Faculty Details

Faculty Detail

Kakali Kanjilal  

Specialization
:
Operations and Quantitative Methods
Designation
:
Associate 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
Marks  : 78% in M.Phil/Ph.d Advanced course work in (Economics/Quantitative Techniques) Indira Gandhi Institute of Development Research (IGIDR), Mumbai 2000  

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: 16.5 years

Teaching Experience: 6.5 years

 Industry Experience: 10 years

 

Academic Experience

 

Institution Position 
Feb 2012 onwards: Associate Professor (Quantitative Techniques and Operations Management) International Management Institute (IMI), Delhi
Mar’11 to Jan’12: Associate Professor (Finance) Institute of Management Technology (IMT), Ghaziabad 

Courses Taught
- Business Mathematics 
- Business Statistics
- Financial Econometrics 
- Time Series Modelling and Forecasting 
- 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:   8 and ½ years (Jul’02 - Feb’11) 

Company: ICRA Advisory Services, New Delhi 
Position: Analyst 
Roles and Responsibilities: Involved in Financial & Macroeconomic modeling. 
Experience: 1 and ½ yrs. (Dec’00 - May’02) 

 

Kakali Kanjilal  

Dr. Kakali Kanjilal has joined IMI, Delhi as Associate Professor, quantitative techniques and operations management in Feb 2012. She has a total experience of 16 years where 10 years is spent in the industry. Prior to joining IMI, she worked as associate professor at IMT, Ghaziabad in Finance for a year. She has corporate experience of ten years and has moved to academics in Feb 2011. She has worked in ICRA Advisory group, Delhi for one and half year before joining American Express India (pvt) Ltd, Gurgaon in July 2002 where she has worked as senior manager of Credit Risk Modelling and Marketing Analytics group till Feb 2011. She has received “Leadership in Action Award, 2007”.

Dr. Kanjilal has 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, 1997”.  Her areas of interest 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 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  

Publications

 

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)

17. (Co-authored with Sajal Ghosh): Revisiting income and price elasticity of gasoline demand in India: New evidence from cointegration tests, Empirical Economics, Springer, Forthcoming, Q3, 2017


16. (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): Forthcoming, Q1, 2017

15. (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

 14. (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

13. (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  
 

12. (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 

11. (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) 

10. (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 

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

8. (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  

7. (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  


6. (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  


5. (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  


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

3. 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  
 

2. 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 


1. (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:

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

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

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

  1. (Co-authored with Salaheddin abosedra and Sajal Ghosh): FINANCEAL DEEPENING AND BUSINESS CYCLE VOLATILITY IN UAE: EVIDENCE FROM REGIME-SHIFT COINTEGRATION TESTS, Journal of Economic and Administrative Sciences (Emerald)
  2. (Co-athoured 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 and Francis)

In Progress

-          Asymmetry in Triple Deficit for India

-          GDP and Energy consumption in India: A study on Regime Switching Phenomenon

-          Financial Market Deepening

-          Profitability and marketing expenditure: a study of threshold behaviour

-          Asymmetric behaviour in oil price and clean energy indices




Kakali Kanjilal  

Workshops/Conferences

- 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


- 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.

- Sponsored Invitee in the workshop hosted by the Council on Fireign 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.


Kakali Kanjilal  

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