Ihsan Badshah : Citation Profile

Auckland University of Technology

6

H index

6

i10 index

243

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 24
   Journals where Ihsan Badshah has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 3 (1.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba828
   Updated: 2026-06-06    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:

Uddin, Gazi (8)

Bouri, Elie (7)

Shahzad, Syed Jawad Hussain (6)

Chen, Mei-Ping (6)

Lee, Chien-Chiang (6)

Mokni, Khaled (5)

Demirer, Riza (5)

Yarovaya, Larisa (4)

Wang, Yudong (4)

Albulescu, Claudiu (4)

Bekiros, Stelios (4)

Cites to:

Ratti, Ronald (9)

Diebold, Francis (6)

Yilmaz, Kamil (5)

Bekaert, Geert (5)

Vespignani, Joaquin (4)

Bollerslev, Tim (4)

bloom, nicholas (4)

Engle, Robert (4)

Baur, Dirk (3)

Poon, Ser-Huang (3)

lucey, brian (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 (2025 and 2024)

YearTitle of citing document
2024Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2410.02798.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2024The causal effect of political risk on the stock market: Evidence from a natural experiment. (2024). Li, Zhibing ; Zhu, Yinglun ; Liu, Xiaoyu. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:145-162.

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2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2025Internal and external risk spillovers in energy and metal markets: the role of economic policy uncertainties. (2025). Li, Xinran ; Tang, Tao ; Cheng, Sheng ; Liang, Ruibin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:1742-1762.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025Sequential quantile regression for stream data by least squares. (2025). Fan, YE ; Lin, Nan. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624001374.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2025Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847.

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2025Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework. (2025). Ren, Xiaohang ; Parhi, Mamata ; Duan, Kun ; Li, Jingyao. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006371.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; French, Joseph ; Shin, Seungho ; Naka, Atsuyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400214x.

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2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2025The value of cross market volatility in improving the forecast accuracy of risk in the gold, the dollar and the oil futures markets. (2025). Awartani, Basel ; Maghyereh, Aktham. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009274.

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2026Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning. (2026). Kutan, Ali ; Feng, Lingbing ; Shi, Jingyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002025.

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2025Impacts of pandemic shocks on Chinas financial options volatility: Evidence from COVID-19 crisis. (2025). Qin, Qilin ; Meng, Jingjing ; Yu, Mei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001118.

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2024Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gok, Remzi ; Kara, Erkan ; Gemici, Eray ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154.

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2024The influence of uncertainty on commodity futures returns and trading behaviour. (2024). Smales, Lee ; Laubsch, Joshua ; Vo, Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001212.

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2024Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

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2024Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139.

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2025The COVID-19 pandemic and feedback trading dynamics: Unveiling global patterns. (2025). Tang, Chia-Hsien ; Huang, Ya-Ling ; Chen, Chan-Shin ; Lee, Yen-Hsien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004318.

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2024The Effects of Economic Policy Uncertainty and Oil Price Shocks on Stock Returns: A Structural VAR Analysis on Türkiye. (2024). Unlu, Fatma. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:158-185.

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2025Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. (2025). Su, Fei ; Wang, Feifan ; Xu, Yahua. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09452-z.

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2024Connectedness and risk transmission of China’s stock and currency markets with global commodities. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09586-0.

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2026The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness. (2026). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Magoutas, Anastasios. In: Review of Derivatives Research. RePEc:kap:revdev:v:29:y:2026:i:1:d:10.1007_s11147-025-09226-3.

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2026Forecasting the worst: is implied volatility forward-looking enough?. (2026). de Vincentiis, Paola ; Confalonieri, Carlo. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:27:y:2026:i:1:d:10.1057_s41261-025-00306-w.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2025Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?. (2025). Junttila, Juha ; Hasan, Md Bokhtiar ; Hossain, Md Naiem ; Rabbani, Mustafa Raza ; Uddin, Gazi Salah. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04876-0.

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2025Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00669-5.

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2024Articulating the Role of Technological Innovation and Policy Uncertainty in Energy Efficiency: an Empirical Investigation. (2024). Khan, Danish ; Zheng, Yubai ; Sun, Xiaohua. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01628-8.

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2026Economic Policy Uncertainty, Financial Development, and Renewable Energy Consumption in BRIC. (2026). Khan, Salahuddin ; Ozcan, Burcu ; Shi, Wenxia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:17:y:2026:i:2:d:10.1007_s13132-026-03224-y.

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2025Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach. (2025). Lasisi, Lukman ; Ngwu, Franklin N ; Taliat, Mohammed K ; Olaniran, Abeeb O ; Nnamdi, Kelechi C. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:3:d:10.1007_s43546-025-00792-0.

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2024The Effect of Disaggregated Country Risk on the Returns of the South African Exchange Traded Fund Market. (2024). Kunjal, Damien ; Muzindutsi, Paul Francois ; Peerbhai, Faeezah. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0069.

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2025The Information Content of Overnight Information for Volatility Forecasting: Evidence From Chinas Stock Market. (2025). Liu, Zhidong ; Zhang, YI ; Zhou, Long. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:8:p:2331-2345.

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2025A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete?. (2025). Albers, Stefan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:11:p:2092-2108.

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2025Volatility Risk and Volatility‐of‐Volatility Risk: State‐Dependent Correlations Between VIX and the S&P 500 Stock Index and Hedging Effectiveness. (2025). Li, Leon ; Chen, Carl R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:11:p:2166-2185.

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2025The Dynamic Relationships Among Economic Policy Uncertainty, Bitcoin, and the Stock Market. (2025). Wu, Renhong ; Hossain, Md Alamgir ; Fang, Yuantao. In: Discrete Dynamics in Nature and Society. RePEc:wly:jnddns:v:2025:y:2025:i:1:n:7975712.

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2025Green Finance: A Pathway to Achieving Carbon Neutrality and Sustainable Development. (2025). Tiwari, Sunil ; Si, Kamel ; Balsalobrelorente, Daniel. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:s1:p:988-1002.

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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.
[Full Text][Citation analysis]		article0
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
[Full Text][Citation analysis]		article38
2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics.
[Full Text][Citation analysis]		article77
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2019Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases In: JRFM.
[Full Text][Citation analysis]		article1
2017Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market In: Journal of Finance and Economics Research.
[Full Text][Citation analysis]		article1
2011Return-volatility relationships: cross-country evidence In: International Journal of Behavioural Accounting and Finance.
[Full Text][Citation analysis]		article0
2015The 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]		article1
2018Volatility Spillover from the Fear Index to Developed and Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article26
2013Quantile Regression Analysis of the Asymmetric Return‐Volatility Relation In: Journal of Futures Markets.
[Citation analysis]		article57
2013Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]		article21

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