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Udayan Sharma

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Name
Udayan Sharma
Qualification
Ph.D. from Indian Institute of Management Lucknow, B. Tech. in Electrical and Electronics from Guru Gobind Singh Indraprastha University
Contact No.
+91-731-2439589
Email
udayans@iimidr.ac.in
Curriculum Vitae
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Dr. Udayan Sharma is Associate Professor in the area of Finance and Accounting at the Indian Institute of Management (IIM) Indore. He obtained Ph.D. in Finance from Indian Institute of Management (IIM) Lucknow. His broader research areas lie in Portfolio risk management and Quantitative finance. His teaching interests include Financial Management, Corporate Finance, Management Accounting, Financial Derivatives, and Investment Banking. His articles have been published in journals such as Journal of Futures Markets, International Review of Financial Analysis, Review of Financial Economics, and Applied Economics. He has presented his research at international and national seminars, symposiums, and conferences.

Research Publications

  1. Sharma, U., & Guhathakurta, K. (2025). Green assets as hedge and safe haven: Achieving the dual objective of portfolio and climate risk reduction. Journal of Environmental Management, 394, 127651. (ABDC A)
  2. Sharma, S., & Sharma, U. (2025). What does green bond prospectus communicate about credit spread?. Finance Research Letters, 79, 107267. (ABDC A, ABS 2)
  3. Lalwani, V., & Sharma, U. (2025). Forecasting equity returns with oil prices: addressing model choice uncertainty. Applied Economics, 57(5), 566-582. (ABDC A, ABS 2)
  4. Sharma, U., & Karmakar, M. (2024). Asymptotic Dependence and Its Impact on Hedging Effectiveness: An Examination of Stock, Currency, and Commodity Futures. Journal of Futures Markets, 44(11), 1750-1786. (ABDC A, ABS 3)
  5. Sharma, U., & Karmakar, M. (2023). Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. International Review of Financial Analysis, 87, 102621. (ABDC A, ABS 3)
  6. Sharma, U., & Karmakar, M. (2023). Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management. Review of Financial Economics, 41(1), 43-64. (ABDC B, ABS 1)
  7. Sharma, U., & Chakraborty, M. (2021). Investing in lottery-like stocks in India. Studies in Economics and Finance, 38(3), 640-658. (ABDC B, ABS 1)
  8. Karmakar, M., & Sharma, U. (2020). Measuring quantile risk hedging effectiveness: a GO-GARCH-EVT-copula approach. Applied Economics, 52(48), 5244-5262. (ABDC A, ABS 2)
  9. Lalwani, V., Sharma, U., & Chakraborty, M. (2019). Investor reaction to extreme price shocks in stock markets: A cross country examination. IIMB Management Review, 31(3), 258-267. (ABDC B)