6
H index
6
i10 index
182
Citations
Auckland University of Technology | 6 H index 6 i10 index 182 Citations RESEARCH PRODUCTION: 11 Articles RESEARCH ACTIVITY: 10 years (2011 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba828 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 2 |
Year | Title of citing document |
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2023 | How 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. Full description at Econpapers || Download paper |
2023 | Economic 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Extreme 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Spreading 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. Full description at Econpapers || Download paper |
2023 | Analyzing 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Risk 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. Full description at Econpapers || Download paper |
2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | Time?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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | The Sarbanes?Oxley act and informed trading in the options market: Evidence from share repurchase announcements In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review. [Full Text][Citation analysis] | article | 30 |
2019 | The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics. [Full Text][Citation analysis] | article | 45 |
2016 | Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2019 | Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases In: JRFM. [Full Text][Citation analysis] | article | 1 |
2017 | Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market In: Journal of Finance and Economics Research. [Full Text][Citation analysis] | article | 1 |
2011 | Return-volatility relationships: cross-country evidence In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2015 | The information content of the VDAX volatility index and backtesting daily value-at-risk models In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] | article | 0 |
2018 | Volatility Spillover from the Fear Index to Developed and Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 22 |
2013 | Quantile Regression Analysis of the Asymmetric Return?Volatility Relation In: Journal of Futures Markets. [Citation analysis] | article | 48 |
2013 | Contemporaneous Spill?Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets. [Citation analysis] | article | 19 |
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