pricing: Evidence from recent Financial Upheavals. Journal of Advances in Management Research, Emerald, Vol. 10(3), 352 - 375. https://doi.org/10.1108/JAMR-11-2012-0048
• Singh, V. K., and Pachori, P. (2013). Empirical Competitiveness of Deterministic Option Pricing Models: Evidence from the Recent Waves of Financial Upheavals in India. Journal of Derivatives and Hedge Funds, Springer Link (Palgrave - Macmillan Publication), Vol. 19(2), 129-156. https://doi.org/10.1057/jdhf.2013.7
• Singh, V. K., and Pachori, P. (2013). A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Flaring up of Indian Economic Turbulence. Vikalpa - Journal of IIM Ahmadabad, Vol. 38(2), 21-39. 
• Singh, V. K. (2013). Competency of GARCH: Evidence from recent Financial Upheavals. Journal of International Finance and Economics, Vol. 13(2), 47-64. DOI: 10.18374/JIFE-13-2.5
• Singh, V. K., Ahmad, N., & Pachori, P. (2011). Empirical Analysis of GARCH and Practitioner Black-Scholes Model for pricing S&P CNX Nifty 50 Index Options of India. Decision- Journal of IIM Calcutta, Vol. 38(2), 51-67.
• Singh, V.K., & Ahmad, N. (2011). Modeling S&P CNX Nifty Index Volatility with GARCH Class Volatility Models: Empirical Evidence from India. Indian Journal of Finance, Vol. 5(2), 34-47.
• Singh, V. K., & Ahmad, N. (2011). Forecasting Performance of Volatility Models for Pricing S&P CNX Nifty Index Options via Black-Scholes Model. IUP Journal of Applied Finance, Vol. 17(3), 53-67.
• Panda, A. K., Nanda, S., Singh, V. K., Kumar, S. (2019). Evidence of leverage effects and volatility spillover among exchange rates of selected emerging and growth leading economies. Journal of Financial Economic Policy, 11(2), 174-192. https://doi.org/10.1108/JFEP-03-2018-0042
• Purankar, S., and Singh, V. K. (2017). Portfolio Cointegration Dynamics of Metal and Energy Commodities: Evidence from India. International Journal of Management Practice, 10(3), 273-294DOI: 10.1504/IJMP.2017.10003815
• Purankar, S., and Singh, V. K. (2017). Does Inclusion of Agriculture Futures Contracts Provides Enough Portfolio Diversification? Evidence from India. International Journal of Management Practice, 10(4), 422-444. DOI: 10.1504/IJMP.2017.086894
• Purankar, S., and Singh, V. K. (2017). Interdependence Dynamics of Commodity Derivatives and Macroeconomic Factors: Evidence from India. International Journal of Applied Business and Economic Research, 15 (9), 85-106.
• Ahmed, F., and Singh, V. K. (2016). Financial Integration among RCEP (ASEAN+6) Economies: Evidences from Stock and Forex Markets. South Asian Journal of Management, Vol. 23(1), 164-188.
• Ahmed, F., and Singh, V. K. (2014). An Indian Model of Aid: Rethinking Policy Perspectives. Procedia-Social and Behavioral Sciences (Elsevier), 157, 196-202.

• Project Name - Financialization of Rural Assets in India (2020)
  • Funding Agency - Office of Dean Sponsored Research & Industrial Consultancy
  • Grant - 5 Lac INR
  • Role - Principle Investigator
  • Research Domain - Non-Linear Stochastic Optimization, Simulation, Heuristics, Network Theory, Conditional VaR
• Project Name - A Study on Issues and Challenges in MSME Financing in the State of Bihar (2018)
  • Funding Agency - Indian Institute of Banking & Finance
  • Grant - 2.5 Lac INR
  • Role - Principle Investigator
  • Research Domain - Survey Based Research
• Project Name - Shock Spillover of Crude Oil Prices on Emerging Market Currencies (2018)
  • Funding Agency - Indian Council of Social Science Research
  • Grant - 5.5 Lac INR
  • Role - Principle Investigator
  • Research Domain - Global VAR, Network Theory
• Project Name - Financing Preferences and Determinants of Capital Structure - A Study of Small and Medium Enterprises in Maharashtra  (2018)
  • Funding Agency - Indian Council of Social Science Research
  • Grant - 7 Lac INR
  • Role - Co-Principle Investigator
  • Research Domain - Survey Based Research

• Awarded Outstanding Young Management Researcher Award during the 17^th Conference held at IIM Kozhikode January 2020, organized by Association of Indian Management Scholars.
• The case study titled “Trading Derivatives Options Contracts: The Associated Risk and Potential” has been shortlisted and made it to the top 9 of CEEMAN Case Writing Competition 2018, co-organized with Emerald Publishing. For details visit http://www.ceeman.org/  

Key Academic Responsibilities Held

• Area Chairperson - Finance and Accounts, From 1^st May 2016 to 15^th April 2018.

Key Responsibilities: To prepare a plan for the coming years to increase the visibility of the area. To explore the possibility of introduction of new electives as per ongoing trends and market requirement. To encourage and involve all area members to work together as a team and publish research papers jointly. To provide support and supervision to the Academic Dean and Director. Establishment of Bloomberg Finance Lab.

• Faculty Advisor - CFA Research Challenge (From 2016 till Date)

Key Responsibilities: Encouraging students to participate in the CFA Institute Research Challenge which is an annual global competition organized by CFA Institute that provides B-School students with hands-on mentoring and intensive training in financial analysis and professional ethics. Prepare students to perform on their analytical, valuation, report writing, and presentation skills, to assume the role of a research analyst/trader/portfolio manager and face the real-world financial analytics problems.

• Hostel Warden (From April 2017 to April 2019)
• Executive Engineer Incharge (From July 2019 to Dec 2019)
• Nodal Officer- HEFA Projects (From Dec 2019 to Nov 2021)
• Chair - Tender Opening Committee (From Feb 2020 to Nov 2021)
• Chair Technical Evaluation Committee (From Oct 2021 to Nov 2021)
• Member - EMC (From July 2019 to Nov 2021)