Wasim Ahmad : Citation Profile


Are you Wasim Ahmad?

Indian Institute of Technology Kanpur

5

H index

1

i10 index

102

Citations

RESEARCH PRODUCTION:

16

Articles

4

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 12
   Journals where Wasim Ahmad has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 9 (8.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pah189
   Updated: 2019-12-07    RAS profile: 2019-05-03    
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Relations with other researchers


Works with:

Bhanumurthy, N R (3)

Deisting, Florent (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)

Nguyen, Duc Khuong (6)

Deisting, Florent (5)

Tiwari, Aviral (4)

Reboredo, Juan (3)

Dua, Pami (3)

Albulescu, Claudiu (3)

Tuteja, Divya (3)

Hammoudeh, Shawkat (3)

Jareño, Francisco (2)

Sosvilla-Rivero, Simon (2)

Cites to:

Gómez-Puig, Marta (19)

Sosvilla-Rivero, Simon (19)

Diebold, Francis (18)

Yilmaz, Kamil (17)

Antonakakis, Nikolaos (16)

Engle, Robert (15)

Bekaert, Geert (13)

Nguyen, Duc Khuong (13)

Kaminsky, Graciela (10)

Reinhart, Carmen (10)

GUPTA, RANGAN (9)

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 (2019 and 2018)


YearTitle of citing document
2018Evaluating the Building Blocks of a Dynamically Adaptive Systematic Trading Strategy. (2018). Bhattacharya, Ritabratta ; Srivastava, Sonam. In: Papers. RePEc:arx:papers:1812.02527.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017Electricity consumption and NSDP nexus in Indian states: a panel analysis with structural breaks. (2017). Zulquar, MD ; Kamaiah, Bandi ; Bharatam, Sai Sailaja . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00173.

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2017Leverage versus volatility: Evidence from the capital structure of European firms. (2017). Masih, Abul ; EL Alaoui, AbdelKader ; Asutay, Mehmet ; Bacha, Obiyathulla Ismath. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:145-160.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2018Testing extreme dependence in financial time series. (2018). Chaudhuri, Kausik ; Tan, Zheng ; Sen, Rituparna. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:378-394.

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2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2018Connectedness network and dependence structure mechanism in green investments. (2018). Lundgren, Amanda Ivarsson ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Milicevic, Adriana. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:145-153.

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2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20.

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2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Do all clean energy stocks respond homogeneously to oil price?. (2019). Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:355-379.

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2019The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy. RePEc:eee:energy:v:169:y:2019:i:c:p:895-913.

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2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Naji, Jalkh ; Elie, Bouri ; Uddin, Gazi Salah ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:544-553.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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2017Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis. (2017). Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:26-33.

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2018Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Boubaker, Ferihane Zaraa. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:230-238.

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2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

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2019Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2019An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets. (2019). Tiwari, Aviral Kumar ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:168-177.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2018Price discovery in emerging currency markets. (2018). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:528-536.

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2019The effects of economic policy and political uncertainties on economic activities. (2019). Gholipour Fereidouni, Hassan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:210-218.

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2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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2018Contagion and Stock Interdependence in the BRIC+M Block. (2018). Sosa, Magnolia Miriam ; Rosales, Alejandra Cabello ; Pacheco, Christian Bucio . In: Economía: teoría y práctica. RePEc:ety:journl:v:48:y:2018:i:1:p:173-196.

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2017Análise do efeito tamanho na Bovespa. (2017). del Mar, Maria ; Gonalves, Luis Miguel ; Miralles-Quiros, Jose Luis. In: RAE - Revista de Administração de Empresas. RePEc:fgv:eaerae:v:57:y:2017:i:4:a:71356.

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2018Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets. (2018). Lee, Kuo-Jung ; Shih, You ; Lu, Su-Lien. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:16-:d:138939.

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2018Forecast Combinations for Structural Breaks in Volatility: Evidence from BRICS Countries. (2018). De Gaetano, Davide. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:64-:d:177224.

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2019Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets. (2019). Jareño, Francisco ; el Haddouti, Camalea ; Jareo, Francisco ; De, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4618-:d:260794.

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2017“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index. (2017). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Adame-Garcia, Victor . In: IREA Working Papers. RePEc:ira:wpaper:201702.

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2018Regime dependent volatilities and correlation in international securitized real estate markets. (2018). Liow, Kim Hiang ; Ye, Qing. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9368-4.

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2018The Paradigm Shift in the Pakistan Stock Exchange’s Financial Integration Post-FTA and CPEC. (2018). Wahid, Abdul ; Mumtaz, Muhammad Zubair. In: Lahore Journal of Economics. RePEc:lje:journl:v:23:y:2018:i:1:p:21-50.

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2019Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911.

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2018Indian Implied Volatility Index: A Macroeconomic Study. (2018). Chittineni, Jyothi. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:5:p:75-82.

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2017Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis. (2017). Gencer, Hatice Gaye ; Hurata, Mehmet Yasin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:110-129.

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2018Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China. (2018). Chen, Yufeng ; Jin, XI ; Li, Wenqi. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:43-62.

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2019Modelling Financial Contagion in the South African Equity Markets Following the Subprime Crisis. (2019). Tewari, Dev D ; Niyitegeka, Olivier . In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2019:i:6:p:164-176.

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2017Information linkages among emerging equity markets—an empirical study. (2017). Sehgal, Sanjay ; Jain, Payal. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:44:y:2017:i:1:d:10.1007_s40622-016-0144-2.

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2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

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2018Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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2017IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA. (2017). Tuteja, Divya ; Dua, Pami. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:05:n:s021759081550099x.

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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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article1
2013Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence? In: Economic Modelling.
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article61
2018Optimal hedge ratios for clean energy equities In: Economic Modelling.
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article5
2019Analysing the systemic risk of Indian banks In: Economics Letters.
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article0
2018Financial connectedness of BRICS and global sovereign bond markets In: Emerging Markets Review.
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article3
2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets In: International Review of Financial Analysis.
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article2
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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article3
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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article6
2018Testing output gap and economic uncertainty as an explicator of stock market returns In: Research in International Business and Finance.
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article1
2015An investigation of price discovery and volatility spillovers in India’s foreign exchange market In: Journal of Economic Studies.
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article6
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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article0
2014The Eurozone crisis and its contagion effects on the European stock markets In: Studies in Economics and Finance.
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article4
2014Information transmission in Indias commodity futures market: how efficient is the market? In: Post-Print.
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paper0
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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paper0
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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article0
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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article0

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