Ihsan Badshah : Citation Profile

Auckland University of Technology

6

H index

6

i10 index

233

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 23
   Journals where Ihsan Badshah has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 3 (1.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba828
   Updated: 2026-03-28    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)

Lee, Chien-Chiang (6)

Chen, Mei-Ping (6)

Shahzad, Syed Jawad Hussain (6)

Mokni, Khaled (5)

Demirer, Riza (5)

Bekiros, Stelios (4)

Wang, Yudong (4)

Albulescu, Claudiu (4)

Yarovaya, Larisa (4)

Cites to:

Ratti, Ronald (9)

Diebold, Francis (6)

Bekaert, Geert (5)

Yilmaz, Kamil (5)

Bollerslev, Tim (4)

Engle, Robert (4)

bloom, nicholas (4)

Vespignani, Joaquin (4)

Pastor, Lubos (3)

Filis, George (3)

Baur, Dirk (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 ; Shi, Jingyi ; Feng, Lingbing. 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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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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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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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]		article37
2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics.
[Full Text][Citation analysis]		article74
2016Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
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]		article0
2018Volatility Spillover from the Fear Index to Developed and Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article25
2013Quantile Regression Analysis of the Asymmetric Return‐Volatility Relation In: Journal of Futures Markets.
[Citation analysis]		article55
2013Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets.
[Citation analysis]		article20

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