Details about Syed Jawad Hussain Shahzad

Access statistics for papers by Syed Jawad Hussain Shahzad.

Last updated 2019-07-04. Update your information in the RePEc Author Service.

Short-id: psh874

Working Papers

2019

1. Testing the Globalization-Driven Carbon Emissions Hypothesis: International Evidence
   MPRA Paper, University Library of Munich, Germany

2018

2. A global network topology of stock markets: Transmitters and receivers of spillover effects
   Post-Print, HAL View citations (1)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
3. A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
   Post-Print, HAL View citations (1)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)
4. Asymmetric risk spillovers between oil and agricultural commodities
   Post-Print, HAL View citations (5)
   See also Journal Article in Energy Policy (2018)
5. Directional predictability and time-varying spillovers between stock markets and economic cycles
   Post-Print, HAL View citations (1)
   See also Journal Article in Economic Modelling (2018)
6. Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in The Journal of International Trade & Economic Development (2018)
7. Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
   Post-Print, HAL View citations (1)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
8. Is Energy Consumption Sensitive to Foreign Capital Inflows and Currency Devaluation in Pakistan?
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Applied Economics (2018)
9. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
   Post-Print, HAL
   See also Journal Article in Energy Economics (2018)
10. Risk transmitters and receivers in global currency markets
    Post-Print, HAL
    See also Journal Article in Finance Research Letters (2018)
11. The Influencing Factors of CO2 Emissions and the Role of Biomass Energy Consumption: Statistical Experience from G-7 Countries
    MPRA Paper, University Library of Munich, Germany View citations (1)
12. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    Post-Print, HAL View citations (2)
    See also Journal Article in International Review of Financial Analysis (2018)

2017

13. Bounds Testing Approach to Analyzing the Environment Kuznets Curve Hypothesis: The Role of Biomass Energy Consumption in the United States with Structural Breaks
    MPRA Paper, University Library of Munich, Germany View citations (12)
14. Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States
    MPRA Paper, University Library of Munich, Germany View citations (7)
15. How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Applied Economics (2018)
16. Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis
    MPRA Paper, University Library of Munich, Germany
17. Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations
    MPRA Paper, University Library of Munich, Germany View citations (1)
18. Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of Economic Integration (2017)
19. The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets
    Working Papers, Economic Research Forum

2016

20. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
    Post-Print, HAL View citations (14)
    See also Journal Article in Resources Policy (2016)
21. Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in International Review of Economics & Finance (2017)
22. Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
    Post-Print, HAL
    See also Journal Article in Economics Bulletin (2016)
23. Financial development and environmental quality: The way forward
    MPRA Paper, University Library of Munich, Germany View citations (9)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (9)
24. Nexus between U.S Energy Sources and Economic Activity: Time-Frequency and Bootstrap Rolling Window Causality Analysis
    MPRA Paper, University Library of Munich, Germany
25. Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Tourism Management (2017)

2014

26. Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
27. The European Financial System in Limelight
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2019

1. Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework
   Applied Economics, 2019, 51, (3), 219-238
2. Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method
   International Journal of Finance & Economics, 2019, 24, (1), 540-557

2018

3. A global network topology of stock markets: Transmitters and receivers of spillover effects
   Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 2136-2153 View citations (1)
   See also Working Paper (2018)
4. A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
   Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 104-127 View citations (1)
   See also Working Paper (2018)
5. Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia
   International Economics, 2018, 156, (C), 15-30
   Also in International Economics, 2018, (156), 15-30 (2018)
6. Asymmetric risk spillovers between oil and agricultural commodities
   Energy Policy, 2018, 118, (C), 182-198 View citations (5)
   See also Working Paper (2018)
7. Directional predictability and time-varying spillovers between stock markets and economic cycles
   Economic Modelling, 2018, 69, (C), 301-312 View citations (2)
   See also Working Paper (2018)
8. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
   Finance Research Letters, 2018, 27, (C), 65-79 View citations (4)
9. Distribution specific dependence and causality between industry-level U.S. credit and stock markets
   Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 114-133
10. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach
    Resources Policy, 2018, 57, (C), 10-29 View citations (3)
11. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states
    Applied Economics, 2018, 50, (42), 4500-4521 View citations (1)
12. Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis
    Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 337-349
13. Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach
    Sustainability, 2018, 10, (11), 1-20 View citations (1)
14. Effect of tourism on economic growth of Sri Lanka: accounting for capital per worker, exchange rate and structural breaks
    Economic Change and Restructuring, 2018, 51, (1), 49-68
15. Extreme dependence and risk spillovers between oil and Islamic stock markets
    Emerging Markets Review, 2018, 34, (C), 42-63 View citations (7)
16. Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries
    The Journal of International Trade & Economic Development, 2018, 27, (8), 985-1009
    See also Working Paper (2018)
17. How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis
    Applied Economics, 2018, 50, (13), 1479-1494
    See also Working Paper (2017)
18. Industry-level determinants of the linkage between credit and stock markets
    Applied Economics, 2018, 50, (49), 5277-5301
19. Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
    Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 433-450 View citations (1)
    See also Working Paper (2018)
20. Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan?
    Applied Economics, 2018, 50, (52), 5641-5658
    See also Working Paper (2018)
21. Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations
    Applied Economics, 2018, 50, (24), 2677-2697 View citations (1)
22. Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches
    Physica A: Statistical Mechanics and its Applications, 2018, 502, (C), 576-589
23. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Energy Economics, 2018, 71, (C), 35-46 View citations (2)
    See also Working Paper (2018)
24. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 View citations (3)
25. Precious metal returns and oil shocks: A time varying connectedness approach
    Resources Policy, 2018, 58, (C), 77-89 View citations (3)
26. Revisiting the threshold effect of remittances on total factor productivity growth in South Asia: a study of Bangladesh and India
    Applied Economics, 2018, 50, (26), 2860-2877
27. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 View citations (11)
28. Risk transmitters and receivers in global currency markets
    Finance Research Letters, 2018, 25, (C), 1-9
    See also Working Paper (2018)
29. Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 139-153 View citations (4)
30. Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach
    Energy Economics, 2018, 73, (C), 108-121
31. The Determinants of Credit Risk: Analysis of US Industry-level Indices
    Global Business Review, 2018, 19, (5), 1152-1165
32. The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach
    Energy Economics, 2018, 71, (C), 282-301 View citations (11)
33. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
    Energy Economics, 2018, 76, (C), 1-20 View citations (1)
34. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    International Review of Financial Analysis, 2018, 56, (C), 167-180 View citations (2)
    See also Working Paper (2018)

2017

35. Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
    Economic Modelling, 2017, 60, (C), 211-230 View citations (4)
36. Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States
    Energy Economics, 2017, 68, (C), 548-565 View citations (11)
37. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
    Resources Policy, 2017, 53, (C), 208-218 View citations (9)
38. Can technology provide a glimmer of hope for economic growth in the midst of chaos? A case of Zimbabwe
    Quality & Quantity: International Journal of Methodology, 2017, 51, (2), 919-939 View citations (1)
39. Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit
    Renewable and Sustainable Energy Reviews, 2017, 70, (C), 185-192 View citations (9)
40. Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
    International Review of Economics & Finance, 2017, 47, (C), 46-61 View citations (1)
    See also Working Paper (2016)
41. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
    Energy Economics, 2017, 68, (C), 327-339 View citations (3)
42. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach
    Emerging Markets Review, 2017, 32, (C), 130-147 View citations (4)
43. Electricity and growth nexus dynamics in Singapore: Fresh insights based on wavelet approach
    Energy Policy, 2017, 110, (C), 686-692 View citations (1)
44. Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
    Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 351-363 View citations (9)
45. Fertility and Financial Development in South Asia
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 133, (2), 645-668
46. Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches
    Physica A: Statistical Mechanics and its Applications, 2017, 466, (C), 310-324 View citations (6)
47. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
    Journal of Banking & Finance, 2017, 75, (C), 258-279 View citations (29)
48. Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
    Economics Bulletin, 2017, 37, (4), 2374-2383
49. Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
    Energy Economics, 2017, 67, (C), 476-495 View citations (5)
50. Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries
    Journal of Economic Integration, 2017, 32, (4), 913-936 View citations (2)
    See also Working Paper (2017)
51. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
    International Review of Financial Analysis, 2017, 52, (C), 9-26 View citations (7)
52. The impact of terrorism on industry returns and systematic risk in Pakistan: A wavelet approach
    Accounting Research Journal, 2017, 30, (4), 413-429
53. The lead-lag relationship between US industry-level credit and stock markets
    Journal of Economic Studies, 2017, 44, (4), 518-539
54. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
    International Review of Economics & Finance, 2017, 49, (C), 453-483 View citations (11)
55. Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach
    Tourism Management, 2017, 60, (C), 223-232 View citations (6)
    See also Working Paper (2016)

2016

56. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
    Resources Policy, 2016, 49, (C), 290-301 View citations (41)
    See also Working Paper (2016)
57. CAPM estimates: Can data frequency and time period lend a hand?
    International Journal of Financial Engineering (IJFE), 2016, 03, (02), 1-12
58. Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
    Economics Bulletin, 2016, 36, (4), 2465-2473 View citations (3)
    See also Working Paper (2016)
59. Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications
    Physica A: Statistical Mechanics and its Applications, 2016, 457, (C), 8-33 View citations (8)
60. Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2016, 127, (1), 179-194 View citations (9)

2015

61. Multiscale Systematic Risk: Empirical Evidence from Pakistan
    International Journal of Economics and Empirical Research (IJEER), 2015, 3, (12), 605-615

2014

62. IMPACT OF REMITTANCES ON FINANCIAL DEVELOPMENT IN SOUTH ASIA
    Review of Economic and Business Studies, 2014, (14), 11-29