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George Varghese

Year of Joining 2015
Area / Specialization Financial Economics; Energy Economics; Financial Time Series Analysis
Professional Experience (if any)
Research Topic / Interests Nonlinear Dynamics in Primary Crude Oil Benchmarks
Thesis Supervisor(s) Dr. Lakshmi Kumar
Conference Presentations
  1. Presented a paper titled ‘Nonlinearity in Crude Oil Benchmarks: Disentangling the Effect of Time Aggregation’ at the 3rd International Conference on Financial Markets and Corporate Finance held at the Indian Institute of Technology, Kanpur, July 12-14, 2018.
  2. Presented a paper titled ‘Volatility Contagion and Market Integration across major Coal Markets: A Diagonal BEKK GARCH approach’ at the 11th ISDSI International Conference held at the Indian Institute of Management Tiruchirappalli, December 27-30, 2017.
  3. Presented a paper titled ‘Within and cross volatility contagion effects among Stock, Crude and Forex Returns: Empirical evidence from five emerging economies’ at Conversations on Research (CoRe): IGIDR Ph.D. Colloquium ‘17, held from 7th to 10th November 2017.
  4. Presented a paper titled ‘Dynamic Linkage between Financial Markets: Evidence from select Transition Economies’ during the Doctoral Summer School, ‘Quantitative Track’ held at IIM Ahmedabad from 1st June to 4th June 2017.
  5. Presented a paper titled ‘Within and Cross Volatility Contagion Effects in Stock, Crude and Forex Returns: Empirical Evidence from Major Emerging Economies’ during the 10th Doctoral research conference organized at ICFAI Business School (IBS), Hyderabad, in collaboration with Indira Gandhi Institute of Development Research (IGIDR), Mumbai, on 20th April 2017.
Academic Publications Journal Publications
  1. Varghese, G., & Madhavan, V. (2019). Nonlinear dynamics in crude oil benchmarks: An AMH perspective. Applied Economics Letters, 1-4. DOI: 10.1080/13504851.2019.1602700 (ABDC Category ‘B’)
  2. Varghese, G., & Viswanathan, L. (2018). Financial Inclusion: Opportunities, Issues, and Challenges, Theoretical Economics Letters, 8(11), 1935. DOI: 10.4236/tel.2018.811126 (ABDC Category ‘B’)
  3. Varghese, G. (2018). Within and Cross Volatility Contagion Effects among Stock, Crude and Forex Returns: Empirical Evidence from Five Emerging Economies. Theoretical Economics Letters, 8(08), 1475. DOI: 10.4236/tel.2018.88095 (ABDC Category ‘B’)
  4. Varghese, G., & Viswanathan, L. (2018). Normative perspectives on financial inclusion: Facts beyond statistics. Journal of Public Affairs, e1829. (ABDC Category ‘B’)
  5. Varghese, G. (2017). Inflationary effects of oil price shocks in Indian economy. Journal of Public Affairs, 17(3), e1614. (ABDC Category ‘B’)
  6. Viswanathan, L., & Varghese, G. (2018). Greening of business: A step towards sustainability. Journal of Public Affairs, 18(2), e1705. (ABDC Category ‘B’)
  7. Varghese, George, and Leena Mary Eapen. Power Sector in India-Recent Challenges and Measures Undertaken. Asian Journal of Research in Business Economics and Management 6.1 (2016): 33-46. DOI: 10.5958/2249-7307.2016.00003.7
Book Chapter
  1. George Varghese and Lakshmi Viswanathan. “Green Practices for green(er) living: The Road Ahead” Green Consumerism: Perspectives, sustainability and behavior. Chapter 5, pg. 83-98. Apple Academic Press. ISBN: 978-1-351-13804-8
Link to Personal Website (if any) ResearchGate Account: Google Scholar Account:



MA Applied Economics, PGD Investment Management, PGD Foreign Trade