Ihsan Badshah : Citation Profile


Are you Ihsan Badshah?

Auckland University of Technology

6

H index

6

i10 index

182

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 18
   Journals where Ihsan Badshah has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 3 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba828
   Updated: 2024-01-16    RAS profile: 2021-12-22    
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Relations with other researchers


Works with:

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

Is cited by:

Bouri, Elie (7)

Chen, Mei-Ping (6)

Lee, Chien-Chiang (6)

Demirer, Riza (5)

Uddin, Gazi (5)

Mokni, Khaled (5)

Albulescu, Claudiu (4)

Bekiros, Stelios (4)

Wang, Yudong (3)

Ajmi, Ahdi Noomen (3)

Fassas, Athanasios (3)

Cites to:

Ratti, Ronald (9)

Diebold, Francis (6)

Bekaert, Geert (5)

Yilmaz, Kamil (5)

Vespignani, Joaquin (4)

Bollerslev, Tim (4)

bloom, nicholas (4)

Engle, Robert (4)

lucey, brian (3)

Poon, Ser-Huang (3)

GUPTA, RANGAN (3)

Main data


Where Ihsan Badshah has published?


Journals with more than one article published# docs
Journal of Futures Markets2

Recent works citing Ihsan Badshah (2024 and 2023)


YearTitle of citing document
2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

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2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

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2023Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600.

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2023Can art hedge against economic policy uncertainty?: New insights through the NARDL model. (2023). Zhang, Zhiyuan ; Sun, Qinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000806.

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2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634.

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2023The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35.

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2023The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55.

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2023Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis. (2023). Skjold, Christian ; Westgaard, Sjur ; Osmundsen, Petter ; Frydenberg, Stein ; Mohanty, Sunil K. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01107-2.

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2023Modeling of factors affecting investment behavior during the pandemic: a grey-DEMATEL approach. (2023). Kishor, Nawal. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:2:d:10.1057_s41264-022-00141-4.

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2023Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201.

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2023Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510.

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2023The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach. (2023). Dutta, Anupam ; Das, Debojyoti ; Ghosh, Indranil ; Jana, Rabin K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4299-4323.

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Works by Ihsan Badshah:


YearTitleTypeCited
2021The Sarbanes?Oxley act and informed trading in the options market: Evidence from share repurchase announcements In: International Review of Finance.
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article0
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
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article30
2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics.
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article45
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
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article16
2019Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases In: JRFM.
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article1
2017Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market In: Journal of Finance and Economics Research.
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article1
2011Return-volatility relationships: cross-country evidence In: International Journal of Behavioural Accounting and Finance.
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article0
2015The information content of the VDAX volatility index and backtesting daily value-at-risk models In: International Journal of Financial Markets and Derivatives.
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article0
2018Volatility Spillover from the Fear Index to Developed and Emerging Markets In: Emerging Markets Finance and Trade.
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article22
2013Quantile Regression Analysis of the Asymmetric Return?Volatility Relation In: Journal of Futures Markets.
[Citation analysis]
article48
2013Contemporaneous Spill?Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]
article19

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