Faculty Details

Faculty Detail

Kakali Kanjilal  

Specialization
:
Operations and Quantitative Methods
Designation
:
Professor
Email
:
kakali@imi.edu

Kakali Kanjilal  

Academic Qualification 
Degree : Ph.D (Topic “Term Structure of Interest Rates: Indian Macroeconomic issues”) 
from Indira Gandhi Institute of Development Research (IGIDR), Mumbai in the year 2009

M.Sc (Statistics, specialization in Queing Theory) Gauhati University, 1997, 80%, Ranked 1st 
B.Sc (Statistics) Gauhati University, 1994, 80%, Ranked 1st 
Higher Secondary (Stat, Eco & Maths) Cotton College, Gauhati, 1991, 79%, Ranked 5th

Kakali Kanjilal  

Total Work Experience: 18 years

Teaching Experience: 8 years

 Industry Experience: 10 years

 

Academic Experience

 

Institution Position 
Professor (Quantitative Techniques and Operations Management) International Management Institute (IMI), Delhi
Associate Professor (Finance) Institute of Management Technology (IMT), Ghaziabad 

Courses Taught
- Business Mathematics 
- Business Statistics
- Financial Econometrics 
- Time Series Modelling and Forecasting 
- Predictive Analytics
- Business Analytics with R 
- Research Method of Management
Business Modelling with SAS 
- Fixed Income Securities 


Guest Faculty in Management Development Institute, Gurgaon since 2011.  Sessions held on Volatility modeling (GARCH), Logistic Modeling, Panel Data Analysis and Importance of Big Data Analytics.

FPM Supervision:

Thesis Supervised: 1 

Thesis Committee Member: 2 (on-going)

Associate Editor: Global Business Review

 

 

Industry Experience 

Company: American Express India (Pvt) Limited, Risk Information Management, CoE Gurgaon
Position: Senior Manager Headed  OPEN Acquisition Risk-Marketing Analytics Founder-head of CCSG Risk Authorization & Customer Management Analytics Team
Major Roles/Responsibilities : Develop business strategies to optimize credit risk for US and non-US markets Provide strategic & technical consultancy to US and non-US OPEN Marketing & Risk team 
Experience:   Jul’02 - Feb’11 

Company: ICRA Advisory Services, New Delhi 
Position: Analyst 
Roles and Responsibilities: Involved in Financial & Macroeconomic modeling. 
Experience: Dec’00 - May’02

 

Kakali Kanjilal  

Dr. Kakali Kanjilal is currently working as Professor in the area of Operations Management and Quantitative Techniques at International Management Institute (IMI) New Delhi. She has a Ph.D from Indira Gandhi Institute of Development Research (IGIDR), Mumbai in the area of macroeconomics and finance. She has done M.Sc and B.Sc in Statistics from Gauhati University. She has won the award for “best post graduate”. Dr. Kanjilal has 18 years of industry, research and teaching experience with 10 years being spent in the industry. She has worked in ICRA Advisory group, Delhi for one and half year before joining American Express India (pvt) Ltd, (AMEX) Gurgaon. She has been the founder-head of Risk Authorization & Customer Management Analytics Team in India. She has also headed Acquisition Risk-Marketing Analytics at AMEX. Some of her key responsibilities were to build credit risk models, develop business strategies to optimize credit risk and provide strategic & technical consultancy to US and non-US markets. In ICRA she was involved in Financial & Macroeconomic modeling. She has received “Leadership in Action Award” for one of the landmark projects in risk authorization vertical at AMEX.

Her research interests include data analytics, applications of econometrics and time series modelling-forecasting techniques in credit risk management, macroeconomic policy, energy and financial market analysis. She offers application-based courses on analytics like “Econometrics for Business Decisions”, “Time Series Modelling and Forecasting”, which are tailored to the requirements of data analytics firm.

Dr. Kanjilal has published many research articles in several international refereed journals of reputed publication house. She has also written articles in leading business newspapers Economic Times and Mint. She is an Associate Editor in one of the highly rated management journals Global Business Review. She is a regular reviewer of journals of reputed publication house. 

Kakali Kanjilal  

 Areas of Interests: Business Analytics, Predictive Modelling with the application of Econometrics and Time Series Methods - Fixed Income Security Analysis - Credit Risk Management - Macroeconomics and Monetary Policies - Financial Markets-Energy Economics-Development Economics


Publications (International Refereed Journals)

2019
(Co-authored with Dinesh Jaisinghani): Non-Linear Impact of Marketing Investments on Firm Performance for Manufacturing Sector in China: Evidence from Threshold Panel Model, Journal of the Asia Pacific Economy (Taylor&Francis), January, 2019 DOI (10.1080/13547860.2018.1554617)

2018
(Co-authored with Sajal Ghosh): Revisiting income and price elasticity of gasoline demand in India: New evidence from cointegration tests, Empirical Economics, Springer, December, 2018. 


2017
(Co-authored with Sajal Ghosh): Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model, Resources Policy (Elsevier): Vol 52, June 2017, page: 358-365

2016
(Co-authored with Dinesh Jaisinghani) Non-linear dynamics of size, capital structure and profitability: Empirical evidence from Indian manufacturing Sector; Asia Pacific Management Review (Elsevier): December (2016):DOI: 10.1016/j.apmrv.2016.12.003

(Co-authored with Manika Jain) Non linear dynamics of hot and cold cycles in Indian IPO markets evidence from Markov Regime Switching Vector Autoregressive Model. Macroeconomics and Finance in Emerging Market Economies (Routledge: Taylor and Francis)· November (2016): DOI: 10.1080/17520843.2016.1244093

(Co-authored with Sajal Ghosh and Ripsy Bondia) International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear Cointegration tests with unknown structural breaks: Energy Journal (Elsevier), 101 February (2016) 558-565
http://dx.doi.org/10.1016/j.energy.2016.02.031  
 

2015
(Co-authored with Anuj Verma and Kunwar Abhay Pratap Singh): Knowledge Discovery and Twitter Sentiment Analysis: Mining Public Opinion and Studying its Correlation with Popularity of Indian Movies: International Journal of Management (IAEME), Volume 6, Issue 1, January (2015), pp. 697-705 

2014
(Co-authored with Sajal Ghosh): Comovement of International Crude Oil Price and Indian Stock Market: Evidences from nonlinear Cointegration Tests: Energy Economics (Elsevier) Avaliable online 8 November (2014) 

(Co-authored with Sajal Ghosh): Income and Price Elasticity of Gold Import Demand in India: Empirical Evidence from Threshold and ARDL Bounds Test Cointegration: Resources Policy (Elsevier), 41( 2014) 135-142 

Rational expectation hypothesis: empirical evidence from government debt market in India, Int. J. Indian Culture and Business Management , Vol. 9, No. 3, (2014)  

(Co-authored with Sajal Ghosh): Long-Term Equilibrium Relationship between Urbanization, Energy Consumption and Economic Activity: Empirical Evidence from India: Energy: The International Journal (Elsevier); 66 (2014); 324-331; DOI: http://dx.doi.org/10.1016/j.energy.2013.12.052  

(Co-authored with Sajal Ghosh): Oil price shocks on Indian economy: evidence from Toda Yamamoto and Markov regime-switching VAR: Macroeconomics and Finance in Emerging Market Economies, (Routlege, Taylor & Francis) 7(1), (2014): 122-139: DOI:10.1080/17520843.2013.85633  


(Co-authored with Sajal Ghosh): Modelling and Forecasting day ahead electricity price in Indian Energy Exchange: Evidence from MSARIMA-EGARCH model: Int. J. Indian Culture and Business Management (Inderscience), Vol. 8, No. 3, (2014): 413-423  


2013
(Co-authored with Sajal Ghosh): Environmental Kuznet's Curve for India: Evidence from Tests for Cointegration with unknown structural breaks: Energy Policy (Elsevier), (2013) vol. 56, issue C, pages 509-515  


Factors Causing Movements of Yield Curve in India: Economic Modelling (Elsevier), 31 (2013); pages 739-751  

Evolution of India’s government debt market: challenges and opportunities: Int. J. Indian Culture and Management (Inderscience), Vol 7, No. 4, (2013) pages 572-588  
 

2011
Macroeconomic Factors and Yield Curve for Emerging Indian Economy: Macroeconomics and Finance in Emerging Market Economies (Routlege, Taylor & Francis), 1752-0851, Volume 4, Issue 1, (2011), Pages 57-83 

2003
(Co-authored with Sajal Ghosh): Future Industrial CO2 Emission and Consequences of CO2 abatement strategies on Indian Economy: Pacific Asian Journal of Energy, (2003), 12(2): 123-128

 


Newspaper Articles:

- India’s sham fuel pricing regime boosts subsidies (Co-authored with Sajal Ghosh): Economic Times: Oct 8, 2013

- India’s trouble with gold demand (Co-authored with Sajal Ghosh) MINT, December 8, 2014

- India in the spotlight: A complex clean energy revolution (Co-authored with Sajal Ghosh) ET: Energy World, February 2019

Book Review
How Some Small Businesses Get Their Ducks in a Row and Grow—While Others Remain Undistinguished: Article in Global Business Review 14(3):563-565 · September 2013: DOI: 10.1177/0972150913496889

 

Guest Editor
Key Features of Capital Markets and Banks through the Lens of Emerging Economies: Article in Global Business Review 16(5 Suppl):viii-viii · October 2015: DOI: 10.1177/0972150915601232

 

 

 Research in-progress: 

Under Review

FINANCEAL DEEPENING AND BUSINESS CYCLE VOLATILITY IN UAE: EVIDENCE FROM REGIME-SHIFT COINTEGRATION TESTS, Journal of Economic and Administrative Sciences (Emerald)

Clean energy usage and economic growth in India: Evidence from ARDL bounds tests of cointegration and asymmetric causality

Energy and Consumption and Economic Growth: Evidence from Threshold Vector Error Correction Model

In Progress

-          Profitability and marketing expenditure: a study of threshold behaviour

-          Telecommunication in India
-          Precious Metals
-          Green accounting
-          Wine Index
-          Dynamics of Capital Structure
-          Urbanization
-          Hedging Climate Risk   
-          Renewable Energy Firms


Journal Refereeing

 
Energy Journal
 Economic Modelling
 Energy Economics
 Resources Policy
 Macroeconomics and Finance in Emerging Market Economies 
 International Journal of Forecsting 
 Global Business Review
 Vision: The Journal of Business Perspectives
 Emerging Economic Studies
 Management Journal  

Kakali Kanjilal  

Workshops/Conferences
INTERNATIONAL
- Presented research paper titled International Crude Oil Price And Clean Energy Stock Price: A Study On Asymmetric Relationship in 2018 International Academic Conference on Business Spain, Barcelona” held from 3rd June, 2018 to 7th June, 2018 : https://www.cluteinstitute.com/conference-proceedings/BC18Proceedings.pdf

- Presented research paper titled ‘Cointegration and causality between clean energy usage and economic growth in India’ in 2017 International Academic Conference on Business Stockholm, Sweden” held from 4th June, 2017 to 8th June, 2017 at the Scandic Continental-Stockholm, Sweden. https://www.cluteinstitute.com/conference-proceedings/sh17proceedings.pdf

- Sponsored Invitee in the workshop hosted by the Council on Foreign Relations' Center for Geoeconomic Studies in New York on 5-6 May, 2016. The workshop entitled " Oil Price Volatility: Causes, Effects, and Policy Implications, is funded by the Alfred Sloan Foundation.

NATIONAL

- Invitee in National Conference on Decarbonising the Indian Railways
Scaling Ambitions to 5 GW of Solar, organized by CEEW (Council of Energy, Environment & Water) and UNDP, 5th April, 2017, IHC, Silver Owks, New Delhi.

- Invitee in the World Coal Association Conference held on 18th October, 2016 at IHC, New Delhi. The conference topic was "Sustainable Energy Development: Opportunities and Innovation for India.


Kakali Kanjilal  

Associate Editor of Global Business Review
Thesis Supervisor in FPM programme : 1
Thesis Committee member in FPM programme: 2
Supervised Dissertations: 3 

Faculty

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