Syed Jawad Hussain Shahzad
Names
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Syed Jawad Hussain |
| last: |
Shahzad |
Identifer
Contact
Affiliations
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Montpellier Business School (weight: 80%)
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South-Ural State University
/ Faculty of Economics and Business (weight: 20%)
Research profile
author of:
- Impact Of Remittances On Financial Development In South Asia (RePEc:aic:revebs:y:2014:d:14:shahzads)
by Syed Jawad Hussain SHAHZAD & Noureen ADNAN & Sajid ALI & Naveed RAZA - Does Twitter Happiness Sentiment predict cryptocurrency? (RePEc:bla:irvfin:v:21:y:2021:i:4:p:1529-1538)
by Muhammad Abubakr Naeem & Imen Mbarki & Muhammed Tahir Suleman & Xuan Vinh Vo & Syed Jawad Hussain Shahzad - Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† (RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185)
by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch - The hedge asset for BRICS stock markets: Bitcoin, gold or VIX (RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316)
by Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & David Roubaud - Financial integration in emerging economies: an application of threshold cointegration (RePEc:bpj:sndecm:v:25:y:2021:i:4:p:213-228:n:2)
by Ali Sajid & Rehman Mobeen Ur & Shahzad Syed Jawad Hussain & Raza Naveed & Vinh Vo Xuan - Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves (RePEc:cai:finpug:fina_pr_018)
by Massimiliano Caporin & Syed Jawad Hussain Shahzad - Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia (RePEc:cii:cepiie:2018-q4-156-2)
by Walid Mensi & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh & Khamis Hamed Al-Yahyaee - Testing the globalization-driven carbon emissions hypothesis: International evidence (RePEc:cii:cepiie:2019-q2-158-3)
by Muhammad Shahbaz & Mantu Kumar Mahalik & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh - Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods (RePEc:cii:cepiie:2020-q1-161-6)
by Khamis Hamed Al-Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi - Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach (RePEc:ebl:ecbull:eb-16-00683)
by Syed jawad hussain Shahzad & Saba Ameer & Muhammad Shahbaz - Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? (RePEc:ebl:ecbull:eb-17-00288)
by Naveed Raza & Syed Jawad Hussain Shahzad & Muhammad Shahbaz & Aviral kumar Tiwari - Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis (RePEc:ebl:ecbull:eb-19-00008)
by Román Ferrer & Syed Jawad Hussain Shahzad & Adrián Maizonada - Twitter sentiment and stock return volatility of US travel and leisure firms (RePEc:ebl:ecbull:eb-22-00414)
by Syed jawad hussain Shahzad & Elie Bouri & Román Ferrer - On the volatilities of tourism stocks and oil (RePEc:eee:anture:v:81:y:2020:i:c:s0160738319300465)
by Shahzad, Syed Jawad Hussain & Caporin, Massimiliano - Measuring systemic risk in the global banking sector: A cross-quantilogram network approach (RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš - Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach (RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230)
by Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Ferrer, Roman & Hammoudeh, Shawkat - Directional predictability and time-varying spillovers between stock markets and economic cycles (RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312)
by Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen - Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224)
by Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav - Spillovers and diversification potential of bank equity returns from developed and emerging America (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169)
by Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min - Sensitivity of US equity returns to economic policy uncertainty and investor sentiments (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280)
by Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh - Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? (RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266)
by Shahzad, Syed Jawad Hussain & Naifar, Nader - Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach (RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147)
by Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Zeitun, Rami & Rehman, Mobeen Ur - Extreme dependence and risk spillovers between oil and Islamic stock markets (RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63)
by Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Yahyaee, Khamis H. - Dependence dynamics of stock markets during COVID-19 (RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115)
by Rehman, Mobeen Ur & Ahmad, Nasir & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh - Regime specific spillovers across US sectors and the role of oil price volatility (RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000238)
by Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Sadorsky, Perry & Uddin, Gazi Salah & Bouri, Elie & Kang, Sang Hoon - Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices (RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263)
by Iqbal, Najaf & Bouri, Elie & Shahzad, Syed Jawad Hussain & Alsagr, Naif - Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas (RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495)
by Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Al-Yahyaee, Khamis Hamed & Shahbaz, Muhammad - Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis (RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339)
by Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David - Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States (RePEc:eee:eneeco:v:68:y:2017:i:c:p:548-565)
by Shahbaz, Muhammad & Solarin, Sakiru Adebola & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain - Oil volatility and sovereign risk of BRICS (RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269)
by Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David - The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach (RePEc:eee:eneeco:v:71:y:2018:i:c:p:282-301)
by Shahbaz, Muhammad & Zakaria, Muhammad & Shahzad, Syed Jawad Hussain & Mahalik, Mantu Kumar - Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets (RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46)
by Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel - Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach (RePEc:eee:eneeco:v:73:y:2018:i:c:p:108-121)
by Uddin, Gazi Salah & Rahman, Md Lutfur & Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur - Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27)
by Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain - Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20)
by Ferrer, Román & Shahzad, Syed Jawad Hussain & López, Raquel & Jareño, Francisco - Spillover network of commodity uncertainties (RePEc:eee:eneeco:v:81:y:2019:i:c:p:914-927)
by Balli, Faruk & Naeem, Muhammad Abubakr & Shahzad, Syed Jawad Hussain & de Bruin, Anne - Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020)
by Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román - Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S (RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302051)
by Hoang, Thi Hong Van & Shahzad, Syed Jawad Hussain & Czudaj, Robert L. - Energy commodity uncertainties and the systematic risk of US industries (RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846)
by Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne - Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300864)
by Naifar, Nader & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat - Oil price shocks, global financial markets and their connectedness (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110)
by Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain - Time and frequency connectedness among oil shocks, electricity and clean energy markets (RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541)
by Naeem, Muhammad Abubakr & Peng, Zhe & Suleman, Mouhammed Tahir & Nepal, Rabindra & Shahzad, Syed Jawad Hussain - Electricity and growth nexus dynamics in Singapore : Fresh insights based on wavelet approach (RePEc:eee:enepol:v:110:y:2017:i:c:p:686-692)
by Sharif, Arshian & Jammazi, Rania & Raza, Syed Ali & Shahzad, Syed Jawad Hussain - Asymmetric risk spillovers between oil and agricultural commodities (RePEc:eee:enepol:v:118:y:2018:i:c:p:182-198)
by Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania - Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001543)
by Naeem, Muhammad Abubakr & Farid, Saqib & Ferrer, Román & Shahzad, Syed Jawad Hussain - Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (RePEc:eee:finana:v:52:y:2017:i:c:p:9-26)
by Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum - Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks (RePEc:eee:finana:v:56:y:2018:i:c:p:167-180)
by Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min - Is Bitcoin a better safe-haven investment than gold and commodities? (RePEc:eee:finana:v:63:y:2019:i:c:p:322-330)
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian - Spillover among financial, industrial and consumer uncertainties. The case of EU member states (RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411)
by Śmiech, Sławomir & Papież, Monika & Shahzad, Syed Jawad Hussain - Asymmetric volatility spillover among Chinese sectors during COVID-19 (RePEc:eee:finana:v:75:y:2021:i:c:s105752192100096x)
by Shahzad, Syed Jawad Hussain & Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie - Dependence dynamics of US REITs (RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928)
by Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Ahmad, Nasir & Vo, Xuan Vinh - Machine learning and the cross-section of cryptocurrency returns (RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765)
by Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam - Risk transmitters and receivers in global currency markets (RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9)
by Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur - Directional predictability of implied volatility: From crude oil to developed and emerging stock markets (RePEc:eee:finlet:v:27:y:2018:i:c:p:65-79)
by Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain - Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe (RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159)
by Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Arreola-Hernandez, Jose - Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach (RePEc:eee:finlet:v:29:y:2019:i:c:p:101-110)
by Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis - Co-explosivity in the cryptocurrency market (RePEc:eee:finlet:v:29:y:2019:i:c:p:178-183)
by Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David - Quantile coherency networks of international stock markets (RePEc:eee:finlet:v:31:y:2019:i:c:p:119-129)
by Baumöhl, Eduard & Shahzad, Syed Jawad Hussain - On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches (RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300777)
by Shahzad, Syed Jawad Hussain & Aloui, Chaker & Jammazi, Rania - Time and frequency relationship between household investors’ sentiment index and US industry stock returns (RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319304465)
by Khan, Muhammad Asif & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain - Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422)
by Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric - The pricing of bad contagion in cryptocurrencies: A four-factor pricing model (RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111)
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Ahmad, Tanveer & Naeem, Muhammad Abubakr & Vo, Xuan Vinh - Extreme tail network analysis of cryptocurrencies and trading strategies (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001872)
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Ahmad, Tanveer & Naeem, Muhammad Abubakr - Tail event-based sovereign credit risk transmission network during COVID-19 pandemic (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002543)
by Naifar, Nader & Shahzad, Syed Jawad Hussain - Price explosiveness in cryptocurrencies and Elon Musk's tweets (RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000241)
by Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie - A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks (RePEc:eee:finlet:v:48:y:2022:i:c:s154461232200157x)
by Wang, Zhenkun & Bouri, Elie & Ferreira, Paulo & Shahzad, Syed Jawad Hussain & Ferrer, Román - Is geopolitical risk priced in the cross-section of cryptocurrency returns? (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003543)
by Long, Huaigang & Demir, Ender & Będowska-Sójka, Barbara & Zaremba, Adam & Shahzad, Syed Jawad Hussain - Bubbles across Meme Stocks and Cryptocurrencies (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003774)
by Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain - Asymmetric and time-frequency based networks of currency markets (RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003690)
by Shahzad, Syed Jawad Hussain & Hasan, Mudassar & Caporin, Massimiliano - Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia (RePEc:eee:inteco:v:156:y:2018:i:c:p:15-30)
by Mensi, Walid & Hussain Shahzad, Syed Jawad & Hammoudeh, Shawkat & Al-Yahyaee, Khamis Hamed - Testing the globalization-driven carbon emissions hypothesis: International evidence (RePEc:eee:inteco:v:158:y:2019:i:c:p:25-38)
by Shahbaz, Muhammad & Kumar Mahalik, Mantu & Jawad Hussain Shahzad, Syed & Hammoudeh, Shawkat - Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods (RePEc:eee:inteco:v:161:y:2020:i:c:p:66-82)
by Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid - Distribution specific dependence and causality between industry-level U.S. credit and stock markets (RePEc:eee:intfin:v:52:y:2018:i:c:p:114-133)
by Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad - A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling (RePEc:eee:intfin:v:56:y:2018:i:c:p:104-127)
by Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba - Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method (RePEc:eee:jbfina:v:75:y:2017:i:c:p:258-279)
by Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad - Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301)
by Raza, Naveed & Jawad Hussain Shahzad, Syed & Tiwari, Aviral Kumar & Shahbaz, Muhammad - Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? (RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218)
by Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad - Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach (RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29)
by Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali - Precious metal returns and oil shocks: A time varying connectedness approach (RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89)
by Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Hedström, Axel - Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models (RePEc:eee:jrpoli:v:61:y:2019:i:c:p:210-230)
by Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Salman, Aneel - Spillovers from oil to precious metals: Quantile approaches (RePEc:eee:jrpoli:v:61:y:2019:i:c:p:508-521)
by Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Jammazi, Rania - Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach (RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601)
by Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon - Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches (RePEc:eee:jrpoli:v:62:y:2019:i:c:p:602-615)
by Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Sohail, Asiya & Al-Yahyaee, Khamis Hamed - Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals (RePEc:eee:jrpoli:v:63:y:2019:i:c:9)
by Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris - Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis (RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930426x)
by Uddin, Gazi Salah & Shahzad, Syed Jawad Hussain & Boako, Gideon & Hernandez, Jose Areola & Lucey, Brian M. - Characteristics of spillovers between the US stock market and precious metals and oil (RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305124)
by Uddin, Gazi Salah & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Kang, Sang Hoon - Revisiting the valuable roles of commodities for international stock markets (RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275)
by Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain - The predictive power of oil price shocks on realized volatility of oil: A note (RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874)
by Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain - Re-examining the real option characteristics of gold for gold mining companies (RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309211)
by Shahzad, Syed Jawad Hussain & Rahman, Md Lutfur & Lucey, Brian M. & Uddin, Gazi Salah - Asymmetric and time-frequency spillovers among commodities using high-frequency data (RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879)
by Caporin, Massimiliano & Naeem, Muhammad Abubakr & Arif, Muhammad & Hasan, Mudassar & Vo, Xuan Vinh & Hussain Shahzad, Syed Jawad - Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100115x)
by Farid, Saqib & Kayani, Ghulam Mujtaba & Naeem, Muhammad Abubakr & Shahzad, Syed Jawad Hussain - Dependence among metals and mining companies of the US and Europe during normal and crises periods (RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002130)
by Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Ahmad, Nasir & Vo, Xuan Vinh - Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications (RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100427x)
by Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain - Precious metals as hedge and safe haven for African stock markets (RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200229x)
by Naeem, Muhammad Abubakr & Agyemang, Abraham & Hasan Chowdhury, Md Iftekhar & Hasan, Mudassar & Shahzad, Syed Jawad Hussain - Tail risk transmission from commodity prices to sovereign risk of emerging economies (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003154)
by Zhang, Zhengyong & Shahzad, Syed Jawad Hussain & Bouri, Elie - Examining the asymmetries between equity and commodity ETFs during COVID-19 (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004913)
by Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara - Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities (RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292)
by Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min - On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons (RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034)
by Aloui, Chaker & Shahzad, Syed Jawad Hussain & Hkiri, Besma & Hela, Ben Hamida & Khan, Muhammad Asif - Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications (RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33)
by Shahzad, Syed Jawad Hussain & Kumar, Ronald Ravinesh & Ali, Sajid & Ameer, Saba - Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches (RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324)
by Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Kumar, Ronald Ravinesh & Mensi, Walid - Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches (RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363)
by Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Mensi, Walid & Kumar, Ronald Ravinesh - A global network topology of stock markets: Transmitters and receivers of spillover effects (RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153)
by Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Zakaria, Muhammad - Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches (RePEc:eee:phsmap:v:502:y:2018:i:c:p:576-589)
by Mensi, Walid & Hamdi, Atef & Shahzad, Syed Jawad Hussain & Shafiullah, Muhammad & Al-Yahyaee, Khamis Hamed - Stock market efficiency: A comparative analysis of Islamic and conventional stock markets (RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153)
by Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed - Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis (RePEc:eee:phsmap:v:506:y:2018:i:c:p:337-349)
by Aloui, Chaker & Shahzad, Syed Jawad Hussain & Jammazi, Rania - Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume (RePEc:eee:phsmap:v:506:y:2018:i:c:p:433-450)
by Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Hanif, Waqas & Kayani, Ghulam Mujtaba - Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach (RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314761)
by Al Janabi, Mazin A.M. & Ferrer, Román & Shahzad, Syed Jawad Hussain - Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour (RePEc:eee:phsmap:v:550:y:2020:i:c:s037843712030234x)
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Kayani, Ghulam Mujtaba & Nasir, Rana Muhammad & Kristoufek, Ladislav - Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices (RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583)
by Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Balli, Faruk & Shahzad, Syed Jawad Hussain - Asymmetric efficiency of cryptocurrencies during COVID19 (RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308608)
by Naeem, Muhammad Abubakr & Bouri, Elie & Peng, Zhe & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh - Cryptocurrencies as hedges and safe-havens for US equity sectors (RePEc:eee:quaeco:v:75:y:2020:i:c:p:294-307)
by Bouri, Elie & Hussain Shahzad, Syed Jawad & Roubaud, David - Do Bitcoin and other cryptocurrencies jump together? (RePEc:eee:quaeco:v:76:y:2020:i:c:p:396-409)
by Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain - Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164)
by Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian - Tail dependence risk and spillovers between oil and food prices (RePEc:eee:quaeco:v:80:y:2021:i:c:p:195-209)
by Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min - Causal nexus between crude oil and US corporate bonds (RePEc:eee:quaeco:v:80:y:2021:i:c:p:577-589)
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Hernandez, Jose Areola & Roubaud, David - Do conventional currencies hedge cryptocurrencies? (RePEc:eee:quaeco:v:85:y:2022:i:c:p:223-228)
by Shahzad, Syed Jawad Hussain & Balli, Faruk & Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad - Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit (RePEc:eee:rensus:v:70:y:2017:i:c:p:185-192)
by Shahzad, Syed Jawad Hussain & Kumar, Ronald Ravinesh & Zakaria, Muhammad & Hurr, Maryam - Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants (RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61)
by Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad - Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? (RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483)
by Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain - Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears (RePEc:eee:reveco:v:73:y:2021:i:c:p:496-514)
by Naeem, Muhammad Abubakr & Mbarki, Imen & Shahzad, Syed Jawad Hussain - Can happiness predict future volatility in stock markets? (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919312292)
by Naeem, Muhammad Abubakr & Farid, Saqib & Faruk, Balli & Shahzad, Syed Jawad Hussain - An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets (RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001544)
by Ali, Fahad & Bouri, Elie & Naifar, Nader & Shahzad, Syed Jawad Hussain & AlAhmad, Mohammad - Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach (RePEc:eee:touman:v:60:y:2017:i:c:p:223-232)
by Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad & Ferrer, Román & Kumar, Ronald Ravinesh - Time and frequency connectedness among oil shocks, electricity and clean energy markets (RePEc:een:camaaa:2020-81)
by Muhammad Abubakr Naeem & Zhe Peng & Mouhammed Tahir Suleman & Rabindra Nepal & Syed Jawad Hussain Shahzad - The impact of terrorism on industry returns and systematic risk in Pakistan (RePEc:eme:arjpps:arj-09-2015-0114)
by Syed Jawad Hussain Shahzad & Peter Josef Stauvermann & Ronald Ravinesh Kumar & Tanveer Ahmad - The lead-lag relationship between US industry-level credit and stock markets (RePEc:eme:jespps:jes-03-2016-0053)
by Syed Jawad Hussain Shahzad & Safwan Mohd Nor & Nur Azura Sanusi & Ronald Ravinesh Kumar - The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets (RePEc:erg:wpaper:1129)
by Nader Naifar & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh - Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries (RePEc:erg:wpaper:1294)
by Ilham Haouas & Naceur Kheraief & Arusha Cooray & Syed Jawad Hussain Shahzad - Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies (RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987)
by Changyu Liu & Muhammad Abubakr Naeem & Mobeen Ur Rehman & Saqib Farid & Syed Jawad Hussain Shahzad - Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities (RePEc:gam:jmathe:v:8:y:2020:i:11:p:1904-:d:438200)
by Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Safwan Mohd Nor - Tail Dependence and Risk Spillover from the US to GCC Banking Sectors (RePEc:gam:jmathe:v:8:y:2020:i:11:p:2055-:d:446806)
by Faisal Alqahtani & Nader Trabelsi & Nahla Samargandi & Syed Jawad Hussain Shahzad - Smooth Break Detection and De-Trending in Unit Root Testing (RePEc:gam:jmathe:v:9:y:2021:i:4:p:371-:d:498649)
by Furkan Emirmahmutoglu & Tolga Omay & Syed Jawad Hussain Shahzad & Safwan Mohd Nor - Spillover and Drivers of Uncertainty among Oil and Commodity Markets (RePEc:gam:jmathe:v:9:y:2021:i:4:p:441-:d:504241)
by Muhammad Abubakr Naeem & Saqib Farid & Safwan Mohd Nor & Syed Jawad Hussain Shahzad - Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach (RePEc:gam:jsusta:v:10:y:2018:i:11:p:3859-:d:177957)
by Wen Jun & Muhammad Zakaria & Syed Jawad Hussain Shahzad & Hamid Mahmood - Geopolitical Risk and Tourism Stocks of Emerging Economies (RePEc:gam:jsusta:v:12:y:2020:i:21:p:9261-:d:441495)
by Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Safwan Mohd Nor - Asymmetric risk spillovers between oil and agricultural commodities (RePEc:hal:journl:hal-01774528)
by Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi - Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume (RePEc:hal:journl:hal-01813245)
by Syed Jawad Hussain Shahzad & Jose Areola Hernandez & Waqas Hanif & Ghulam Mujtaba Kayani - Risk transmitters and receivers in global currency markets (RePEc:hal:journl:hal-01814274)
by Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman - Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries (RePEc:hal:journl:hal-01879670)
by Jamal Bouoiyour & Refk Selmi & Muhammad Shahbaz & Jawad Shahzad - A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling (RePEc:hal:journl:hal-01989649)
by Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani - A global network topology of stock markets: Transmitters and receivers of spillover effects (RePEc:hal:journl:hal-01994762)
by Syed Jawad Hussain Shahzad & Jose Areola Hernandez & Mobeen Ur Rehman & Khamis Hamed Al-Yahyaee & Muhammad Zakaria - Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets (RePEc:hal:journl:hal-01996386)
by Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström - Directional predictability and time-varying spillovers between stock markets and economic cycles (RePEc:hal:journl:hal-01996787)
by Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman - Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks (RePEc:hal:journl:hal-01997844)
by Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Seong-Min Yoon - Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach (RePEc:hal:journl:hal-02013740)
by Syed Jawad Hussain Shahzad & Saba Ameer & Muhammad Shahbaz - Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (RePEc:hal:journl:hal-02013747)
by Naveed Raza & Syed Jawad Hussain Shahzad & Aviral Kumar Tiwari & Muhammad Shahbaz - A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism? (RePEc:hal:journl:hal-02044848)
by Faruk Balli & Syed Jawad Hussain Shahzad & Gazi Salah Uddin - Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe (RePEc:hal:journl:hal-02129104)
by Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Jose Arreola-Hernandez - Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach (RePEc:hal:journl:hal-02159274)
by Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang - Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit (RePEc:hal:journl:hal-02352004)
by Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros - Spillover across Eurozone credit market sectors and determinants (RePEc:hal:journl:hal-02353094)
by Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros - Characteristics of spillovers between the US stock market and precious metals and oil (RePEc:hal:journl:hal-02489889)
by Gazi Salah Uddin & Jose Arreola Hernandez & Syed Jawad Hussain Shahzad & Sang Hoon Kang - Spillovers and diversification potential of bank equity returns from developed and emerging America (RePEc:hal:journl:hal-02966894)
by Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon - Multiscale Systematic Risk: Empirical Evidence from Pakistan (RePEc:ijr:journl:v:3:y:2015:i:12:p:605-615)
by Syed Jawad Hussain Shahzad - Effect of tourism on economic growth of Sri Lanka: accounting for capital per worker, exchange rate and structural breaks (RePEc:kap:ecopln:v:51:y:2018:i:1:d:10.1007_s10644-016-9198-6)
by Peter Josef Stauvermann & Ronald Ravinesh Kumar & Syed Jawad Hussain Shahzad & Nikeel N. Kumar - Exploring the effect of ICT and tourism on economic growth: a study of Israel (RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9227-8)
by Ronald Ravinesh Kumar & Peter Josef Stauvermann & Nikeel Kumar & Syed Jawad Hussain Shahzad - Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada (RePEc:kap:jrefec:v:61:y:2020:i:1:d:10.1007_s11146-019-09706-y)
by Mobeen Ur Rehman & Sajid Ali & Syed Jawad Hussain Shahzad - Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment (RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9)
by Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud - The European Financial System in Limelight (RePEc:pra:mprapa:60152)
by Adnan, Noureen & Shahzad, Syed Jawad Hussain - Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis (RePEc:pra:mprapa:60398)
by Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad - Nexus between U.S Energy Sources and Economic Activity: Time-Frequency and Bootstrap Rolling Window Causality Analysis (RePEc:pra:mprapa:68724)
by Shahbaz, Muhammad & Hussain Shahzad, Syed Jawad & Jammazi, Rania - Financial development and environmental quality: The way forward (RePEc:pra:mprapa:73394)
by Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista - Financial development and environmental quality: The way forward (RePEc:pra:mprapa:74704)
by Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista - Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants (RePEc:pra:mprapa:74705)
by Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad - Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach (RePEc:pra:mprapa:75540)
by Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad & Ferrer, Román & Kumar, Ronald Ravinesh - Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States (RePEc:pra:mprapa:78595)
by Shahzad, Syed Jawad Hussain & Raza, Naveed & Shahbaz, Muhammad & Ali, Azwadi - How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis (RePEc:pra:mprapa:80718)
by Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Mahalik, Mantu Kumar & Sadorsky, Perry - Bounds Testing Approach to Analyzing the Environment Kuznets Curve Hypothesis: The Role of Biomass Energy Consumption in the United States with Structural Breaks (RePEc:pra:mprapa:81840)
by Shahbaz, Muhammad & Solarin, Sakiru Adebola & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain - Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis (RePEc:pra:mprapa:82413)
by Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Kumar, Mantu - Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations (RePEc:pra:mprapa:82713)
by Shahbaz, Muhammad & Ferrer, Román & Hussain Shahzad, Syed Jawad & Haouas, Ilham - Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries (RePEc:pra:mprapa:86979)
by Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Alam, Shaista & Apergis, Nicholas - The Influencing Factors of CO2 Emissions and the Role of Biomass Energy Consumption: Statistical Experience from G-7 Countries (RePEc:pra:mprapa:87456)
by Shahbaz, Muhammad & Balsalobre, Daniel & Shahzad, Syed Jawad Hussain - Is Energy Consumption Sensitive to Foreign Capital Inflows and Currency Devaluation in Pakistan? (RePEc:pra:mprapa:90612)
by Shahbaz, Muhammad & Chaudhary, A. R & Shahzad, Syed Jawad Hussain - Testing the Globalization-Driven Carbon Emissions Hypothesis: International Evidence (RePEc:pra:mprapa:92175)
by Shahbaz, Muhammad & Mahalik, Mantu Kumar & Hussain Shahzad, Syed Jawad & Hammoudeh, Shawkat - Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach (RePEc:pre:wpaper:202008)
by Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson - A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility (RePEc:pre:wpaper:202010)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad - Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data (RePEc:pre:wpaper:202031)
by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch - The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note (RePEc:pre:wpaper:202044)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad - The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States (RePEc:pre:wpaper:202063)
by Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam - Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries (RePEc:ris:integr:0743)
by Bouoiyour, Jamal & Selmi, Refk & Hussain Shahzad, Syed Jawad & Shahbaz, Muhammad - How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S (RePEc:sae:enejou:v:40:y:2019:i:1_suppl:p:167-210)
by Thi Hong Van Hoang & Syed Jawad Hussain Shahzad & Robert L. Czudaj & Javed Ahmad Bhat - Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks (RePEc:sae:enejou:v:43:y:2022:i:1_suppl:p:1-26)
by Elie Bouri & Syed Jawad Hussain Shahzad - Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas (RePEc:sae:enejou:v:43:y:2022:i:1:p:215-239)
by Md Lutfur Rahman & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Anupam Dutta - Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications (RePEc:sae:enejou:v:44:y:2023:i:6:p:211-243)
by Syed Jawad Hussain Shahzad & Román Ferrer & Elie Bouri - The Determinants of Credit Risk: Analysis of US Industry-level Indices (RePEc:sae:globus:v:19:y:2018:i:5:p:1152-1165)
by Syed Jawad Hussain Shahzad & Safwan Mohd Nor & Nur Azura Sanusi & Ronald Ravinesh Kumar - Can Bitcoin Glitter More Than Gold for Investment Styles? (RePEc:sae:sagope:v:10:y:2020:i:2:p:2158244020926508)
by Muhammad Abubakr Naeem & Mudassar Hasan & Muhammad Arif & Syed Jawad Hussain Shahzad - The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation: Evidence From Emerging Asian Economies (RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006051)
by Ghulam Mujtaba Kayani & Yasmeen Akhtar & Chen Yiguo & Tahir Yousaf & Syed Jawad Hussain Shahzad - Commodities and Stock Investment (RePEc:sae:sagope:v:4:y:2014:i:3:p:2158244014548846)
by Syed Jawad Hussain Shahzad & Naveed Raza & Aneese Hayat Awan - Geopolitical risk and tourism demand in emerging economies (RePEc:sae:toueco:v:25:y:2019:i:6:p:997-1005)
by Faruk Balli & Gazi Salah Uddin & Syed Jawad Hussain Shahzad - Oil price risk exposure of BRIC stock markets and hedging effectiveness (RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04078-0)
by Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed - Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies (RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04568-9)
by Elie Bouri & Ladislav Kristoufek & Tanveer Ahmad & Syed Jawad Hussain Shahzad - Toward environmental sustainability: how do urbanization, economic growth, and industrialization affect biocapacity in Brazil? (RePEc:spr:endesu:v:24:y:2022:i:10:d:10.1007_s10668-021-01915-x)
by Zahoor Ahmed & Hoang Phong Le & Syed Jawad Hussain Shahzad - The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis (RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y)
by Muhammad Anas & Syed Jawad Hussain Shahzad & Larisa Yarovaya - Regime specific spillover across cryptocurrencies and the role of COVID-19 (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00210-4)
by Syed Jawad Hussain Shahzad & Elie Bouri & Sang Hoon Kang & Tareq Saeed - Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00228-2)
by Syed Jawad Hussain Shahzad & Elie Bouri & Ladislav Kristoufek & Tareq Saeed - Liquidity connectedness in cryptocurrency market (RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00308-3)
by Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Xuan Vinh Vo - Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00560-9)
by Elie Bouri & Syed Jawad Hussain Shahzad & Ladislav Kristoufek - Dynamic structural impacts of oil shocks on exchange rates: lessons to learn (RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00194-5)
by Qiang Ji & Syed Jawad Hussain Shahzad & Elie Bouri & Muhammad Tahir Suleman - Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit (RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1)
by Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros - Dynamic spillover effects among tourism, economic growth and macro-finance risk factors (RePEc:spr:portec:v:19:y:2020:i:3:d:10.1007_s10258-019-00165-0)
by Syed Jawad Hussain Shahzad & Román Ferrer - Can technology provide a glimmer of hope for economic growth in the midst of chaos? A case of Zimbabwe (RePEc:spr:qualqt:v:51:y:2017:i:2:d:10.1007_s11135-016-0319-0)
by Ronald Ravinesh Kumar & Peter Josef Stauvermann & Syed Jawad Hussain Shahzad - Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis (RePEc:spr:soinre:v:127:y:2016:i:1:d:10.1007_s11205-015-0950-5)
by Syed Jawad Hussain Shahzad & Muhammad Zakaria & Mobeen Ur Rehman & Tanveer Ahmed & Bashir Ahmed Fida - Fertility and Financial Development in South Asia (RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1382-6)
by Muhammad Zakaria & Bashir Ahmed Fida & Saquib Yousaf Janjua & Syed Jawad Hussain Shahzad - Hedging the downside risk of commodities through cryptocurrencies (RePEc:taf:apeclt:v:28:y:2021:i:2:p:153-160)
by Muhammad Abubakr Naeem & Saqib Farid & Faruk Balli & Syed Jawad Hussain Shahzad - A note on oil price shocks and the forecastability of gold realized volatility (RePEc:taf:apeclt:v:28:y:2021:i:21:p:1889-1897)
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad - How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis (RePEc:taf:applec:v:50:y:2018:i:13:p:1479-1494)
by Muhammad Shahbaz & Syed Jawad Hussain Shahzad & Mantu Kumar Mahalik & Perry Sadorsky - Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations (RePEc:taf:applec:v:50:y:2018:i:24:p:2677-2697)
by Muhammad Shahbaz & Román Ferrer & Syed Jawad Hussain Shahzad & Ilham Haouas - Revisiting the threshold effect of remittances on total factor productivity growth in South Asia: a study of Bangladesh and India (RePEc:taf:applec:v:50:y:2018:i:26:p:2860-2877)
by Ronald Ravinesh Kumar & Peter Josef Stauvermann & Nikeel N. Kumar & Syed Jawad Hussain Shahzad - Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states (RePEc:taf:applec:v:50:y:2018:i:42:p:4500-4521)
by Zaghum Umar & Syed Jawad Hussain Shahzad & Román Ferrer & Francisco Jareño - Industry-level determinants of the linkage between credit and stock markets (RePEc:taf:applec:v:50:y:2018:i:49:p:5277-5301)
by Syed Jawad Hussain Shahzad & Román Ferrer & Shawkat Hammoudeh & Rania Jammazi - Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan? (RePEc:taf:applec:v:50:y:2018:i:52:p:5641-5658)
by Muhammad Shahbaz & Amatul Razzaq Chaudhary & Syed Jawad Hussain Shahzad - Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan? (RePEc:taf:applec:v:50:y:2020:i:52:p:5641-5658)
by Muhammad Shahbaz & Amatul Razzaq Chaudhary & Syed Jawad Hussain Shahzad - Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework (RePEc:taf:applec:v:51:y:2019:i:3:p:219-238)
by Syed Jawad Hussain Shahzad & Chaker Aloui & Rania Jammazi & Muhammad Shahbaz - Spillover across Eurozone credit market sectors and determinants (RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349)
by Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros - Modelling inbound international tourism demand in small Pacific Island countries (RePEc:taf:applec:v:52:y:2020:i:10:p:1031-1047)
by Nikeel Kumar & Ronald Ravinesh Kumar & Arvind Patel & Syed Jawad Hussain Shahzad & Peter Josef Stauvermann - Regional and copula estimation effects on EU and US energy equity portfolios (RePEc:taf:applec:v:52:y:2020:i:49:p:5311-5342)
by Waqas Hanif & Jose Arreola-Hernandez & Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Seong-Min Yoon - Spillovers across European sovereign credit markets and role of surprise and uncertainty (RePEc:taf:applec:v:52:y:2020:i:8:p:851-865)
by Stelios Bekiros & Syed Jawad Hussain Shahzad & Rania Jammazi & Chaker Aloui - Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests (RePEc:taf:applec:v:53:y:2021:i:7:p:761-780)
by Tolga Omay & Furkan Emirmahmutoglu & Syed Jawad Hussain Shahzad - Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality (RePEc:taf:ijecbs:v:25:y:2018:i:3:p:441-454)
by Elie Bouri & Donald Lien & David Roubaud & Syed Jawad Hussain Shahzad - Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries (RePEc:taf:jitecd:v:27:y:2018:i:8:p:985-1009)
by Muhammad Shahbaz & Syed Jawad Hussain Shahzad & Shaista Alam & Nicholas Apergis - From pandemic to systemic risk: contagion in the U.S. tourism sector (RePEc:taf:rcitxx:v:25:y:2022:i:1:p:34-40)
by Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Elie Bouri - Financial inclusion and carbon emissions in Asia: Implications for environmental sustainability (RePEc:taf:repsxx:v:12:y:2024:i:1:p:88-104)
by Shahzad Hussain & Tanveer Ahmad & Sabeeh Ullah & Ajid Ur Rehman & Syed Jawad Hussain Shahzad - Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method (RePEc:wly:ijfiec:v:24:y:2019:i:1:p:540-557)
by Muhammad Shahbaz & Mantu Kumar Mahalik & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh - Asymmetric interdependence between currency markets' volatilities across frequencies and time scales (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2436-2457)
by Syed Jawad Hussain Shahzad & Jose Arreola‐Hernandez & Md Lutfur Rahman & Gazi Salah Uddin & Muhammad Yahya - Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926)
by Khamis Hamed Al‐Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi & Seong‐Min Yoon - U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach (RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3569-3587)
by Syed Jawad Hussain Shahzad & Dene Hurley & Román Ferrer - Rapid rise of life expectancy in Bangladesh: Does financial development matter? (RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4918-4931)
by Md Samsul Alam & Md Shahidul Islam & Syed Jawad Hussain Shahzad & Shazia Bilal - Time‐varying causal nexuses between economic growth and CO2 emissions in G‐7 countries: A bootstrap rolling window approach over 1820–2015 (RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6128-6148)
by Md. Samsul Alam & Sajid Ali & Naceur Khraief & Syed Jawad Hussain Shahzad - The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market (RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1845-1857)
by Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam - Hedge and safe haven role of commodities for the US and Chinese equity markets (RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414)
by Ghulam Mujtaba & Asima Siddique & Nader Naifar & Syed Jawad Hussain Shahzad - CAPM estimates: Can data frequency and time period lend a hand? (RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s2424786316500183)
by Syed Jawad Hussain Shahzad & Saniya Khalid & Saba Ameer - Non-Linear Effects Of Terrorism On Economic Growth In Pakistan: Accounting For Capital Per Worker And Structural Breaks (RePEc:wsi:serxxx:v:68:y:2023:i:02:n:s0217590819500140)
by Ronald Ravinesh Kumar & Syed Jawad Hussain Shahzad & Peter Josef Stauvermann & Nikeel Kumar - Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach (RePEc:wsi:wschap:9789813236653_0014)
by Muhammad Shahbaz & Syed Jawad Hussain Shahzad & Sandrine Kablan & Shawkat Hammoudeh - Measuring systemic risk in the global banking sector: A cross-quantilogram network approach (RePEc:zbw:espost:249340)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš - Quantile coherency networks of international stock markets (RePEc:zbw:esprep:194568)
by Baumöhl, Eduard & Shahzad, Syed Jawad Hussain - From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks (RePEc:zbw:esprep:218944)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost,Tomáš - Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector (RePEc:zbw:esprep:222580)
by Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš