Details about Syed Jawad Hussain Shahzad

Access statistics for papers by Syed Jawad Hussain Shahzad.

Last updated 2021-04-07. Update your information in the RePEc Author Service.

Short-id: psh874

Working Papers

2020

1. A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility
   Working Papers, University of Pretoria, Department of Economics View citations (5)
2. Characteristics of spillovers between the US stock market and precious metals and oil
   Post-Print, HAL View citations (21)
   See also Journal Article in Resources Policy (2020)
3. From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (5)
4. Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (1)
5. Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in Finance Research Letters (2021)
6. Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data
   Working Papers, University of Pretoria, Department of Economics
7. Spillovers and diversification potential of bank equity returns from developed and emerging America
   Post-Print, HAL View citations (9)
   See also Journal Article in The North American Journal of Economics and Finance (2020)
8. The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
   Working Papers, University of Pretoria, Department of Economics View citations (15)
   See also Journal Article in Resources Policy (2020)
9. The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States
   Working Papers, University of Pretoria, Department of Economics View citations (1)
10. Time and frequency connectedness among oil shocks, electricity and clean energy markets
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (21)
    See also Journal Article in Energy Economics (2020)

2019

11. Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach
    Post-Print, HAL View citations (13)
    See also Journal Article in Resources Policy (2019)
12. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
    Post-Print, HAL View citations (6)
    See also Journal Article in Journal of Quantitative Economics (2019)
13. Quantile coherency networks of international stock markets
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (15)
    See also Journal Article in Finance Research Letters (2019)
14. Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
    Post-Print, HAL View citations (9)
    See also Journal Article in Finance Research Letters (2019)
15. Spillover across Eurozone credit market sectors and determinants
    Post-Print, HAL View citations (11)
    See also Journal Article in Applied Economics (2019)
16. Testing the Globalization-Driven Carbon Emissions Hypothesis: International Evidence
    MPRA Paper, University Library of Munich, Germany View citations (14)
    See also Journal Article in International Economics (2019)
17. Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries
    Working Papers, Economic Research Forum

2018

18. A global network topology of stock markets: Transmitters and receivers of spillover effects
    Post-Print, HAL View citations (23)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
19. A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
    Post-Print, HAL View citations (17)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)
20. A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
    Post-Print, HAL View citations (21)
21. Asymmetric risk spillovers between oil and agricultural commodities
    Post-Print, HAL View citations (41)
    See also Journal Article in Energy Policy (2018)
22. Directional predictability and time-varying spillovers between stock markets and economic cycles
    Post-Print, HAL View citations (7)
    See also Journal Article in Economic Modelling (2018)
23. Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries
    MPRA Paper, University Library of Munich, Germany View citations (19)
    See also Journal Article in The Journal of International Trade & Economic Development (2018)
24. Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
    Post-Print, HAL View citations (10)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
25. Is Energy Consumption Sensitive to Foreign Capital Inflows and Currency Devaluation in Pakistan?
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article in Applied Economics (2020)
26. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Post-Print, HAL View citations (22)
    See also Journal Article in Energy Economics (2018)
27. Risk transmitters and receivers in global currency markets
    Post-Print, HAL View citations (8)
    See also Journal Article in Finance Research Letters (2018)
28. 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 (6)
29. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    Post-Print, HAL View citations (11)
    See also Journal Article in International Review of Financial Analysis (2018)

2017

30. 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 (43)
31. Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States
    MPRA Paper, University Library of Munich, Germany View citations (24)
32. 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 (3)
    See also Journal Article in Applied Economics (2018)
33. Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis
    MPRA Paper, University Library of Munich, Germany View citations (5)
34. 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 (2)
35. Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries
    Post-Print, HAL View citations (11)
    See also Journal Article in Journal of Economic Integration (2017)
36. 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 View citations (2)

2016

37. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
    Post-Print, HAL View citations (116)
    See also Journal Article in Resources Policy (2016)
38. 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)
39. Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
    Post-Print, HAL View citations (4)
    See also Journal Article in Economics Bulletin (2016)
40. Financial development and environmental quality: The way forward
    MPRA Paper, University Library of Munich, Germany View citations (84)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (85)
41. Nexus between U.S Energy Sources and Economic Activity: Time-Frequency and Bootstrap Rolling Window Causality Analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
42. 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

43. 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)
44. The European Financial System in Limelight
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2021

1. Asymmetric and time-frequency spillovers among commodities using high-frequency data
   Resources Policy, 2021, 70, (C) View citations (4)
2. Asymmetric efficiency of cryptocurrencies during COVID19
   Physica A: Statistical Mechanics and its Applications, 2021, 565, (C) View citations (17)
3. Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
   Applied Economics, 2021, 53, (7), 761-780 View citations (3)
4. Hedging the downside risk of commodities through cryptocurrencies
   Applied Economics Letters, 2021, 28, (2), 153-160 View citations (5)
5. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
   Financial Innovation, 2021, 7, (1), 1-23 View citations (11)
6. Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach
   Finance Research Letters, 2021, 38, (C)
   See also Working Paper (2020)
7. On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons
   Pacific-Basin Finance Journal, 2021, 65, (C) View citations (3)
8. Re-examining the real option characteristics of gold for gold mining companies
   Resources Policy, 2021, 70, (C)
9. Regime specific spillover across cryptocurrencies and the role of COVID-19
   Financial Innovation, 2021, 7, (1), 1-24 View citations (14)

2020

10. Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
    Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) View citations (7)
11. Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada
    The Journal of Real Estate Finance and Economics, 2020, 61, (1), 39-54 View citations (3)
12. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
    The Quarterly Review of Economics and Finance, 2020, 77, (C), 156-164 View citations (53)
13. Can Bitcoin Glitter More Than Gold for Investment Styles?
    SAGE Open, 2020, 10, (2), 2158244020926508 View citations (4)
14. Can happiness predict future volatility in stock markets?
    Research in International Business and Finance, 2020, 54, (C) View citations (4)
15. Characteristics of spillovers between the US stock market and precious metals and oil
    Resources Policy, 2020, 66, (C) View citations (21)
    See also Working Paper (2020)
16. Cryptocurrencies as hedges and safe-havens for US equity sectors
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 294-307 View citations (23)
17. Do Bitcoin and other cryptocurrencies jump together?
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 396-409 View citations (15)
18. Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
    Energy Economics, 2020, 88, (C) View citations (10)
19. Dynamic spillover effects among tourism, economic growth and macro-finance risk factors
    Portuguese Economic Journal, 2020, 19, (3), 173-194
20. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
    Journal of Economic Structures, 2020, 9, (1), 1-19 View citations (8)
21. Energy commodity uncertainties and the systematic risk of US industries
    Energy Economics, 2020, 85, (C) View citations (14)
22. Geopolitical Risk and Tourism Stocks of Emerging Economies
    Sustainability, 2020, 12, (21), 1-21 View citations (1)
23. Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan?
    Applied Economics, 2020, 50, (52), 5641-5658
    Also in Applied Economics, 2018, 50, (52), 5641-5658 (2018) View citations (3)
    See also Working Paper (2018)
24. Modelling inbound international tourism demand in small Pacific Island countries
    Applied Economics, 2020, 52, (10), 1031-1047 View citations (5)
25. Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies
    Energies, 2020, 13, (17), 1-19 View citations (8)
26. Oil price shocks, global financial markets and their connectedness
    Energy Economics, 2020, 88, (C) View citations (34)
27. On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches
    Finance Research Letters, 2020, 33, (C) View citations (6)
28. On the volatilities of tourism stocks and oil
    Annals of Tourism Research, 2020, 81, (C)
29. Regional and copula estimation effects on EU and US energy equity portfolios
    Applied Economics, 2020, 52, (49), 5311-5342 View citations (3)
30. Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S
    Energy Economics, 2020, 85, (C) View citations (6)
31. Revisiting the valuable roles of commodities for international stock markets
    Resources Policy, 2020, 66, (C) View citations (25)
32. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
    Economic Modelling, 2020, 87, (C), 212-224 View citations (74)
33. Spillover among financial, industrial and consumer uncertainties. The case of EU member states
    International Review of Financial Analysis, 2020, 70, (C) View citations (1)
34. Spillovers across European sovereign credit markets and role of surprise and uncertainty
    Applied Economics, 2020, 52, (8), 851-865 View citations (1)
35. Spillovers and diversification potential of bank equity returns from developed and emerging America
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (9)
    See also Working Paper (2020)
36. Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods
    International Economics, 2020, 161, (C), 66-82 View citations (6)
37. The predictive power of oil price shocks on realized volatility of oil: A note
    Resources Policy, 2020, 69, (C) View citations (15)
    See also Working Paper (2020)
38. Time and frequency connectedness among oil shocks, electricity and clean energy markets
    Energy Economics, 2020, 91, (C) View citations (21)
    See also Working Paper (2020)
39. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
    Physica A: Statistical Mechanics and its Applications, 2020, 553, (C) View citations (15)
40. Time and frequency relationship between household investors’ sentiment index and US industry stock returns
    Finance Research Letters, 2020, 36, (C) View citations (1)

2019

41. 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 View citations (5)
42. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
    Review of Quantitative Finance and Accounting, 2019, 52, (3), 901-921 View citations (9)
43. Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach
    Resources Policy, 2019, 62, (C), 588-601 View citations (13)
    See also Working Paper (2019)
44. Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models
    Resources Policy, 2019, 61, (C), 210-230 View citations (13)
45. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility
    Energy Economics, 2019, 84, (C) View citations (8)
46. Co-explosivity in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 178-183 View citations (69)
47. Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches
    Resources Policy, 2019, 62, (C), 602-615 View citations (14)
48. 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 View citations (10)
49. Exploring the effect of ICT and tourism on economic growth: a study of Israel
    Economic Change and Restructuring, 2019, 52, (3), 221-254 View citations (6)
50. Geopolitical risk and tourism demand in emerging economies
    Tourism Economics, 2019, 25, (6), 997-1005 View citations (5)
51. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
    Journal of Quantitative Economics, 2019, 17, (4), 885-912 View citations (6)
    See also Working Paper (2019)
52. Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals
    Resources Policy, 2019, 63, (C), - View citations (15)
53. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
    Resources Policy, 2019, 64, (C) View citations (22)
54. Is Bitcoin a better safe-haven investment than gold and commodities?
    International Review of Financial Analysis, 2019, 63, (C), 322-330 View citations (156)
55. Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach
    Physica A: Statistical Mechanics and its Applications, 2019, 536, (C) View citations (1)
56. Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach
    Finance Research Letters, 2019, 29, (C), 101-110 View citations (13)
57. Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis
    Economics Bulletin, 2019, 39, (2), 969-981 View citations (1)
58. Quantile coherency networks of international stock markets
    Finance Research Letters, 2019, 31, (C), 119-129 View citations (15)
    See also Working Paper (2019)
59. Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
    Finance Research Letters, 2019, 28, (C), 153-159 View citations (9)
    See also Working Paper (2019)
60. Spillover across Eurozone credit market sectors and determinants
    Applied Economics, 2019, 51, (59), 6333-6349 View citations (11)
    See also Working Paper (2019)
61. Spillover network of commodity uncertainties
    Energy Economics, 2019, 81, (C), 914-927 View citations (39)
62. Spillovers from oil to precious metals: Quantile approaches
    Resources Policy, 2019, 61, (C), 508-521 View citations (42)
63. Testing the globalization-driven carbon emissions hypothesis: International evidence
    International Economics, 2019, (158), 25-38 View citations (14)
    Also in International Economics, 2019, 158, (C), 25-38 (2019) View citations (14)
    See also Working Paper (2019)

2018

64. 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 (26)
    See also Working Paper (2018)
65. 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 (17)
    See also Working Paper (2018)
66. Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia
    International Economics, 2018, 156, (C), 15-30 View citations (3)
    Also in International Economics, 2018, (156), 15-30 (2018) View citations (3)
67. Asymmetric risk spillovers between oil and agricultural commodities
    Energy Policy, 2018, 118, (C), 182-198 View citations (41)
    See also Working Paper (2018)
68. Directional predictability and time-varying spillovers between stock markets and economic cycles
    Economic Modelling, 2018, 69, (C), 301-312 View citations (9)
    See also Working Paper (2018)
69. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
    Finance Research Letters, 2018, 27, (C), 65-79 View citations (20)
70. 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 View citations (8)
71. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach
    Resources Policy, 2018, 57, (C), 10-29 View citations (20)
72. 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 (10)
73. 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 View citations (8)
74. Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach
    Sustainability, 2018, 10, (11), 1-20 View citations (6)
75. 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 View citations (7)
76. Extreme dependence and risk spillovers between oil and Islamic stock markets
    Emerging Markets Review, 2018, 34, (C), 42-63 View citations (55)
77. Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality
    International Journal of the Economics of Business, 2018, 25, (3), 441-454 View citations (7)
78. 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 View citations (19)
    See also Working Paper (2018)
79. 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 View citations (28)
    See also Working Paper (2017)
80. Industry-level determinants of the linkage between credit and stock markets
    Applied Economics, 2018, 50, (49), 5277-5301 View citations (1)
81. 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 (10)
    See also Working Paper (2018)
82. 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 (6)
83. 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 View citations (6)
84. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Energy Economics, 2018, 71, (C), 35-46 View citations (22)
    See also Working Paper (2018)
85. Oil volatility and sovereign risk of BRICS
    Energy Economics, 2018, 70, (C), 258-269 View citations (41)
86. Precious metal returns and oil shocks: A time varying connectedness approach
    Resources Policy, 2018, 58, (C), 77-89 View citations (45)
87. 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 View citations (7)
88. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 View citations (90)
89. Risk transmitters and receivers in global currency markets
    Finance Research Letters, 2018, 25, (C), 1-9 View citations (5)
    See also Working Paper (2018)
90. 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 (31)
91. 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 View citations (39)
92. The Determinants of Credit Risk: Analysis of US Industry-level Indices
    Global Business Review, 2018, 19, (5), 1152-1165
93. 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 (94)
94. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
    Energy Economics, 2018, 76, (C), 1-20 View citations (126)
95. 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 (11)
    See also Working Paper (2018)

2017

96. Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
    Economic Modelling, 2017, 60, (C), 211-230 View citations (23)
97. 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 (49)
98. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
    Resources Policy, 2017, 53, (C), 208-218 View citations (46)
99. 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 (3)
100. 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 (78)
101. 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 (6)
     See also Working Paper (2016)
102. 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 (36)
103. 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 (17)
104. Electricity and growth nexus dynamics in Singapore: Fresh insights based on wavelet approach
     Energy Policy, 2017, 110, (C), 686-692 View citations (11)
105. 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 (20)
106. 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 View citations (2)
107. 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 (12)
108. 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 (116)
109. Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
     Economics Bulletin, 2017, 37, (4), 2374-2383
110. 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 (24)
111. 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 (11)
     See also Working Paper (2017)
112. 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 (47)
113. The impact of terrorism on industry returns and systematic risk in Pakistan: A wavelet approach
     Accounting Research Journal, 2017, 30, (4), 413-429
114. The lead-lag relationship between US industry-level credit and stock markets
     Journal of Economic Studies, 2017, 44, (4), 518-539 View citations (2)
115. 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 (45)
116. 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 (49)
     See also Working Paper (2016)

2016

117. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
     Resources Policy, 2016, 49, (C), 290-301 View citations (121)
     See also Working Paper (2016)
118. CAPM estimates: Can data frequency and time period lend a hand?
     International Journal of Financial Engineering (IJFE), 2016, 03, (02), 1-12
119. Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
     Economics Bulletin, 2016, 36, (4), 2465-2473 View citations (6)
     See also Working Paper (2016)
120. 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 (12)
121. 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 (27)

2015

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

2014

123. Commodities and Stock Investment
     SAGE Open, 2014, 4, (3), 2158244014548846
124. IMPACT OF REMITTANCES ON FINANCIAL DEVELOPMENT IN SOUTH ASIA
     Review of Economic and Business Studies, 2014, (14), 11-29 View citations (5)

Chapters

2019

1. Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach
   Chapter 14 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 335-357