Wasim Ahmad : Citation Profile

Are you Wasim Ahmad?

Indian Institute of Technology Kanpur

11

H index

12

i10 index

547

Citations

RESEARCH PRODUCTION:

25

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 45
   Journals where Wasim Ahmad has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 14 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pah189
   Updated: 2024-01-16    RAS profile: 2022-05-02    
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Relations with other researchers

Works with:

Bekiros, Stelios (3)

Kutan, Ali (2)

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

Is cited by:

Uddin, Gazi (16)

Tiwari, Aviral (15)

Bouri, Elie (14)

Pham, Linh (12)

Mensi, walid (9)

Nguyen, Duc Khuong (6)

Maghyereh, Aktham (5)

Abakah, Emmanuel (5)

Yousaf, Imran (5)

lucey, brian (5)

Hamori, Shigeyuki (5)

Cites to:

Yilmaz, Kamil (34)

Diebold, Francis (26)

Engle, Robert (19)

Antonakakis, Nikolaos (19)

Nguyen, Duc Khuong (18)

Gómez-Puig, Marta (16)

Sosvilla-Rivero, Simon (16)

Reinhart, Carmen (15)

Bekaert, Geert (15)

lucey, brian (14)

GUPTA, RANGAN (14)

Main data

Where Wasim Ahmad has published?

Journals with more than one article published# docs
Resources Policy3
Economic Modelling2
Research in International Business and Finance2
International Review of Economics & Finance2
International Review of Financial Analysis2

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

Recent works citing Wasim Ahmad (2024 and 2023)

YearTitle of citing document
2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Distributed tri-layer risk-averse stochastic game approach for energy trading among multi-energy microgrids. (2023). Wang, Luhao ; Xu, Yan ; Wu, Lei ; Li, Zhengmao ; Yang, Nan. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922015392.

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2023Hierarchical multi-agent reinforcement learning for repair crews dispatch control towards multi-energy microgrid resilience. (2023). Strbac, Goran ; Sun, Mingyang ; Zhang, Tingqi ; Wang, YI ; Qiu, Dawei. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001903.

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2023A novel lithium-ion battery state of charge estimation method based on the fusion of neural network and equivalent circuit models. (2023). Xiong, Rui ; Shen, Weixiang ; Yu, Quanqing ; Liu, Shangmei ; Huang, Yukun ; Tang, Aihua. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s030626192300942x.

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2023Does bank competition affect the transmission mechanism of monetary policy through bank lending channel? Evidence from India. (2023). Bardhan, Samaresh ; Rakshit, Bijoy. In: Journal of Asian Economics. RePEc:eee:asieco:v:86:y:2023:i:c:s1049007823000155.

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2023Fixed-time neural control for output-constrained synchronization of second-order chaotic systems. (2023). Jahanshahi, Hadi ; Al-Zahrani, Mohammed S ; Alsaade, Fawaz W ; Yao, Qijia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923001856.

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2023Energy balance via memristor synapse in Morris-Lecar two-neuron network with FPGA implementation. (2023). Bao, Han ; Yu, Xihong ; Chen, MO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003430.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437.

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2023Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2023The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023Energy firms in emerging markets: Systemic risk and diversification opportunities. (2023). Uribe, Jorge ; Chuliá, Helena ; Muoz-Mendoza, Jorge A ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584.

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness. (2023). Trinh, Hai Hong ; Truong, HA ; Hao, Wei ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000622.

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2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Big oil in the transition or Green Paradox? A capital market approach. (2023). Todorova, Neda ; Baur, Dirk G. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003353.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Fault signal reconstruction for multi-sensors in gas turbine control systems based on prior knowledge from time series representation. (2023). Cheng, Kanru ; Wang, Yuzhang ; Zhao, Qunfei ; Yang, Xilian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s036054422201893x.

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2023Climate risk and green investments: New evidence. (2023). Uddin, Gazi Salah ; Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032625.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989.

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2023The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Do weather conditions drive Chinas carbon-coal-electricity markets systemic risk? A multi-timescale analysis. (2023). Wang, Qunwei ; Zhang, Dongna ; Dai, Xingyu ; Zhao, YI ; Cao, Yaru. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006092.

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2023Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. (2023). Yang, Yung-Lieh ; Ling, Yuan Hung ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001216.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach. (2023). Abbas, Ghulam ; Yahya, Farzan ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300209x.

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2023Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic. (2023). Xing, Xiaoyun ; Xu, Zihan ; Deng, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002866.

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2023The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653.

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2023Dynamic volatility spillovers and investment strategies between crude oil, new energy, and resource related sectors. (2023). Liu, Chang ; Luo, Zhuang ; Dai, Zhifeng. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003926.

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2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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2023Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management. (2023). Yousaf, Imran ; Makram, Beljid ; Al-Nassar, Nassar S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000756.

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2023In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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2023Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective. (2023). Shahzad, Umer ; Cifuentes-Faura, Javier ; Si, Kamel ; Lorente, Daniel Balsalobre. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:94-105.

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2023Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Yu, Zheng ; Tao, Zhang ; Guo, Zi Xin ; Qiao, Sen. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:206-217.

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2023The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques. (2023). Mellit, A ; Si, K. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:97-105.

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2023Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523.

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2023Cryptocurrency spectrum and 2020 pandemic: Contagion analysis. (2023). Lin, Boqiang ; Okorie, David Iheke. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:29-38.

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2023Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2023Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880.

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2023.

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2023Risk Spillovers and Network Connectedness between Clean Energy Stocks, Green Bonds, and Other Financial Assets: Evidence from China. (2023). Zhang, Yun ; Chen, Qibo ; Fang, Shiyi. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7077-:d:1259039.

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2023Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?. (2023). Heliodoro, Paula ; Alexandre, Paulo ; Teixeira, Nuno ; Chambino, Mariana ; Dias, Rui Manuel. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:20:p:7197-:d:1264726.

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2023Impact of Financial Factors on the Economic Cycle Dynamics in Selected European Countries. (2023). Grecu, Robert-Adrian ; Dumitrescu, Bogdan Andrei. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:12:p:492-:d:1284846.

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2023The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

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2023Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Osabuohien, Evans ; Johnson, Leroy. In: MPRA Paper. RePEc:pra:mprapa:118135.

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2023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Bouri, Elie ; Li, Haohua. In: Working Papers. RePEc:pre:wpaper:202301.

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2023Better to Give than to Receive: A Study of BRICS Countries Stock Markets. (2023). Thiripalraju, M ; Ahmad, Wasim ; Panda, Pradiptarathi. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:2:p:164-188.

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2023Hedging strategies among financial markets: the case of green and brown assets. (2023). Asl, Mahdi Ghaemi ; Yusuf, Agboola H ; Akinkugbe, Oluyele ; Raheem, Ibrahim D. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02358-1.

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2023A stochastic dominance analysis of conventional and clean energy stocks during different oil market conditions. (2023). Usman, Muhammad. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02359-0.

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2023Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network. (2023). Singh, Tarlok ; Roca, Eduardo ; Liew, Alan Wee-Chung ; Zhang, Wendi. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00486-2.

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2023Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9.

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2023The Contagion of International Crises: Implications of Inflation and Investor Sentiment on Stock and Treasury bond Returns. (2023). Maria-Cristina, Zwak-Cantoriu. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1818-1838:n:37.

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2023Uncertainties and green bond markets: Evidence from tail dependence. (2023). Lin, Boqiang ; Su, Tong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4458-4475.

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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.
[Full Text][Citation analysis]		article2
2013Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence? In: Economic Modelling.
[Full Text][Citation analysis]		article96
2018Optimal hedge ratios for clean energy equities In: Economic Modelling.
[Full Text][Citation analysis]		article78
2019Analysing the systemic risk of Indian banks In: Economics Letters.
[Full Text][Citation analysis]		article13
2018Financial connectedness of BRICS and global sovereign bond markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article32
2020A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series In: Energy.
[Full Text][Citation analysis]		article93
2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
2021COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2022Fresh evidence on the relationship between market power and default risk of Indian banks In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2019Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds In: Resources Policy.
[Full Text][Citation analysis]		article7
2020When US sneezes, clichés spread: How do the commodity index funds react then? In: Resources Policy.
[Full Text][Citation analysis]		article4
2021The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal? In: Resources Policy.
[Full Text][Citation analysis]		article10
2018Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article14
2021Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2021Understanding the credit cycle and business cycle dynamics in India In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2017On the dynamic dependence and investment performance of crude oil and clean energy stocks In: Research in International Business and Finance.
[Full Text][Citation analysis]		article95
2018Testing output gap and economic uncertainty as an explicator of stock market returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2019Dynamics of banking sector integration in South Asia: an empirical study In: Indian Growth and Development Review.
[Full Text][Citation analysis]		article1
2015An investigation of price discovery and volatility spillovers in India’s foreign exchange market In: Journal of Economic Studies.
[Full Text][Citation analysis]		article13
2015The investigation of destabilization effect in India’s agriculture commodity futures market In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]		article0
2014The Eurozone crisis and its contagion effects on the European stock markets In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article13
2014Information transmission in Indias commodity futures market: how efficient is the market? In: Post-Print.
[Citation analysis]		paper0
2013A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data In: Post-Print.
[Citation analysis]		paper4
2012An investigation of price discovery and volatility spillovers in Indias currency futures market In: Post-Print.
[Citation analysis]		paper0
2010Export-Led Growth Hypothesis in India: Some Further Evidences In: The IUP Journal of Monetary Economics.
[Citation analysis]		article4
2015Regime dependent dynamics and European stock markets: Is asset allocation really possible? In: Empirica.
[Full Text][Citation analysis]		article5
2018Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article20
2012Identifying regime shifts in Indian stock market: A Markov switching approach In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2022Understanding the Impact of COVID-19 on Financial Markets: Animal Spirits or Black Swan? In: India Studies in Business and Economics.
[Citation analysis]		chapter0
2018Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC In: Journal of Quantitative Economics.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team