Details about Akram Shavkatovich Hasanov

Access statistics for papers by Akram Shavkatovich Hasanov.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pha506

Working Papers

2011

1. EXCHANGE RATE RISK AND TRADE FLOWS: A GRAVITY EQUATION APPROACH
   2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding, Conference Master Resources View citations (1)
2. Exchange rate risk and trade flows: the case of Belarus, Kazakhstan, Russia, and Ukraine
   EERC Working Paper Series, EERC Research Network, Russia and CIS View citations (1)
3. Inflation and inflation uncertainty: Evidence from two Transition Economies
   Discussion Paper Series, Department of Economics, University of Macedonia View citations (2)

2009

4. Malaysian Cocoa Market Modeling: A Combination of Econometric and System Dynamics Approach
   MPRA Paper, University Library of Munich, Germany
5. Supply and Demand Model for the Malaysian Cocoa Market
   MPRA Paper, University Library of Munich, Germany View citations (1)
6. Unexpected Volatility Shifts and Efficiency of Emerging Stock Market: The Case of Malaysia
   NUBS Malaysia Campus Research Paper Series, Nottingham University Business School Malaysia Campus View citations (1)

Journal Articles

2024

1. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks
   Energy, 2024, 293, (C)

2023

2. Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach
   International Review of Financial Analysis, 2023, 89, (C) View citations (6)
3. The US-China trade war and the volatility linkages between energy and agricultural commodities
   Energy Economics, 2023, 120, (C) View citations (10)

2022

4. Product market fluidity and religious constraints: evidence from the US market
   Accounting and Finance, 2022, 62, (S1), 1761-1817
5. Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries
   Energy Economics, 2022, 115, (C) View citations (4)

2021

6. The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks
   Pacific-Basin Finance Journal, 2021, 66, (C) View citations (3)

2020

7. Forecasting volatility in the petroleum futures markets: A re-examination and extension
   Energy Economics, 2020, 86, (C) View citations (6)

2018

8. Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions
   Energy Economics, 2018, 70, (C), 307-333 View citations (11)

2016

9. Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis
   Energy Economics, 2016, 57, (C), 16-27 View citations (25)

Chapters

2022

1. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting
   Springer View citations (3)