3
H index
2
i10 index
54
Citations
Maziar Sahamkhadam : Citation Profile
Linnéuniversitet | RESEARCH PRODUCTION: 9 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2018 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Maziar Sahamkhadam. | Is cited by:
| Cites to:
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Main data
Where Maziar Sahamkhadam has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series in Economics and Institutions of Innovation / Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies | 3 |
Recent works citing Maziar Sahamkhadam (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Determining the Difference in Predictive Capabilities of ESG Raw Scores versus ESG Aggregated Scores on Annual Company Stock Returns And Volatility. (2023). Feinstein, Zachary ; Chen, Zhi ; Ndiaye, Papa Momar ; Florescu, Ionut. In: Papers. RePEc:arx:papers:2312.00202. Full description at Econpapers || Download paper |
| 2023 | ESG controversies and bank risk taking. (2023). Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:274-288. Full description at Econpapers || Download paper |
| 2023 | Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298. Full description at Econpapers || Download paper |
| 2023 | Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546. Full description at Econpapers || Download paper |
| 2023 | ESG, risk, and (tail) dependence. (2023). Paterlini, Sandra ; Czado, Claudia ; Sahin, Ozge ; Bax, Karoline. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000297. Full description at Econpapers || Download paper |
| 2023 | Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?. (2023). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002843. Full description at Econpapers || Download paper |
| 2023 | Washing away their stigma? The ESG of “Sin” firms. (2023). Sun, Jianfei. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003100. Full description at Econpapers || Download paper |
| 2023 | Assessing the influence of ESG score, industry, and stock index on firm default risk: A sustainable bank lending perspective. (2023). Ferilli, Greta B ; Palmieri, Egidio ; Polato, Maurizio ; Geretto, Enrico F ; Stefanelli, Valeria. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006463. Full description at Econpapers || Download paper |
| 2023 | Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735. Full description at Econpapers || Download paper |
| 2023 | Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533. Full description at Econpapers || Download paper |
| 2023 | A Systematic Literature Review on ESG during the COVID-19 Pandemic. (2023). Ventimiglia, Francesca ; Dandrassi, Edoardo ; Savio, Riccardo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2020-:d:1042796. Full description at Econpapers || Download paper |
| 2023 | Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR. (2023). Liang, Ying ; Deng, Xue. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10207-5. Full description at Econpapers || Download paper |
| 2023 | Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints. (2023). Pivnitskaya, Nataliya ; Munir, Qaiser ; Evgeniia, Mikova ; Teplova, Tamara. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09435-y. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Maziar Sahamkhadam:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2022 | Copula-based Black–Litterman portfolio optimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2022 | Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis In: Finance Research Letters. [Full Text][Citation analysis] | article | 20 |
| 2021 | Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis.(2021) In: Working Paper Series in Economics and Institutions of Innovation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2018 | Portfolio optimization based on GARCH-EVT-Copula forecasting models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
| 2022 | Incorporating ESG into optimal stock portfolios for the global timber & forestry industry In: Working Paper Series in Economics and Institutions of Innovation. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry.(2023) In: Journal of Forest Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks In: Working Paper Series in Economics and Institutions of Innovation. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Dynamic copula-based expectile portfolios In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2021 | Analysis of Forecasting Models in an Electricity Market under Volatility In: ADBI Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Analysis of Forecasting Models in Electricity Market Under Volatility: What We Learn from Sweden In: Springer Books. [Citation analysis] | chapter | 0 |
| 2022 | Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies In: Economic Research-Ekonomska Istraživanja. [Full Text][Citation analysis] | article | 0 |
| 2023 | Investment opportunities in the energy market: What can be learnt from different energy sectors In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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