Details about Gazi Salah Uddin

Access statistics for papers by Gazi Salah Uddin.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pud12

Working Papers

2025

1. Global Shocks, Institutional Development, and Trade Restrictions: What Can We Learn from Crises and Recoveries Between 1990 and 2022?
   NBER Working Papers, National Bureau of Economic Research, Inc

2024

2. Bayesian Markov switching model for BRICS currencies' exchange rates
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   See also Journal Article Bayesian Markov switching model for BRICS currencies' exchange rates, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)
3. Disaster Risk, Inequality, and Fiscal Sustainability
   ADB Economics Working Paper Series, Asian Development Bank
4. Impact of Climate Risk on Fiscal Space: Do Political Stability and Financial Development Matter?
   ADB Economics Working Paper Series, Asian Development Bank View citations (1)
5. International Spillovers of U.S. Fiscal Challenges
   NBER Working Papers, National Bureau of Economic Research, Inc
6. The Nexus between Digitalization, Entrepreneurial Ecosystem Quality, and Economic Resilience: A Cross-Country Analysis during the COVID-19 Pandemic
   ADB Economics Working Paper Series, Asian Development Bank
7. The Performance of Emerging Markets During the Fed’s Easing and Tightening Cycles: A Cross-Country Resilience Analysis
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2024)
8. The Performance of Emerging Markets During the Fed’s Easing and Tightening Cycles: A Resilience Analysis Across Economies
   ADB Economics Working Paper Series, Asian Development Bank
9. US Partisan Conflict, Sino-US Political Relation News, and Oil Market Dynamics
   Working Papers, International Network for Economic Research - INFER View citations (1)

2023

10. Effect of Macroprudential Policies on Sovereign Bond Markets: Evidence from the ASEAN-4 Countries
    ADB Economics Working Paper Series, Asian Development Bank
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022)
11. Geopolitical Shocks And Commodity Market Dynamics: New Evidence From The Russian-Ukraine Conflict
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
12. On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2023) View citations (4)
    See also Journal Article On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle, Economics Letters, Elsevier (2023) View citations (3) (2023)
13. Real Exchange Rate and International Reserves in the Era of Financial Integration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in French Stata Users' Group Meetings 2023, Stata Users Group (2023) View citations (1)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2023) View citations (2)
    See also Journal Article Real exchange rate and international reserves in the era of financial integration, Journal of International Money and Finance, Elsevier (2024) View citations (6) (2024)
14. Social Benefits of Clean Energy: Evidence from Bangladesh
    ADB Economics Working Paper Series, Asian Development Bank View citations (1)
15. The Effect of Electrification on Socioeconomic Well-Being and Environmental Outcomes: Evidence for the Lao People’s Democratic Republic
    ADB Economics Working Paper Series, Asian Development Bank
16. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
    KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis
    See also Journal Article The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets, Energy Economics, Elsevier (2024) (2024)

2022

17. Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
18. Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

2021

19. Analysis of Forecasting Models in an Electricity Market under Volatility
    ADBI Working Papers, Asian Development Bank Institute View citations (1)

2020

20. Are ethanol markets globalized or regionalized?
    Post-Print, HAL View citations (1)
    See also Journal Article Are ethanol markets globalized or regionalized?, Physica A: Statistical Mechanics and its Applications, Elsevier (2020) View citations (2) (2020)
21. Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States
    LiU Working Papers in Economics, Linköping University, Division of Economics, Department of Management and Engineering View citations (2)
    See also Journal Article Asymmetric dynamics between uncertainty and unemployment flows in the United States, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2022) View citations (2) (2022)
22. Characteristics of spillovers between the US stock market and precious metals and oil
    Post-Print, HAL View citations (42)
    See also Journal Article Characteristics of spillovers between the US stock market and precious metals and oil, Resources Policy, Elsevier (2020) View citations (43) (2020)
23. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning
    Working Papers, Copenhagen Business School, Department of Economics
    See also Journal Article Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, Springer (2023) View citations (1) (2023)
24. Inflation cycle synchronization in ASEAN countries
    Post-Print, HAL View citations (1)
    See also Journal Article Inflation cycle synchronization in ASEAN countries, Physica A: Statistical Mechanics and its Applications, Elsevier (2020) View citations (1) (2020)
25. On the predictability of crude oil market: A hybrid multiscale wavelet approach
    Post-Print, HAL View citations (6)
    See also Journal Article On the predictability of crude oil market: A hybrid multiscale wavelet approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (7) (2020)

2019

26. 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 (34)
    See also Journal Article Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach, Resources Policy, Elsevier (2019) View citations (27) (2019)
27. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
    Post-Print, HAL View citations (5)
    See also Journal Article The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories, Journal of Multinational Financial Management, Elsevier (2019) View citations (5) (2019)

2018

28. A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
    Post-Print, HAL View citations (37)
29. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Post-Print, HAL View citations (53)
    See also Journal Article Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets, Energy Economics, Elsevier (2018) View citations (60) (2018)
30. Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis
    MPRA Paper, University Library of Munich, Germany View citations (165)
    See also Journal Article Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis, Energy Economics, Elsevier (2018) View citations (159) (2018)
31. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    Post-Print, HAL View citations (14)
    See also Journal Article Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks, International Review of Financial Analysis, Elsevier (2018) View citations (14) (2018)

2017

32. Implications for banking stability and welfare under capital shocks and countercyclical requirements
    Economics Working Papers, European University Institute
33. Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article Market integration and financial linkages among stock markets in Pacific Basin countries, Journal of Empirical Finance, Elsevier (2018) View citations (31) (2018)
34. Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh
    Post-Print, HAL View citations (4)
    See also Journal Article Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh, The World Economy, Wiley Blackwell (2017) View citations (5) (2017)

2016

35. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Black swan events and safe havens: The role of gold in globally integrated emerging markets, Journal of International Money and Finance, Elsevier (2017) View citations (111) (2017)
36. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets, European Journal of Operational Research, Elsevier (2017) View citations (70) (2017)
37. The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India, Applied Economics, Taylor & Francis Journals (2017) View citations (9) (2017)

2014

38. Regional Differences in the Dynamic Linkage between CO2 Emissions, Sectoral Output and Economic Growth
    Working Papers, Department of Research, Ipag Business School View citations (71)
    See also Journal Article Regional differences in the dynamic linkage between CO2 emissions, sectoral output and economic growth, Renewable and Sustainable Energy Reviews, Elsevier (2014) View citations (53) (2014)

Journal Articles

2024

1. Bayesian Markov switching model for BRICS currencies' exchange rates
   Journal of Forecasting, 2024, 43, (6), 2322-2340
   See also Working Paper Bayesian Markov switching model for BRICS currencies' exchange rates, LSE Research Online Documents on Economics (2024) (2024)
2. Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?
   International Review of Economics & Finance, 2024, 92, (C), 1028-1044
3. Do dirty and clean energy investments react to infectious disease-induced uncertainty?
   Technological Forecasting and Social Change, 2024, 205, (C)
4. Do recessions induce Schumpeterian creative destruction? Micro Evidence from India
   Emerging Markets Review, 2024, 59, (C)
5. Does oil price volatility matter for the US transportation industry?
   Energy, 2024, 290, (C) View citations (1)
6. Examining time–frequency quantile dependence between green bond and green equity markets
   Financial Innovation, 2024, 10, (1), 1-28 View citations (3)
7. Green targeted lending operations in the Euro Area
   Economics Letters, 2024, 243, (C)
8. How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options
   International Review of Financial Analysis, 2024, 95, (PB) View citations (1)
9. In search of light in the darkness: What can we learn from ethical, sustainable and green investments?
   International Journal of Finance & Economics, 2024, 29, (2), 1451-1495
10. Interconnectedness and risk profile of hydrogen against major asset classes
    Renewable and Sustainable Energy Reviews, 2024, 192, (C) View citations (1)
11. Is investing in green assets costlier? Green vs. non-green financial assets
    International Review of Economics & Finance, 2024, 92, (C), 1460-1481 View citations (1)
12. Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets
    Finance Research Letters, 2024, 59, (C)
13. Real exchange rate and international reserves in the era of financial integration
    Journal of International Money and Finance, 2024, 141, (C) View citations (6)
    See also Working Paper Real Exchange Rate and International Reserves in the Era of Financial Integration, NBER Working Papers (2023) View citations (2) (2023)
14. Sentiment and energy price volatility: A nonlinear high frequency analysis
    Energy Economics, 2024, 133, (C) View citations (1)
15. Spillover effect of corporate digitalization in the supply chain: Perspective of trade credit financing
    Global Finance Journal, 2024, 62, (C)
16. Systemic risk in the Scandinavian banking sector
    International Journal of Finance & Economics, 2024, 29, (1), 581-608
17. The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference
    International Review of Financial Analysis, 2024, 91, (C) View citations (2)
18. The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty
    Renewable Energy, 2024, 221, (C) View citations (5)
19. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
    Energy Economics, 2024, 137, (C)
    See also Working Paper The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets, KAE Working Papers (2023) (2023)
20. Volatility dynamics of agricultural futures markets under uncertainties
    Energy Economics, 2024, 136, (C)

2023

21. A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
    Energy Economics, 2023, 121, (C) View citations (1)
22. A new answer to the old question of the environmental Kuznets Curve (EKC). Does it work for BRICS countries?
    Resources Policy, 2023, 87, (PB) View citations (8)
23. Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning
    Research in International Business and Finance, 2023, 64, (C) View citations (7)
24. Climate risk and green investments: New evidence
    Energy, 2023, 265, (C) View citations (53)
25. Costs of economic growth: new insights on wealth and income inequalities in the post-communist countries
    Post-Communist Economies, 2023, 35, (8), 830-855 View citations (1)
26. Exploring the critical demand drivers of electricity consumption in Thailand
    Energy Economics, 2023, 125, (C) View citations (3)
27. Forecasting mid-price movement of Bitcoin futures using machine learning
    Annals of Operations Research, 2023, 330, (1), 553-584 View citations (1)
    See also Working Paper Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning, Working Papers (2020) (2020)
28. How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets
    Energy Economics, 2023, 128, (C) View citations (6)
29. Impact of crude oil volatility jumps on sustainable investments: Evidence from India
    Journal of Futures Markets, 2023, 43, (10), 1450-1468 View citations (3)
30. Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
    International Review of Financial Analysis, 2023, 86, (C) View citations (30)
31. Investment opportunities in the energy market: What can be learnt from different energy sectors
    International Journal of Finance & Economics, 2023, 28, (4), 3611-3636 View citations (3)
32. Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries
    International Review of Financial Analysis, 2023, 87, (C) View citations (14)
33. Non-linear impact of natural resources, green financing, and energy transition on sustainable environment: A way out for common prosperity in NORDIC countries
    Resources Policy, 2023, 83, (C) View citations (4)
34. Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
    Energy Economics, 2023, 125, (C) View citations (9)
35. On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
    Economics Letters, 2023, 233, (C) View citations (3)
    See also Working Paper On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle, NBER Working Papers (2023) View citations (4) (2023)
36. Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
    Global Finance Journal, 2023, 58, (C) View citations (8)
37. Risk network of global energy markets
    Energy Economics, 2023, 125, (C) View citations (9)
38. Systematic risk in the biopharmaceutical sector: a multiscale approach
    Annals of Operations Research, 2023, 330, (1), 243-266
39. Volatility spillovers, structural breaks and uncertainty in technology sector markets
    Financial Innovation, 2023, 9, (1), 1-31 View citations (6)

2022

40. Asymmetric dynamics between uncertainty and unemployment flows in the United States
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 155-172 View citations (2)
    See also Working Paper Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States, LiU Working Papers in Economics (2020) View citations (2) (2020)
41. Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas
    The Energy Journal, 2022, 43, (1), 215-239
42. Connectedness of energy markets around the world during the COVID-19 pandemic
    Energy Economics, 2022, 109, (C) View citations (35)
43. Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions
    Renewable Energy, 2022, 190, (C), 879-892 View citations (11)
44. Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil
    Renewable Energy, 2022, 197, (C), 594-605 View citations (6)
45. Do pandemic, trade policy and world uncertainties affect oil price returns?
    Resources Policy, 2022, 77, (C) View citations (6)
46. ESG investment: What do we learn from its interaction with stock, currency and commodity markets?
    International Journal of Finance & Economics, 2022, 27, (3), 3623-3639 View citations (9)
47. Economic and social impacts of conflict: A cross-country analysis
    Economic Modelling, 2022, 115, (C) View citations (9)
48. Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies
    Finance Research Letters, 2022, 47, (PB) View citations (128)
49. Go green or stay black: Bond market dynamics in Asia
    International Review of Financial Analysis, 2022, 81, (C) View citations (8)
50. How connected is the agricultural commodity market to the news-based investor sentiment?
    Energy Economics, 2022, 113, (C) View citations (24)
51. Is Bangladesh on the right path toward sustainable development? An empirical exploration of energy sources, economic growth, and CO2 discharges nexus
    Resources Policy, 2022, 79, (C) View citations (4)
52. Market integration in the Australian National Electricity Market: Fresh evidence from asymmetric time-frequency connectedness
    Energy Economics, 2022, 112, (C) View citations (8)
53. Nonlinear tail dependence between the housing and energy markets
    Energy Economics, 2022, 106, (C) View citations (3)
54. On Hedging Properties of Infrastructure Assets during the Pandemic: What We Learn from Global and Emerging Markets?
    Sustainability, 2022, 14, (5), 1-14 View citations (1)
55. Regime specific spillovers across US sectors and the role of oil price volatility
    Energy Economics, 2022, 107, (C) View citations (19)
56. Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
    International Review of Financial Analysis, 2022, 83, (C) View citations (48)
57. Stock market contagion during the COVID-19 pandemic in emerging economies
    International Review of Economics & Finance, 2022, 79, (C), 302-309 View citations (23)
58. Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
    International Review of Financial Analysis, 2022, 79, (C) View citations (10)

2021

59. Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
    International Journal of Finance & Economics, 2021, 26, (2), 2436-2457 View citations (6)
60. Brexit uncertainty and volatility persistence in tourism demand
    Current Issues in Tourism, 2021, 24, (16), 2225-2232 View citations (2)
61. Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments
    Energy Economics, 2021, 95, (C) View citations (37)
62. Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets
    Computational Economics, 2021, 58, (4), 1289-1299 View citations (3)
63. Equity return predictability, its determinants, and profitable trading strategies
    Journal of Forecasting, 2021, 40, (1), 162-186 View citations (3)
64. Ethical and unethical investments under extreme market conditions
    International Review of Financial Analysis, 2021, 78, (C) View citations (15)
65. Foreign and Domestic Uncertainty Shocks in Four Open Economies
    Open Economies Review, 2021, 32, (5), 933-954 View citations (1)
66. Green credit policy and firm performance: What we learn from China
    Energy Economics, 2021, 101, (C) View citations (152)
67. Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
    Energy Economics, 2021, 101, (C) View citations (61)
68. Quantile relationship between Islamic and non-Islamic equity markets
    Pacific-Basin Finance Journal, 2021, 68, (C) View citations (13)
69. Re-examining the real option characteristics of gold for gold mining companies
    Resources Policy, 2021, 70, (C) View citations (1)
70. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis
    Energy Economics, 2021, 103, (C) View citations (11)
71. The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
    Energy Economics, 2021, 100, (C) View citations (29)

2020

72. A tale of two shocks: The dynamics of international real estate markets
    International Journal of Finance & Economics, 2020, 25, (1), 3-27 View citations (3)
73. Are ethanol markets globalized or regionalized?
    Physica A: Statistical Mechanics and its Applications, 2020, 551, (C) View citations (2)
    See also Working Paper Are ethanol markets globalized or regionalized?, Post-Print (2020) View citations (1) (2020)
74. Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets
    Computational Economics, 2020, 56, (2), 529-545 View citations (13)
75. Characteristics of spillovers between the US stock market and precious metals and oil
    Resources Policy, 2020, 66, (C) View citations (43)
    See also Working Paper Characteristics of spillovers between the US stock market and precious metals and oil, Post-Print (2020) View citations (42) (2020)
76. Commodities price cycles and their interdependence with equity markets
    Energy Economics, 2020, 91, (C) View citations (17)
77. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
    Economics Letters, 2020, 186, (C) View citations (41)
78. Emerging Market Contagion Under Geopolitical Uncertainty
    Emerging Markets Finance and Trade, 2020, 56, (6), 1377-1401 View citations (13)
79. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
    Energy, 2020, 202, (C) View citations (49)
80. Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies
    Journal of Financial Stability, 2020, 49, (C) View citations (5)
81. Geopolitical risk, uncertainty and Bitcoin investment
    Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (54)
82. Impact of food price volatility on the US restaurant sector
    Applied Economics, 2020, 52, (39), 4250-4262 View citations (1)
83. Inflation cycle synchronization in ASEAN countries
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) View citations (1)
    See also Working Paper Inflation cycle synchronization in ASEAN countries, Post-Print (2020) View citations (1) (2020)
84. Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro
    Journal of Empirical Finance, 2020, 56, (C), 42-73 View citations (13)
85. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
    Energy Economics, 2020, 91, (C) View citations (21)
86. On the predictability of crude oil market: A hybrid multiscale wavelet approach
    Journal of Forecasting, 2020, 39, (4), 599-614 View citations (7)
    See also Working Paper On the predictability of crude oil market: A hybrid multiscale wavelet approach, Post-Print (2020) View citations (6) (2020)
87. Role of presidential uncertainties on the hotel industry
    Annals of Tourism Research, 2020, 81, (C) View citations (2)
88. The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (5), 20 View citations (6)
89. The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis
    Energy Economics, 2020, 87, (C) View citations (13)

2019

90. Analysing the systemic risk of Indian banks
    Economics Letters, 2019, 176, (C), 103-108 View citations (16)
91. 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 (27)
    See also Working Paper Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach, Post-Print (2019) View citations (34) (2019)
92. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
    Energy Economics, 2019, 80, (C), 743-759 View citations (115)
93. Directional spillover effects between ASEAN and world stock markets
    Journal of Multinational Financial Management, 2019, 52-53 View citations (25)
94. Enhancing the predictability of crude oil markets with hybrid wavelet approaches
    Economics Letters, 2019, 182, (C), 50-54 View citations (7)
95. Geopolitical risk and tourism demand in emerging economies
    Tourism Economics, 2019, 25, (6), 997-1005 View citations (21)
96. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 View citations (120)
97. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
    Resources Policy, 2019, 64, (C) View citations (34)
98. Money Demand in a Dollarized Economy: Evidence from Laos PDR
    Asian Economic Papers, 2019, 18, (1), 99-115
99. Network connectedness and net spillover between financial and commodity markets
    The North American Journal of Economics and Finance, 2019, 48, (C), 801-818 View citations (91)
100. Role of renewable energy on industrial output in Canada
     Energy Economics, 2019, 81, (C), 626-638 View citations (6)
101. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
     Journal of Multinational Financial Management, 2019, 52-53 View citations (5)
     See also Working Paper The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories, Post-Print (2019) View citations (5) (2019)

2018

102. Asymmetric linkages among the fear index and emerging market volatility indices
     Emerging Markets Review, 2018, 37, (C), 17-31 View citations (35)
103. Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare
     Journal of Economic Dynamics and Control, 2018, 93, (C), 315-331 View citations (16)
104. Connectedness network and dependence structure mechanism in green investments
     Energy Economics, 2018, 72, (C), 145-153 View citations (90)
105. Is gold a hedge against inflation? A wavelet time-scale perspective
     Review of Quantitative Finance and Accounting, 2018, 51, (2), 317-345 View citations (31)
106. Market integration and financial linkages among stock markets in Pacific Basin countries
     Journal of Empirical Finance, 2018, 46, (C), 77-92 View citations (31)
     See also Working Paper Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries, Working Papers (2017) (2017)
107. Multi-scale causality and extreme tail inter-dependence among housing prices
     Economic Modelling, 2018, 70, (C), 301-309 View citations (3)
108. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
     Energy Economics, 2018, 71, (C), 35-46 View citations (60)
     See also Working Paper Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets, Post-Print (2018) View citations (53) (2018)
109. Precious metal returns and oil shocks: A time varying connectedness approach
     Resources Policy, 2018, 58, (C), 77-89 View citations (75)
110. Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis
     International Review of Financial Analysis, 2018, 59, (C), 179-211 View citations (22)
111. Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
     Energy Economics, 2018, 70, (C), 440-452 View citations (159)
     See also Working Paper Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis, MPRA Paper (2018) View citations (165) (2018)
112. Risk perception in financial markets: On the flip side
     International Review of Financial Analysis, 2018, 57, (C), 184-206 View citations (6)
113. 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 (75)
114. The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis
     Physica A: Statistical Mechanics and its Applications, 2018, 495, (C), 30-39 View citations (33)
115. 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 (14)
     See also Working Paper Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks, Post-Print (2018) View citations (14) (2018)
116. Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
     Energy Economics, 2018, 76, (C), 115-126 View citations (96)

2017

117. Black swan events and safe havens: The role of gold in globally integrated emerging markets
     Journal of International Money and Finance, 2017, 73, (PB), 317-334 View citations (111)
     See also Working Paper Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets, MPRA Paper (2016) (2016)
118. Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain
     Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 947-955 View citations (12)
119. Cross-country determinants of economic policy uncertainty spillovers
     Economics Letters, 2017, 156, (C), 179-183 View citations (75)
120. Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets
     International Review of Finance, 2017, 17, (1), 155-162 View citations (10)
121. Herding behavior, market sentiment and volatility: Will the bubble resume?
     The North American Journal of Economics and Finance, 2017, 42, (C), 107-131 View citations (41)
122. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
     European Journal of Operational Research, 2017, 256, (3), 945-961 View citations (70)
     See also Working Paper Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets, MPRA Paper (2016) View citations (2) (2016)
123. The asymmetric relationship between returns and implied volatility: Evidence from global stock markets
     Journal of Financial Stability, 2017, 30, (C), 156-174 View citations (22)
124. The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India
     Applied Economics, 2017, 49, (40), 4083-4098 View citations (9)
     See also Working Paper The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India, MPRA Paper (2016) (2016)
125. Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh
     The World Economy, 2017, 40, (9), 1918-1933 View citations (5)
     See also Working Paper Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh, Post-Print (2017) View citations (4) (2017)

2016

126. Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach
     International Review of Economics & Finance, 2016, 43, (C), 284-298 View citations (110)
127. Impact of speculation and economic uncertainty on commodity markets
     International Review of Financial Analysis, 2016, 43, (C), 115-127 View citations (96)
128. On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
     Energy Economics, 2016, 56, (C), 374-383 View citations (66)
129. On the time scale behavior of equity-commodity links: Implications for portfolio management
     Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 30-46 View citations (38)
130. The short-term persistence of international mutual fund performance
     Economic Modelling, 2016, 52, (PB), 926-938 View citations (27)

2015

131. Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area
     Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (5), 609-624 View citations (24)
132. Remittance and domestic labor productivity: Evidence from remittance recipient countries
     Economic Modelling, 2015, 47, (C), 207-218 View citations (30)
133. The relation between fees and return predictability in the mutual fund industry
     Economic Modelling, 2015, 47, (C), 260-270 View citations (13)

2014

134. On the causal nexus of remittances and poverty reduction in Bangladesh
     Applied Economics, 2014, 46, (4), 374-382 View citations (16)
135. Regional differences in the dynamic linkage between CO2 emissions, sectoral output and economic growth
     Renewable and Sustainable Energy Reviews, 2014, 38, (C), 1-11 View citations (53)
     See also Working Paper Regional Differences in the Dynamic Linkage between CO2 Emissions, Sectoral Output and Economic Growth, Working Papers (2014) View citations (71) (2014)

2013

136. Measuring co-movement of oil price and exchange rate differential in Bangladesh
     Economics Bulletin, 2013, 33, (3), 1922-1930 View citations (6)
137. The causal nexus between financial development and economic growth in Kenya
     Economic Modelling, 2013, 35, (C), 701-707 View citations (83)

2012

138. Causality Among Carbon Emissions, Energy Consumption and Growth Inindia
     Economic Research-Ekonomska Istraživanja, 2012, 25, (3), 752-775 View citations (4)
139. Is the causal nexus of energy utilization and economic growth asymmetric in the US?
     Economic Systems, 2012, 36, (3), 461-469 View citations (35)

2011

140. Energy and output dynamics in Bangladesh
     Energy Economics, 2011, 33, (3), 480-487 View citations (28)
141. Remittances and output in Bangladesh: an ARDL bounds testing approach to cointegration
     International Review of Economics, 2011, 58, (2), 229-242 View citations (15)

Edited books

2022

1. Revisiting Electricity Market Reforms
   Springer Books, Springer View citations (1)

Chapters

2024

1. Carbon Pricing and CCUS: Evidence from China
   Chapter 8 in ENERGY TRANSITION AND CARBON NEUTRALITY IN ASEAN DEVELOPING CARBON CAPTURE, UTILIZATION AND STORAGE TECHNOLOGIES, 2024, pp 203-224

2022

2. Analysis of Forecasting Models in Electricity Market Under Volatility: What We Learn from Sweden
   Springer