Wasim Ahmad : Citation Profile


Are you Wasim Ahmad?

Indian Institute of Technology Kanpur

8

H index

6

i10 index

221

Citations

RESEARCH PRODUCTION:

19

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 22
   Journals where Wasim Ahmad has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 10 (4.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pah189
   Updated: 2021-07-24    RAS profile: 2021-01-08    
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Relations with other researchers


Works with:

Mishra, Anil (3)

Bekiros, Stelios (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wasim Ahmad.

Is cited by:

Mensi, walid (9)

Uddin, Gazi (9)

Tiwari, Aviral (9)

Bouri, Elie (7)

Nguyen, Duc Khuong (6)

Deisting, Florent (5)

Shahzad, Syed Jawad Hussain (5)

Gupta, Priyanshi (4)

Hamori, Shigeyuki (4)

Reboredo, Juan (3)

Miller, Stephen (3)

Cites to:

Diebold, Francis (20)

Gómez-Puig, Marta (19)

Sosvilla-Rivero, Simon (19)

Yilmaz, Kamil (19)

Engle, Robert (17)

Antonakakis, Nikolaos (16)

Nguyen, Duc Khuong (15)

Bekaert, Geert (13)

GUPTA, RANGAN (10)

Kaminsky, Graciela (10)

Reinhart, Carmen (10)

Main data


Where Wasim Ahmad has published?


Journals with more than one article published# docs
Economic Modelling2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL3

Recent works citing Wasim Ahmad (2021 and 2020)


YearTitle of citing document
2020Market development and policy issues for agri-derivatives in India: a study of cotton and mentha. (2020). Kumar, Muneesh ; Sehgal, Sanjay ; Agrawal, Tarunika Jain. In: Agricultural Economics Research Review. RePEc:ags:aerrae:304161.

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2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: FEEM Working Papers. RePEc:ags:feemwp:310361.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259.

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2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

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2020THE EFFECTS OF VOLATILITY AND CHANGES IN CONDITIONAL CORRELATIONS IN THE STOCK MARKETS OF RUSSIA AND DEVELOPED COUNTRIES. (2020). Salmanova, Irina P ; Drachena, Irina P ; Samoshkina, Marina V ; Babina, Natalia V. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:67-94.

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2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

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2021Interdependence among West African stock markets: A dimension of regional financial integration. (2021). Kalu O., Emenike. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:288-299.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2021Systemic Risk in Indian Banking: Measurement and Impact of COVID-19. (2021). Trivedi, Krina. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2021:i:1:p:143-151.

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2020The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459.

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2020The Lead Lag Relationship between Spot and Futures Markets in the Energy Sector: Empirical Evidence from Indian Markets. (2020). Shirodkar, Sanjeeta ; Raju, Guntur Anjana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-47.

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2021Synchronization of second-order chaotic systems with uncertainties and disturbances using fixed-time adaptive sliding mode control. (2021). Yao, Qijia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307669.

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2021Forecasting COVID-19 pandemic using optimal singular spectrum analysis. (2021). Kalantari, Mahdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309383.

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2021Abrupt epidemic outbreak could be well tackled by multiple pre-emptive provisions-A game approach considering structured and unstructured populations. (2021). Tanimoto, Jun ; Ida, Yuki ; Alam, Muntasir. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309759.

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2021A theoretical study of the Caputo–Fabrizio fractional modeling for hearing loss due to Mumps virus with optimal control. (2021). Etemad, Sina ; Rezapour, Shahram ; Kumar, Sunil ; Mohammadi, Hakimeh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000217.

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2021Using handpicked features in conjunction with ResNet-50 for improved detection of COVID-19 from chest X-ray images. (2021). Lakhyani, Navin ; Rajpal, Sheetal ; Kumar, Naveen ; Kohli, Rishav ; Singh, Ayush Kumar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001028.

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2021A piezoelectric sensing neuron and resonance synchronization between auditory neurons under stimulus. (2021). Yao, Zhao ; Zhou, Ping ; Zhu, Zhigang ; Ma, Jun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001041.

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2021Global Lagrange stability analysis of retarded SICNNs. (2021). Cao, Jinde ; Kashkynbayev, Ardak ; Suragan, Durvudkhan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001715.

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2021Optimal control strategies of a fractional order model for Zika virus infection involving various transmissions. (2021). Ameen, Ismail Gad ; Ali, Hegagi Mohamed. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002174.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

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2020Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301870.

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2020On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Prakash, Ravi ; Ahmad, Wasim ; Dutta, Anupam ; Rahman, Md Lutfur ; Kaur, Rishman Jot ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

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2020Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

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2021Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods. (2021). Tiwari, Aviral ; Nair, Sthanu R ; Eapen, Leena Mary. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304047.

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2021Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219.

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2021Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Alsulami, Hamed ; Bouri, Elie ; Saeed, Tareq. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303571.

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2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. (2021). McIver, Ronald ; Sadorsky, Perry ; Arreolahernandez, Jose ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001833.

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2020Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847.

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2020Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655.

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2020Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Wang, Jianqiong ; Ma, Feng ; Lu, Xinjie. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318508.

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2021Optimal energy management for grid-connected microgrids via expected-scenario-oriented robust optimization. (2021). Sang, BO ; Lei, Hongtao ; Liu, Yajie ; Huang, Shengjun ; Zhu, Junjie. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220323318.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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2021Stochastic energy management of smart microgrid with intermittent renewable energy resources in electricity market. (2021). Hakimi, Seyed Mehdi ; Hasankhani, Arezoo. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327754.

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2021Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979.

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2021Development of a framework for the assessment of the market penetration of novel in situ bitumen extraction technologies. (2021). Kumar, Amit ; Ahiduzzaman, MD ; Gemechu, Eskinder ; Radpour, Saeidreza . In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220327730.

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2021Well production forecasting based on ARIMA-LSTM model considering manual operations. (2021). Sun, Zhixue ; Yan, Xia ; Zhang, Kai ; Yao, Jun ; Fan, Dongyan. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220328152.

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2021Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis. (2021). Niu, Hongli. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000499.

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2021Industrial furnaces with thermochemical waste-heat recuperation by coal gasification. (2021). Pashchenko, Dmitry. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221001134.

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2021The mixtures of bio-oil derived from different biomass and coal/char as biofuels: Combustion characteristics. (2021). Li, Xiaoyang ; Feng, Ping ; He, LU ; Wang, Huan. In: Energy. RePEc:eee:energy:v:224:y:2021:i:c:s0360544221003819.

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2021Forecasting energy consumption of long-distance oil products pipeline based on improved fruit fly optimization algorithm and support vector regression. (2021). Xu, Zhaoqiang ; Hu, Gang ; Lei, YE ; Liu, Yubing ; Zeng, Bin ; Wang, Guorong. In: Energy. RePEc:eee:energy:v:224:y:2021:i:c:s0360544221004023.

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2021Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394.

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2021China VI heavy-duty moving average window (MAW) method: Quantitative analysis of the problem, causes, and impacts based on the real driving data. (2021). Luo, Wanyou ; Lyu, Tao ; Wang, Yachao ; Hou, Pan ; Ge, Yang ; Su, Sheng ; Lai, Yitu. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221005442.

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2021A novel multi-objective stochastic risk co-optimization model of a zero-carbon multi-energy system (ZCMES) incorporating energy storage aging model and integrated demand response. (2021). Yang, Zaiyue ; Lu, Lin ; Alabi, Tobi Michael. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005077.

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2021Identifying challenges and barriers for development of solar energy by using fuzzy best-worst method: A case study. (2021). Issakhov, Alibek ; Najafi, Fatemeh ; Alvandimanesh, Marzieh ; Mostafaeipour, Ali. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006046.

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2021Forecasting the U.S. oil markets based on social media information during the COVID-19 pandemic. (2021). Zeng, Yu-Rong ; Wang, Sirui ; Wu, Binrong. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006526.

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2021Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources. (2021). Vitali, S ; Dominguez, R. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221007404.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2020Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718306950.

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2020Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153.

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2020The impact of oil price on the clean energy metal prices: A multi-scale perspective. (2020). Zhang, Hua ; Shao, Liuguo . In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719308657.

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2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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2021Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

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2021Asymmetric connectedness and dynamic spillovers between renewable energy and rare earth markets in China: Evidence from firms’ high-frequency data. (2021). Chen, Yufeng ; Zhang, Yuquan ; Zheng, Biao. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000131.

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2020Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Asghar, Nadia ; Ur, Mobeen ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

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2020Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Lu, Dong ; Li, Yong ; Ding, Ashley ; Huang, Jinbo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300263.

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2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2021Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression. (2021). Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam ; Dawar, Ishaan. In: Renewable Energy. RePEc:eee:renene:v:163:y:2021:i:c:p:288-299.

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2021Life cycle assessment and exergoeconomic analysis of the multi-generation system based on fuel cell for methanol, power, and heat production. (2021). Mousavi, Seyed Ali ; Ansarinasab, Hojat ; Mehrpooya, Mehdi. In: Renewable Energy. RePEc:eee:renene:v:172:y:2021:i:c:p:1314-1332.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2020Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208.

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2021Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

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2020Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective. (2020). Ji, Qiang ; GUPTA, RANGAN ; Geng, Jiang-Bo ; Bahloul, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308578.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2020Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sanghoon ; McIver, Ron P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

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2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

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2021Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312087.

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2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: Working Papers. RePEc:fem:femwpa:2021.10.

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2020Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Dang Khoa ; Bouri, Elie ; Saeed, Tareq. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3141-:d:372689.

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2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3162-:d:373133.

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2020Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3705-:d:386412.

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2021Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3442-:d:572780.

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2021How Integrated are Regional Green Equity Markets? Evidence from a Cross-Quantilogram Approach. (2021). Pham, Linh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:39-:d:481873.

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2021Tail Risk and Extreme Events: Connections between Oil and Clean Energy. (2021). Angelini, Eliana ; Foglia, Matteo ; di Febo, Elisa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:39-:d:497495.

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2020Jump Aggregation, Volatility Prediction, and Nonlinear Estimation of Banks’ Sustainability Risk. (2020). Zhu, Min ; Zhao, Qicheng ; Wang, Zhouwei ; Pang, Tao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8849-:d:434334.

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2020Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945.

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2021Sustainability of Global Economic Policy and Stock Market Returns in Indonesia. (2021). Wong, Wing-Keung ; Gilal, Muhammad Akram ; Hashmi, Shabir Mohsin . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5422-:d:553295.

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2021The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies. (2021). Hasan, Mudassar ; Naseem, Muhammad Akram ; Nor, Safwan Mohd ; Ali, Rizwan ; Ul, Muhammad Zain ; Ur, Ramiz ; Ahmad, Muhammad Ishfaq. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:676-:d:479041.

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2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2020-04.

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2020A cross-country and country-specific modelling of stock market performance, bank development and global equity index in emerging market economies: A case of BRICS countries. (2020). Alio, Felix Chukwubuzo ; Onaga, Florence Ifeoma ; Arize, Augustine C ; Kalu, Ebere Ume. In: PLOS ONE. RePEc:plo:pone00:0240482.

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2020Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas. (2020). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:102473.

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2020Economic policy uncertainty and demand for international tourism: An empirical study. (2020). Nguyen, Canh ; Su, Thanh Dinh ; Schinckus, Christophe. In: Tourism Economics. RePEc:sae:toueco:v:26:y:2020:i:8:p:1415-1430.

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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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2021Dynamic return and volatility spillovers among S&P 500, crude oil, and gold. (2021). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:153-170.

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2021Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX?DCC?MEGARCH model. (2021). Tiwari, Aviral ; Shehzad, Khurram ; Rauf, Abdul ; Arif, Muhammad ; Liu, Xiaoxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:814-833.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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Works by Wasim Ahmad:


YearTitleTypeCited
2014On the role of the trend and cyclical components in electricity consumption and Indias economic growth: a cointegration and cofeature approach In: OPEC Energy Review.
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article2
2013Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence? In: Economic Modelling.
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article73
2018Optimal hedge ratios for clean energy equities In: Economic Modelling.
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article23
2019Analysing the systemic risk of Indian banks In: Economics Letters.
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article4
2018Financial connectedness of BRICS and global sovereign bond markets In: Emerging Markets Review.
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article12
2020A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series In: Energy.
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article21
2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets In: International Review of Financial Analysis.
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article8
2019Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds In: Resources Policy.
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article3
2018Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time? In: The Quarterly Review of Economics and Finance.
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article6
2017On the dynamic dependence and investment performance of crude oil and clean energy stocks In: Research in International Business and Finance.
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article32
2018Testing output gap and economic uncertainty as an explicator of stock market returns In: Research in International Business and Finance.
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article4
2019Dynamics of banking sector integration in South Asia: an empirical study In: Indian Growth and Development Review.
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2015An investigation of price discovery and volatility spillovers in India’s foreign exchange market In: Journal of Economic Studies.
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article10
2015The investigation of destabilization effect in India’s agriculture commodity futures market: An alternative viewpoint In: Journal of Financial Economic Policy.
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2014The Eurozone crisis and its contagion effects on the European stock markets In: Studies in Economics and Finance.
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article8
2014Information transmission in Indias commodity futures market: how efficient is the market? In: Post-Print.
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2013A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data In: Post-Print.
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paper1
2012An investigation of price discovery and volatility spillovers in Indias currency futures market In: Post-Print.
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paper0
2010Export-Led Growth Hypothesis in India: Some Further Evidences In: The IUP Journal of Monetary Economics.
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article2
2015Regime dependent dynamics and European stock markets: Is asset allocation really possible? In: Empirica.
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article5
2018Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets In: Emerging Markets Finance and Trade.
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article4
2012Identifying regime shifts in Indian stock market: A Markov switching approach In: MPRA Paper.
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paper3
2018Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC In: Journal of Quantitative Economics.
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