Details about Gazi Salah Uddin

Access statistics for papers by Gazi Salah Uddin.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pud12

Working Papers

2022

1. Effect of Macroprudential Policies on Sovereign Bond Markets: Evidence from the ASEAN-4 Countries
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

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

2020

3. Are ethanol markets globalized or regionalized?
   Post-Print, HAL
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2020)
4. 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 (1)
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2022)
5. Characteristics of spillovers between the US stock market and precious metals and oil
   Post-Print, HAL View citations (33)
   See also Journal Article in Resources Policy (2020)
6. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning
   Working Papers, Copenhagen Business School, Department of Economics
7. Inflation cycle synchronization in ASEAN countries
   Post-Print, HAL View citations (1)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2020)
8. On the predictability of crude oil market: A hybrid multiscale wavelet approach
   Post-Print, HAL View citations (6)
   See also Journal Article in Journal of Forecasting (2020)

2019

9. 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 (22)
   See also Journal Article in Resources Policy (2019)
10. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
    Post-Print, HAL View citations (3)
    See also Journal Article in Journal of Multinational Financial Management (2019)

2018

11. A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
    Post-Print, HAL View citations (30)
12. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Post-Print, HAL View citations (37)
    See also Journal Article in Energy Economics (2018)
13. Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis
    MPRA Paper, University Library of Munich, Germany View citations (110)
    See also Journal Article in Energy Economics (2018)
14. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    Post-Print, HAL View citations (12)
    See also Journal Article in International Review of Financial Analysis (2018)

2017

15. Implications for banking stability and welfare under capital shocks and countercyclical requirements
    Economics Working Papers, European University Institute
16. Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article in Journal of Empirical Finance (2018)
17. 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 in The World Economy (2017)

2016

18. 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 in Journal of International Money and Finance (2017)
19. 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 in European Journal of Operational Research (2017)
20. 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 in Applied Economics (2017)

2014

21. Regional Differences in the Dynamic Linkage between CO2 Emissions, Sectoral Output and Economic Growth
    Working Papers, Department of Research, Ipag Business School View citations (64)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2014)

Journal Articles

2022

1. Asymmetric dynamics between uncertainty and unemployment flows in the United States
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 155-172 View citations (1)
   See also Working Paper (2020)
2. Nonlinear tail dependence between the housing and energy markets
   Energy Economics, 2022, 106, (C)
3. On Hedging Properties of Infrastructure Assets during the Pandemic: What We Learn from Global and Emerging Markets?
   Sustainability, 2022, 14, (5), 1-0
4. Regime specific spillovers across US sectors and the role of oil price volatility
   Energy Economics, 2022, 107, (C) View citations (5)
5. Stock market contagion during the COVID-19 pandemic in emerging economies
   International Review of Economics & Finance, 2022, 79, (C), 302-309 View citations (11)
6. 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 (1)

2021

7. Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
   International Journal of Finance & Economics, 2021, 26, (2), 2436-2457 View citations (2)
8. 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 (17)
9. Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets
   Computational Economics, 2021, 58, (4), 1289-1299
10. Equity return predictability, its determinants, and profitable trading strategies
    Journal of Forecasting, 2021, 40, (1), 162-186 View citations (2)
11. Ethical and unethical investments under extreme market conditions
    International Review of Financial Analysis, 2021, 78, (C) View citations (2)
12. Foreign and Domestic Uncertainty Shocks in Four Open Economies
    Open Economies Review, 2021, 32, (5), 933-954 View citations (1)
13. Green credit policy and firm performance: What we learn from China
    Energy Economics, 2021, 101, (C) View citations (58)
14. Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
    Energy Economics, 2021, 101, (C) View citations (26)
15. Quantile relationship between Islamic and non-Islamic equity markets
    Pacific-Basin Finance Journal, 2021, 68, (C) View citations (2)
16. Re-examining the real option characteristics of gold for gold mining companies
    Resources Policy, 2021, 70, (C)
17. The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis
    Energy Economics, 2021, 103, (C) View citations (2)
18. The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
    Energy Economics, 2021, 100, (C) View citations (10)

2020

19. A tale of two shocks: The dynamics of international real estate markets
    International Journal of Finance & Economics, 2020, 25, (1), 3-27
20. Are ethanol markets globalized or regionalized?
    Physica A: Statistical Mechanics and its Applications, 2020, 551, (C)
    See also Working Paper (2020)
21. Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets
    Computational Economics, 2020, 56, (2), 529-545 View citations (5)
22. Characteristics of spillovers between the US stock market and precious metals and oil
    Resources Policy, 2020, 66, (C) View citations (33)
    See also Working Paper (2020)
23. Commodities price cycles and their interdependence with equity markets
    Energy Economics, 2020, 91, (C) View citations (11)
24. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
    Economics Letters, 2020, 186, (C) View citations (25)
25. Emerging Market Contagion Under Geopolitical Uncertainty
    Emerging Markets Finance and Trade, 2020, 56, (6), 1377-1401 View citations (7)
26. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
    Energy, 2020, 202, (C) View citations (23)
27. Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies
    Journal of Financial Stability, 2020, 49, (C) View citations (2)
28. Geopolitical risk, uncertainty and Bitcoin investment
    Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (31)
29. Impact of food price volatility on the US restaurant sector
    Applied Economics, 2020, 52, (39), 4250-4262
30. Inflation cycle synchronization in ASEAN countries
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) View citations (1)
    See also Working Paper (2020)
31. 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 (8)
32. 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 (13)
33. On the predictability of crude oil market: A hybrid multiscale wavelet approach
    Journal of Forecasting, 2020, 39, (4), 599-614 View citations (6)
    See also Working Paper (2020)
34. Role of presidential uncertainties on the hotel industry
    Annals of Tourism Research, 2020, 81, (C) View citations (2)
35. 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)
36. 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 (7)

2019

37. Analysing the systemic risk of Indian banks
    Economics Letters, 2019, 176, (C), 103-108 View citations (11)
38. 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 (22)
    See also Working Paper (2019)
39. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
    Energy Economics, 2019, 80, (C), 743-759 View citations (73)
40. Directional spillover effects between ASEAN and world stock markets
    Journal of Multinational Financial Management, 2019, 52-53 View citations (19)
41. Enhancing the predictability of crude oil markets with hybrid wavelet approaches
    Economics Letters, 2019, 182, (C), 50-54 View citations (7)
42. Geopolitical risk and tourism demand in emerging economies
    Tourism Economics, 2019, 25, (6), 997-1005 View citations (13)
43. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 View citations (71)
44. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
    Resources Policy, 2019, 64, (C) View citations (29)
45. Money Demand in a Dollarized Economy: Evidence from Laos PDR
    Asian Economic Papers, 2019, 18, (1), 99-115
46. 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 (55)
47. Role of renewable energy on industrial output in Canada
    Energy Economics, 2019, 81, (C), 626-638 View citations (5)
48. 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 (3)
    See also Working Paper (2019)

2018

49. Asymmetric linkages among the fear index and emerging market volatility indices
    Emerging Markets Review, 2018, 37, (C), 17-31 View citations (28)
50. 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 (12)
51. Connectedness network and dependence structure mechanism in green investments
    Energy Economics, 2018, 72, (C), 145-153 View citations (56)
52. Is gold a hedge against inflation? A wavelet time-scale perspective
    Review of Quantitative Finance and Accounting, 2018, 51, (2), 317-345 View citations (23)
53. Market integration and financial linkages among stock markets in Pacific Basin countries
    Journal of Empirical Finance, 2018, 46, (C), 77-92 View citations (22)
    See also Working Paper (2017)
54. Multi-scale causality and extreme tail inter-dependence among housing prices
    Economic Modelling, 2018, 70, (C), 301-309 View citations (3)
55. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Energy Economics, 2018, 71, (C), 35-46 View citations (37)
    See also Working Paper (2018)
56. Precious metal returns and oil shocks: A time varying connectedness approach
    Resources Policy, 2018, 58, (C), 77-89 View citations (58)
57. 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 (15)
58. Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
    Energy Economics, 2018, 70, (C), 440-452 View citations (110)
    See also Working Paper (2018)
59. Risk perception in financial markets: On the flip side
    International Review of Financial Analysis, 2018, 57, (C), 184-206 View citations (6)
60. 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 (60)
61. 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 (30)
62. 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 (12)
    See also Working Paper (2018)
63. 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 (69)

2017

64. 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 (83)
    See also Working Paper (2016)
65. 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)
66. Cross-country determinants of economic policy uncertainty spillovers
    Economics Letters, 2017, 156, (C), 179-183 View citations (62)
67. Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets
    International Review of Finance, 2017, 17, (1), 155-162 View citations (9)
68. 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 (32)
69. 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 (60)
    See also Working Paper (2016)
70. The asymmetric relationship between returns and implied volatility: Evidence from global stock markets
    Journal of Financial Stability, 2017, 30, (C), 156-174 View citations (19)
71. 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 (2016)
72. 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 (2017)

2016

73. 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 (90)
74. Impact of speculation and economic uncertainty on commodity markets
    International Review of Financial Analysis, 2016, 43, (C), 115-127 View citations (74)
75. On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
    Energy Economics, 2016, 56, (C), 374-383 View citations (45)
76. 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 (37)
77. The short-term persistence of international mutual fund performance
    Economic Modelling, 2016, 52, (PB), 926-938 View citations (19)

2015

78. 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 (20)
79. Remittance and domestic labor productivity: Evidence from remittance recipient countries
    Economic Modelling, 2015, 47, (C), 207-218 View citations (26)
80. The relation between fees and return predictability in the mutual fund industry
    Economic Modelling, 2015, 47, (C), 260-270 View citations (11)

2014

81. On the causal nexus of remittances and poverty reduction in Bangladesh
    Applied Economics, 2014, 46, (4), 374-382 View citations (15)
82. 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 (52)
    See also Working Paper (2014)

2013

83. Measuring co-movement of oil price and exchange rate differential in Bangladesh
    Economics Bulletin, 2013, 33, (3), 1922-1930 View citations (5)
84. The causal nexus between financial development and economic growth in Kenya
    Economic Modelling, 2013, 35, (C), 701-707 View citations (76)

2012

85. Is the causal nexus of energy utilization and economic growth asymmetric in the US?
    Economic Systems, 2012, 36, (3), 461-469 View citations (30)

2011

86. Energy and output dynamics in Bangladesh
    Energy Economics, 2011, 33, (3), 480-487 View citations (27)
87. Remittances and output in Bangladesh: an ARDL bounds testing approach to cointegration
    International Review of Economics, 2011, 58, (2), 229-242 View citations (15)