Maziar Sahamkhadam : Citation Profile

Are you Maziar Sahamkhadam?

Linnéuniversitet

3

H index

2

i10 index

69

Citations

RESEARCH PRODUCTION:

9

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 13
   Journals where Maziar Sahamkhadam has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 7 (9.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa2019
   Updated: 2024-11-04    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Stephan, Andreas (8)

Lööf, Hans (4)

Uddin, Gazi (3)

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)

Akhtaruzzaman, Md (2)

Herrera, Rodrigo (2)

Boubaker, Sabri (2)

Tiwari, Aviral (2)

Troster, Victor (1)

Savio, Riccardo (1)

Nguyen-Huu, Adrien (1)

Parhi, Mamata (1)

Umar, Zaghum (1)

Paterlini, Sandra (1)

Cites to:

Engle, Robert (7)

Patton, Andrew (7)

faff, robert (6)

Alcock, Jamie (6)

Shahzad, Syed Jawad Hussain (6)

Nguyen, Duc Khuong (6)

Fabozzi, Frank (5)

Uddin, Gazi (5)

Stephan, Andreas (5)

Bekiros, Stelios (5)

Shahbaz, Muhammad (4)

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 (2024 and 2023)

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.

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2023ESG 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.

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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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2023Does 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.

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2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023Risk 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.

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2023ESG, 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.

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2023Spillover 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.

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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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2023Washing 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.

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2023Assessing 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.

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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). 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.

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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.

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2023The role of ESG performance in firms resilience during the COVID-19 pandemic: Evidence from Nordic firms. (2023). Yahya, Habeeb. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s104402832300100x.

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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.

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2023Forecasting 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.

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2023Diversification 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.

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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.

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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). 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.

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2023A 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.

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2023Who can better push firms to go green? A look at ESG effects on stock returns. (2023). Le Fol, Gaelle ; He, Yuyi ; Darolles, Serge. In: Post-Print. RePEc:hal:journl:hal-04462749.

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2023Robust 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.

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2023Black-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.

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2023.

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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]		article6
2022Copula-based Black–Litterman portfolio optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
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]		article31
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: 31		paper
2018Portfolio optimization based on GARCH-EVT-Copula forecasting models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
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]		article0
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
2023Investment opportunities in the energy market: What can be learnt from different energy sectors In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2023Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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