Maziar Sahamkhadam : Citation Profile

Linnéuniversitet

4

H index

2

i10 index

81

Citations

RESEARCH PRODUCTION:

10

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 13
   Journals where Maziar Sahamkhadam has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (7.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa2019
   Updated: 2025-04-19    RAS profile: 2024-11-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Stephan, Andreas (8)

Lööf, Hans (4)

Uddin, Gazi (2)

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

Is cited by:

Esparcia, Carlos (4)

Tiwari, Aviral (2)

Boubaker, Sabri (2)

Akhtaruzzaman, Md (2)

Herrera, Rodrigo (2)

Nguyen-Huu, Adrien (1)

Palmieri, Egidio (1)

Magazzino, Cosimo (1)

Lee, Chien-Chiang (1)

Jareño, Francisco (1)

Olmo, Jose (1)

Cites to:

Arreola Hernandez, Jose (12)

Engle, Robert (7)

Patton, Andrew (7)

Shahzad, Syed Jawad Hussain (6)

Alcock, Jamie (6)

faff, robert (6)

Uddin, Gazi (6)

Nguyen, Duc Khuong (6)

Stephan, Andreas (5)

Shahbaz, Muhammad (5)

Fabozzi, Frank (5)

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 Studies3

Recent works citing Maziar Sahamkhadam (2025 and 2024)

YearTitle of citing document
2024Determining 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

2025Asset Pricing Model in Markets of Imperfect Information and Subjective Views. (2025). Bellalah, Makram ; ben Amar, Amine ; Lalioui, Hafid. In: Papers. RePEc:arx:papers:2501.11983.

Full description at Econpapers || Download paper

2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhang, Ting ; Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2503.06603.

Full description at Econpapers || Download paper

2024Dynamic robust portfolio selection under market distress. (2024). Olmo, Jose ; Jiang, Yifu ; Atwi, Majed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001602.

Full description at Econpapers || Download paper

2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

Full description at Econpapers || Download paper

2024Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models. (2024). Huang, Yujun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002527.

Full description at Econpapers || Download paper

2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

Full description at Econpapers || Download paper

2024Willingness to take risks for sustainability during the COVID-19 pandemic. (2024). Meyer, Julia. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011686.

Full description at Econpapers || Download paper

2024Exploring the impact of ESG components, CEO characteristics, and organizational themes on downside risk: Insights from Chinese firms. (2024). Liu, Hung-Chun ; Hsiao, Ming-Chun ; Lee, Yen-Hsien ; Tang, Chia-Hsien. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000783.

Full description at Econpapers || Download paper

2024Extreme Sentiment and Jumps in Analyst Forecast Dispersion. (2024). Zhu, Xiaoneng ; Chen, Kecai ; Li, Pan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001430.

Full description at Econpapers || Download paper

2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

Full description at Econpapers || Download paper

2024ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815.

Full description at Econpapers || Download paper

2024ESG disclosure and internal pay gap: Empirical evidence from China. (2024). Adu, Douglas A ; Abedin, Mohammad Zoynul ; Chen, Lifeng ; Khurram, Muhammad Usman ; Lucey, Brian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:228-244.

Full description at Econpapers || Download paper

2024Benefits of corporate social responsibility during a pandemic: Evidence from stock price reaction to COVID-19 related news. (2024). Limpaphayom, Piman ; Rupp, Anin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002957.

Full description at Econpapers || Download paper

2024Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Vioto, Davide ; Onorato, Grazia ; Gianfrancesco, Igor ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436.

Full description at Econpapers || Download paper

2024Do ESG Factors Prove Significant Predictors of Systematic and Downside Risks in the Russian Market after Controlling for Stock Liquidity?. (2024). Gurov, Sergei ; Sokolova, Tatiana ; Teplova, Tamara. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:172-:d:1380366.

Full description at Econpapers || Download paper

2024Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden ; Gr, Smail. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7.

Full description at Econpapers || Download paper

2024Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity. (2024). Fan, Zhengyang ; Ji, Ran ; Lejeune, Miguel A. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:203:y:2024:i:3:d:10.1007_s10957-024-02550-y.

Full description at Econpapers || Download paper

Works by Maziar Sahamkhadam:

YearTitleTypeCited
2019Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis In: Papers.
[Full Text][Citation analysis]		paper1
2019Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters.
[Full Text][Citation analysis]		article6
2022Copula-based Black–Litterman portfolio optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2022Is 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]		article36
2021Is 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: 36		paper
2018Portfolio optimization based on GARCH-EVT-Copula forecasting models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article29
2022Incorporating 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]		paper0
2023Incorporating 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
2023Science-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]		paper0
2021Dynamic copula-based expectile portfolios In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
2021Analysis of Forecasting Models in an Electricity Market under Volatility In: ADBI Working Papers.
[Full Text][Citation analysis]		paper1
2022Analysis of Forecasting Models in Electricity Market Under Volatility: What We Learn from Sweden In: Springer Books.
[Citation analysis]		chapter0
2022Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies In: Economic Research-Ekonomska Istraživanja.
[Full Text][Citation analysis]		article0
2024Socially responsible multiobjective optimal portfolios In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article0
2023Investment opportunities in the energy market: What can be learnt from different energy sectors In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2023Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises In: Journal of Forecasting.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team