Maziar Sahamkhadam : Citation Profile

Linnéuniversitet

4

H index

2

i10 index

100

Citations

RESEARCH PRODUCTION:

10

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 16
   Journals where Maziar Sahamkhadam has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 7 (6.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa2019
   Updated: 2025-12-20    RAS profile: 2025-04-24    
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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)

Lejeune, Miguel (2)

Boubaker, Sabri (2)

Clements, Adam (2)

Herrera, Rodrigo (2)

Akhtaruzzaman, Md (2)

Yahya, Habeeb (1)

Bilgin, Mehmet (1)

Lin, Boqiang (1)

Palmieri, Egidio (1)

Cites to:

Arreola Hernandez, Jose (12)

Patton, Andrew (7)

Engle, Robert (7)

Uddin, Gazi (6)

Alcock, Jamie (6)

Nguyen, Duc Khuong (6)

Shahzad, Syed Jawad Hussain (6)

faff, robert (6)

Stephan, Andreas (5)

Bekiros, Stelios (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
2025Stochastic modelling of food insecurity risk in Africa: Use of Vine Copulas and cointegration approaches. (2025). Pede, Valerien O ; Okou, Cyrille Guei ; Jeremy, Ronald ; Amar, Amine. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360696.

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2024Investigate The ESG Score Methodology. (2024). Chen, Zhi ; Feinstein, Zachary ; Ndiaye, Papa Momar ; Florescu, Ionut. In: Papers. RePEc:arx:papers:2312.00202.

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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.

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

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2025Semiparametric Dynamic Copula Models for Portfolio Optimization. (2025). Ghosh, Sujit K ; Pareek, Savita. In: Papers. RePEc:arx:papers:2504.12266.

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2025Identifying Risk Variables From ESG Raw Data Using A Hierarchical Variable Selection Algorithm. (2025). Feinstein, Zachary ; Chen, Zhi ; Florescu, Ionut. In: Papers. RePEc:arx:papers:2508.18679.

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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.

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2025ESG risk, economic policy uncertainty, and the downside risk: Evidence from US firms. (2025). Lee, Yen-Hsien ; Hsu, Yuan-Teng ; Liu, Hung-Chun ; Tang, Chia-Hsien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002183.

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2025The role of ESG factor in stock clustering based on risk-return-liquidity dimensions. (2025). Horváth, Matúš ; Staek, Daniel ; Horvth, Mat ; Gynyr, Lucie Stank ; Stacho, Martin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002754.

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2025Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications. (2025). Escobar Anel, Marcos ; Yang, Yu-Jung ; Escobar-Anel, Marcos ; Zagst, Rudi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000166.

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2025Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

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2025Forecasting retail fuel prices with spatial interdependencies. (2025). Clements, Adam ; Otero, Jess. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006128.

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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.

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2024Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169.

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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.

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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.

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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.

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

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

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2025Corporate social responsibility, board independence, and corporate litigation. (2025). Wang, Baomin ; Zheng, Yinglong. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002776.

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2025Market responses to ESG amid signs of ESG De-institutionalization: evidence from the 2024 economic shock and Trump’s election victory. (2025). Mohd-Rashid, Rasidah ; Ooi, Chai-Aun ; Wei, Haitian. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007160.

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

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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.

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2025Market mechanisms for energy transition: Fossil energy price shocks and irrational renewable energy financing. (2025). Lin, Boqiang ; Wang, Siquan ; Du, Anna Min. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002389.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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2025Dynamic impact of media coverage on corporate risk management: Moderating effect of environmental policies and heterogeneity analysis. (2025). Lin, Chen ; He, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002722.

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

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2024Performance of negatively screened sustainable investments during crisis. (2024). Lin, Xiang ; Swain, Ranjula Bali. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1226-1247.

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2024Big data development and enterprise ESG performance: Empirical evidence from China. (2024). Li, Yiping ; Zheng, Lanxing ; Fang, Jiming ; Xie, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:742-755.

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2024From ESG to holistic value addition: Rethinking sustainable investment from the lens of stakeholder theory. (2024). Sharma, Gagan Deep ; Talan, Gaurav ; Muschert, Glenn W ; Pereira, Vijay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005227.

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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.

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

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

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2024ESG Performance and Systemic Risk Nexus: Role of Firm-Specific Factors in Indian Companies. (2024). Bhide, Shilpa ; Pahurkar, Rajesh ; Gidage, Mithilesh ; Kolte, Ashutosh. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:381-:d:1463520.

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2024Nonparametric Copula Density Estimation Methodologies. (2024). Zang, Yishan ; Provost, Serge B. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:398-:d:1326832.

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2025Multi-Objective Optimization with a Closed-Form Solution for Capital Allocation in Environmental Energy Stock Portfolio. (2025). Azahra, Astrid Sulistya ; Prihanto, Igif Gimin ; Agung, Moch Panji ; Effendie, Adhitya Ronnie ; Ibrahim, Riza Andrian. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2844-:d:1741594.

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2024Scenario Generation for Financial Data with a Machine Learning Approach Based on Realized Volatility and Copulas. (2024). Valle, Cristiano Arbex ; Mesquita, Caio Mario ; Machado, Adriano Cesar. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10387-2.

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

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2025Stock market reaction to COVID-19 outbreak: evidence from ESG firms in emerging economies. (2025). Elbannan, Mona ; Said, Mai T. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00394-3.

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2024An integrated MCDM framework for evaluating the environmental, social, and governance (ESG) sustainable business performance. (2024). Yu, Kerui ; Wu, Qun ; Mardani, Abbas ; Wang, Weizhong ; Chen, Xiaoqing. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:1:d:10.1007_s10479-023-05616-8.

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

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2024The integration of environmental, social and governance criteria in portfolio optimization: An empirical analysis. (2024). Ferrari, Pierpaolo ; Basile, Ignazio ; Abate, Guido. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:3:p:2054-2065.

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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]		article7
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]		article44
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: 44		paper
2018Portfolio optimization based on GARCH-EVT-Copula forecasting models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
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]		article2
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]		article5
2023Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises In: Journal of Forecasting.
[Full Text][Citation analysis]		article3

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