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Details about Gazi Salah Uddin

E-mail:
Postal address:Department of Management and Engineering Economics SE-581 83 Linkoping Sweden
Workplace:Institutionen för Ekonomisk och Industriell Utveckling (Department of Economics and Industrial Development), Linköpings Universitet (Linkoping University), (more information at EDIRC)

Access statistics for papers by Gazi Salah Uddin.

Last updated 2024-06-15. Update your information in the RePEc Author Service.

Short-id: pud12


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Working Papers

2024

  1. Bayesian Markov switching model for BRICS currencies' exchange rates
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article Bayesian Markov switching model for BRICS currencies' exchange rates, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) Downloads (2024)
  2. Disaster Risk, Inequality, and Fiscal Sustainability
    ADB Economics Working Paper Series, Asian Development Bank Downloads
  3. Impact of Climate Risk on Fiscal Space: Do Political Stability and Financial Development Matter?
    ADB Economics Working Paper Series, Asian Development Bank Downloads View citations (1)
  4. International Spillovers of U.S. Fiscal Challenges
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  5. 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 Downloads
  6. 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 Downloads
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2024) Downloads
  7. 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 Downloads
  8. US Partisan Conflict, Sino-US Political Relation News, and Oil Market Dynamics
    Working Papers, International Network for Economic Research - INFER Downloads View citations (1)

2023

  1. Effect of Macroprudential Policies on Sovereign Bond Markets: Evidence from the ASEAN-4 Countries
    ADB Economics Working Paper Series, Asian Development Bank Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) Downloads
  2. Geopolitical Shocks And Commodity Market Dynamics: New Evidence From The Russian-Ukraine Conflict
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  3. 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 Downloads View citations (4)
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2023) Downloads 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) Downloads View citations (3) (2023)
  4. Real Exchange Rate and International Reserves in the Era of Financial Integration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in French Stata Users' Group Meetings 2023, Stata Users Group (2023) Downloads View citations (1)
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2023) Downloads 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) Downloads View citations (5) (2024)
  5. Social Benefits of Clean Energy: Evidence from Bangladesh
    ADB Economics Working Paper Series, Asian Development Bank Downloads
  6. 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 Downloads
  7. 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 Downloads
    See also Journal Article The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets, Energy Economics, Elsevier (2024) Downloads (2024)

2022

  1. 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 Downloads
  2. 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 Downloads

2021

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

2020

  1. 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) Downloads View citations (2) (2020)
  2. 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 Downloads 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) Downloads View citations (1) (2022)
  3. Characteristics of spillovers between the US stock market and precious metals and oil
    Post-Print, HAL View citations (40)
    See also Journal Article Characteristics of spillovers between the US stock market and precious metals and oil, Resources Policy, Elsevier (2020) Downloads View citations (40) (2020)
  4. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning
    Working Papers, Copenhagen Business School, Department of Economics Downloads
    See also Journal Article Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, Springer (2023) Downloads (2023)
  5. 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) Downloads View citations (1) (2020)
  6. 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) Downloads View citations (7) (2020)

2019

  1. 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 (32)
    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) Downloads View citations (25) (2019)
  2. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
    Post-Print, HAL View citations (4)
    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) Downloads View citations (4) (2019)

2018

  1. A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
    Post-Print, HAL View citations (37)
  2. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Post-Print, HAL View citations (52)
    See also Journal Article Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets, Energy Economics, Elsevier (2018) Downloads View citations (57) (2018)
  3. Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (156)
    See also Journal Article Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis, Energy Economics, Elsevier (2018) Downloads View citations (122) (2018)
  4. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    Post-Print, HAL View citations (13)
    See also Journal Article Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks, International Review of Financial Analysis, Elsevier (2018) Downloads View citations (13) (2018)

2017

  1. Implications for banking stability and welfare under capital shocks and countercyclical requirements
    Economics Working Papers, European University Institute Downloads
  2. Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article Market integration and financial linkages among stock markets in Pacific Basin countries, Journal of Empirical Finance, Elsevier (2018) Downloads View citations (29) (2018)
  3. 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) Downloads View citations (5) (2017)

2016

  1. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets
    MPRA Paper, University Library of Munich, Germany Downloads
    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) Downloads View citations (105) (2017)
  2. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (68) (2017)
  3. 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 Downloads
    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) Downloads View citations (9) (2017)

2014

  1. Regional Differences in the Dynamic Linkage between CO2 Emissions, Sectoral Output and Economic Growth
    Working Papers, Department of Research, Ipag Business School Downloads 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) Downloads 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 Downloads
    See also Working Paper Bayesian Markov switching model for BRICS currencies' exchange rates, LSE Research Online Documents on Economics (2024) Downloads (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 Downloads
  3. Do dirty and clean energy investments react to infectious disease-induced uncertainty?
    Technological Forecasting and Social Change, 2024, 205, (C) Downloads
  4. Do recessions induce Schumpeterian creative destruction? Micro Evidence from India
    Emerging Markets Review, 2024, 59, (C) Downloads
  5. Does oil price volatility matter for the US transportation industry?
    Energy, 2024, 290, (C) Downloads View citations (1)
  6. Examining time–frequency quantile dependence between green bond and green equity markets
    Financial Innovation, 2024, 10, (1), 1-28 Downloads View citations (1)
  7. Green targeted lending operations in the Euro Area
    Economics Letters, 2024, 243, (C) Downloads
  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) Downloads 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 Downloads
  10. Interconnectedness and risk profile of hydrogen against major asset classes
    Renewable and Sustainable Energy Reviews, 2024, 192, (C) Downloads 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 Downloads View citations (1)
  12. Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets
    Finance Research Letters, 2024, 59, (C) Downloads
  13. Real exchange rate and international reserves in the era of financial integration
    Journal of International Money and Finance, 2024, 141, (C) Downloads View citations (5)
    See also Working Paper Real Exchange Rate and International Reserves in the Era of Financial Integration, NBER Working Papers (2023) Downloads View citations (2) (2023)
  14. Sentiment and energy price volatility: A nonlinear high frequency analysis
    Energy Economics, 2024, 133, (C) Downloads
  15. Spillover effect of corporate digitalization in the supply chain: Perspective of trade credit financing
    Global Finance Journal, 2024, 62, (C) Downloads
  16. Systemic risk in the Scandinavian banking sector
    International Journal of Finance & Economics, 2024, 29, (1), 581-608 Downloads
  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) Downloads View citations (1)
  18. The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty
    Renewable Energy, 2024, 221, (C) Downloads View citations (5)
  19. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
    Energy Economics, 2024, 137, (C) Downloads
    See also Working Paper The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets, KAE Working Papers (2023) Downloads (2023)
  20. Volatility dynamics of agricultural futures markets under uncertainties
    Energy Economics, 2024, 136, (C) Downloads

2023

  1. A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
    Energy Economics, 2023, 121, (C) Downloads View citations (1)
  2. A new answer to the old question of the environmental Kuznets Curve (EKC). Does it work for BRICS countries?
    Resources Policy, 2023, 87, (PB) Downloads View citations (6)
  3. 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) Downloads View citations (7)
  4. Climate risk and green investments: New evidence
    Energy, 2023, 265, (C) Downloads View citations (47)
  5. Costs of economic growth: new insights on wealth and income inequalities in the post-communist countries
    Post-Communist Economies, 2023, 35, (8), 830-855 Downloads View citations (1)
  6. Exploring the critical demand drivers of electricity consumption in Thailand
    Energy Economics, 2023, 125, (C) Downloads View citations (3)
  7. Forecasting mid-price movement of Bitcoin futures using machine learning
    Annals of Operations Research, 2023, 330, (1), 553-584 Downloads
    See also Working Paper Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning, Working Papers (2020) Downloads (2020)
  8. How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets
    Energy Economics, 2023, 128, (C) Downloads View citations (2)
  9. Impact of crude oil volatility jumps on sustainable investments: Evidence from India
    Journal of Futures Markets, 2023, 43, (10), 1450-1468 Downloads View citations (2)
  10. Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
    International Review of Financial Analysis, 2023, 86, (C) Downloads View citations (24)
  11. Investment opportunities in the energy market: What can be learnt from different energy sectors
    International Journal of Finance & Economics, 2023, 28, (4), 3611-3636 Downloads View citations (1)
  12. Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries
    International Review of Financial Analysis, 2023, 87, (C) Downloads View citations (11)
  13. 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) Downloads View citations (2)
  14. Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
    Energy Economics, 2023, 125, (C) Downloads View citations (6)
  15. On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
    Economics Letters, 2023, 233, (C) Downloads 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) Downloads View citations (4) (2023)
  16. Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
    Global Finance Journal, 2023, 58, (C) Downloads View citations (3)
  17. Risk network of global energy markets
    Energy Economics, 2023, 125, (C) Downloads View citations (6)
  18. Systematic risk in the biopharmaceutical sector: a multiscale approach
    Annals of Operations Research, 2023, 330, (1), 243-266 Downloads
  19. Volatility spillovers, structural breaks and uncertainty in technology sector markets
    Financial Innovation, 2023, 9, (1), 1-31 Downloads View citations (3)

2022

  1. Asymmetric dynamics between uncertainty and unemployment flows in the United States
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 155-172 Downloads View citations (1)
    See also Working Paper Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States, LiU Working Papers in Economics (2020) Downloads View citations (2) (2020)
  2. 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 Downloads
  3. Connectedness of energy markets around the world during the COVID-19 pandemic
    Energy Economics, 2022, 109, (C) Downloads View citations (31)
  4. Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions
    Renewable Energy, 2022, 190, (C), 879-892 Downloads View citations (11)
  5. Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil
    Renewable Energy, 2022, 197, (C), 594-605 Downloads View citations (6)
  6. Do pandemic, trade policy and world uncertainties affect oil price returns?
    Resources Policy, 2022, 77, (C) Downloads View citations (6)
  7. 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 Downloads View citations (9)
  8. Economic and social impacts of conflict: A cross-country analysis
    Economic Modelling, 2022, 115, (C) Downloads View citations (8)
  9. Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies
    Finance Research Letters, 2022, 47, (PB) Downloads View citations (115)
  10. Go green or stay black: Bond market dynamics in Asia
    International Review of Financial Analysis, 2022, 81, (C) Downloads View citations (8)
  11. How connected is the agricultural commodity market to the news-based investor sentiment?
    Energy Economics, 2022, 113, (C) Downloads View citations (20)
  12. 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) Downloads View citations (4)
  13. Market integration in the Australian National Electricity Market: Fresh evidence from asymmetric time-frequency connectedness
    Energy Economics, 2022, 112, (C) Downloads View citations (8)
  14. Nonlinear tail dependence between the housing and energy markets
    Energy Economics, 2022, 106, (C) Downloads View citations (3)
  15. On Hedging Properties of Infrastructure Assets during the Pandemic: What We Learn from Global and Emerging Markets?
    Sustainability, 2022, 14, (5), 1-14 Downloads View citations (1)
  16. Regime specific spillovers across US sectors and the role of oil price volatility
    Energy Economics, 2022, 107, (C) Downloads View citations (14)
  17. Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
    International Review of Financial Analysis, 2022, 83, (C) Downloads View citations (45)
  18. Stock market contagion during the COVID-19 pandemic in emerging economies
    International Review of Economics & Finance, 2022, 79, (C), 302-309 Downloads View citations (21)
  19. Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
    International Review of Financial Analysis, 2022, 79, (C) Downloads View citations (9)

2021

  1. Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
    International Journal of Finance & Economics, 2021, 26, (2), 2436-2457 Downloads View citations (6)
  2. Brexit uncertainty and volatility persistence in tourism demand
    Current Issues in Tourism, 2021, 24, (16), 2225-2232 Downloads View citations (2)
  3. 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) Downloads View citations (33)
  4. Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets
    Computational Economics, 2021, 58, (4), 1289-1299 Downloads View citations (3)
  5. Equity return predictability, its determinants, and profitable trading strategies
    Journal of Forecasting, 2021, 40, (1), 162-186 Downloads View citations (3)
  6. Ethical and unethical investments under extreme market conditions
    International Review of Financial Analysis, 2021, 78, (C) Downloads View citations (14)
  7. Foreign and Domestic Uncertainty Shocks in Four Open Economies
    Open Economies Review, 2021, 32, (5), 933-954 Downloads View citations (1)
  8. Green credit policy and firm performance: What we learn from China
    Energy Economics, 2021, 101, (C) Downloads View citations (123)
  9. Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
    Energy Economics, 2021, 101, (C) Downloads View citations (55)
  10. Quantile relationship between Islamic and non-Islamic equity markets
    Pacific-Basin Finance Journal, 2021, 68, (C) Downloads View citations (9)
  11. Re-examining the real option characteristics of gold for gold mining companies
    Resources Policy, 2021, 70, (C) Downloads View citations (1)
  12. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis
    Energy Economics, 2021, 103, (C) Downloads View citations (10)
  13. The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
    Energy Economics, 2021, 100, (C) Downloads View citations (27)

2020

  1. A tale of two shocks: The dynamics of international real estate markets
    International Journal of Finance & Economics, 2020, 25, (1), 3-27 Downloads View citations (3)
  2. Are ethanol markets globalized or regionalized?
    Physica A: Statistical Mechanics and its Applications, 2020, 551, (C) Downloads View citations (2)
    See also Working Paper Are ethanol markets globalized or regionalized?, Post-Print (2020) View citations (1) (2020)
  3. Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets
    Computational Economics, 2020, 56, (2), 529-545 Downloads View citations (13)
  4. Characteristics of spillovers between the US stock market and precious metals and oil
    Resources Policy, 2020, 66, (C) Downloads View citations (40)
    See also Working Paper Characteristics of spillovers between the US stock market and precious metals and oil, Post-Print (2020) View citations (40) (2020)
  5. Commodities price cycles and their interdependence with equity markets
    Energy Economics, 2020, 91, (C) Downloads View citations (15)
  6. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
    Economics Letters, 2020, 186, (C) Downloads View citations (37)
  7. Emerging Market Contagion Under Geopolitical Uncertainty
    Emerging Markets Finance and Trade, 2020, 56, (6), 1377-1401 Downloads View citations (13)
  8. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
    Energy, 2020, 202, (C) Downloads View citations (45)
  9. Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies
    Journal of Financial Stability, 2020, 49, (C) Downloads View citations (5)
  10. Geopolitical risk, uncertainty and Bitcoin investment
    Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) Downloads View citations (51)
  11. Impact of food price volatility on the US restaurant sector
    Applied Economics, 2020, 52, (39), 4250-4262 Downloads View citations (1)
  12. Inflation cycle synchronization in ASEAN countries
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) Downloads View citations (1)
    See also Working Paper Inflation cycle synchronization in ASEAN countries, Post-Print (2020) View citations (1) (2020)
  13. 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 Downloads View citations (12)
  14. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
    Energy Economics, 2020, 91, (C) Downloads View citations (19)
  15. On the predictability of crude oil market: A hybrid multiscale wavelet approach
    Journal of Forecasting, 2020, 39, (4), 599-614 Downloads 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)
  16. Role of presidential uncertainties on the hotel industry
    Annals of Tourism Research, 2020, 81, (C) Downloads View citations (2)
  17. 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 Downloads View citations (6)
  18. The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis
    Energy Economics, 2020, 87, (C) Downloads View citations (12)

2019

  1. Analysing the systemic risk of Indian banks
    Economics Letters, 2019, 176, (C), 103-108 Downloads View citations (16)
  2. 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 Downloads View citations (25)
    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 (32) (2019)
  3. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
    Energy Economics, 2019, 80, (C), 743-759 Downloads View citations (105)
  4. Directional spillover effects between ASEAN and world stock markets
    Journal of Multinational Financial Management, 2019, 52-53 Downloads View citations (24)
  5. Enhancing the predictability of crude oil markets with hybrid wavelet approaches
    Economics Letters, 2019, 182, (C), 50-54 Downloads View citations (7)
  6. Geopolitical risk and tourism demand in emerging economies
    Tourism Economics, 2019, 25, (6), 997-1005 Downloads View citations (21)
  7. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 Downloads View citations (111)
  8. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
    Resources Policy, 2019, 64, (C) Downloads View citations (34)
  9. Money Demand in a Dollarized Economy: Evidence from Laos PDR
    Asian Economic Papers, 2019, 18, (1), 99-115 Downloads
  10. Network connectedness and net spillover between financial and commodity markets
    The North American Journal of Economics and Finance, 2019, 48, (C), 801-818 Downloads View citations (82)
  11. Role of renewable energy on industrial output in Canada
    Energy Economics, 2019, 81, (C), 626-638 Downloads View citations (5)
  12. 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 Downloads View citations (4)
    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 (4) (2019)

2018

  1. Asymmetric linkages among the fear index and emerging market volatility indices
    Emerging Markets Review, 2018, 37, (C), 17-31 Downloads View citations (35)
  2. Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare
    Journal of Economic Dynamics and Control, 2018, 93, (C), 315-331 Downloads View citations (16)
  3. Connectedness network and dependence structure mechanism in green investments
    Energy Economics, 2018, 72, (C), 145-153 Downloads View citations (84)
  4. Is gold a hedge against inflation? A wavelet time-scale perspective
    Review of Quantitative Finance and Accounting, 2018, 51, (2), 317-345 Downloads View citations (31)
  5. Market integration and financial linkages among stock markets in Pacific Basin countries
    Journal of Empirical Finance, 2018, 46, (C), 77-92 Downloads View citations (29)
    See also Working Paper Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries, Working Papers (2017) Downloads (2017)
  6. Multi-scale causality and extreme tail inter-dependence among housing prices
    Economic Modelling, 2018, 70, (C), 301-309 Downloads View citations (3)
  7. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Energy Economics, 2018, 71, (C), 35-46 Downloads View citations (57)
    See also Working Paper Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets, Post-Print (2018) View citations (52) (2018)
  8. Precious metal returns and oil shocks: A time varying connectedness approach
    Resources Policy, 2018, 58, (C), 77-89 Downloads View citations (72)
  9. Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis
    International Review of Financial Analysis, 2018, 59, (C), 179-211 Downloads View citations (21)
  10. Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
    Energy Economics, 2018, 70, (C), 440-452 Downloads View citations (122)
    See also Working Paper Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis, MPRA Paper (2018) Downloads View citations (156) (2018)
  11. Risk perception in financial markets: On the flip side
    International Review of Financial Analysis, 2018, 57, (C), 184-206 Downloads View citations (6)
  12. 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 Downloads View citations (72)
  13. 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 Downloads View citations (33)
  14. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    International Review of Financial Analysis, 2018, 56, (C), 167-180 Downloads View citations (13)
    See also Working Paper Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks, Post-Print (2018) View citations (13) (2018)
  15. Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
    Energy Economics, 2018, 76, (C), 115-126 Downloads View citations (93)

2017

  1. 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 Downloads View citations (105)
    See also Working Paper Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets, MPRA Paper (2016) Downloads (2016)
  2. 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 Downloads View citations (12)
  3. Cross-country determinants of economic policy uncertainty spillovers
    Economics Letters, 2017, 156, (C), 179-183 Downloads View citations (74)
  4. Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets
    International Review of Finance, 2017, 17, (1), 155-162 Downloads View citations (10)
  5. Herding behavior, market sentiment and volatility: Will the bubble resume?
    The North American Journal of Economics and Finance, 2017, 42, (C), 107-131 Downloads View citations (39)
  6. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
    European Journal of Operational Research, 2017, 256, (3), 945-961 Downloads View citations (68)
    See also Working Paper Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets, MPRA Paper (2016) Downloads View citations (2) (2016)
  7. The asymmetric relationship between returns and implied volatility: Evidence from global stock markets
    Journal of Financial Stability, 2017, 30, (C), 156-174 Downloads View citations (22)
  8. 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 Downloads 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) Downloads (2016)
  9. Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh
    The World Economy, 2017, 40, (9), 1918-1933 Downloads 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

  1. 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 Downloads View citations (108)
  2. Impact of speculation and economic uncertainty on commodity markets
    International Review of Financial Analysis, 2016, 43, (C), 115-127 Downloads View citations (94)
  3. On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
    Energy Economics, 2016, 56, (C), 374-383 Downloads View citations (56)
  4. 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 Downloads View citations (38)
  5. The short-term persistence of international mutual fund performance
    Economic Modelling, 2016, 52, (PB), 926-938 Downloads View citations (27)

2015

  1. 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 Downloads View citations (23)
  2. Remittance and domestic labor productivity: Evidence from remittance recipient countries
    Economic Modelling, 2015, 47, (C), 207-218 Downloads View citations (29)
  3. The relation between fees and return predictability in the mutual fund industry
    Economic Modelling, 2015, 47, (C), 260-270 Downloads View citations (12)

2014

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

2013

  1. Measuring co-movement of oil price and exchange rate differential in Bangladesh
    Economics Bulletin, 2013, 33, (3), 1922-1930 Downloads View citations (6)
  2. The causal nexus between financial development and economic growth in Kenya
    Economic Modelling, 2013, 35, (C), 701-707 Downloads View citations (81)

2012

  1. Causality Among Carbon Emissions, Energy Consumption and Growth Inindia
    Economic Research-Ekonomska Istraživanja, 2012, 25, (3), 752-775 Downloads View citations (4)
  2. Is the causal nexus of energy utilization and economic growth asymmetric in the US?
    Economic Systems, 2012, 36, (3), 461-469 Downloads View citations (33)

2011

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

2022

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