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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 2020-05-17. Update your information in the RePEc Author Service.

Short-id: pud12


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Working Papers

2020

  1. Characteristics of spillovers between the US stock market and precious metals and oil
    Post-Print, HAL

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
    See also Journal Article in Resources Policy (2019)
  2. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
    Post-Print, HAL
    See also Journal Article in Journal of Multinational Financial Management (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 (2)
  2. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Post-Print, HAL View citations (1)
    See also Journal Article in Energy Economics (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 (13)
    See also Journal Article in Energy Economics (2018)
  4. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    Post-Print, HAL View citations (4)
    See also Journal Article in International Review of Financial Analysis (2018)

2017

  1. Implications for banking stability and welfare under capital shocks and countercyclical requirements
    Economics Working Papers, European University Institute Downloads
  2. Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh
    Post-Print, HAL View citations (2)
    See also Journal Article in The World Economy (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 in Journal of International Money and Finance (2017)
  2. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in European Journal of Operational Research (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 in Applied Economics (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 (17)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2014)

Journal Articles

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
  2. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
    Economics Letters, 2020, 186, (C) Downloads View citations (1)
  3. Emerging Market Contagion Under Geopolitical Uncertainty
    Emerging Markets Finance and Trade, 2020, 56, (6), 1377-1401 Downloads
  4. Geopolitical risk, uncertainty and Bitcoin investment
    Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) Downloads
  5. Inflation cycle synchronization in ASEAN countries
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) Downloads
  6. 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
  7. Role of presidential uncertainties on the hotel industry
    Annals of Tourism Research, 2020, 81, (C) Downloads

2019

  1. Analysing the systemic risk of Indian banks
    Economics Letters, 2019, 176, (C), 103-108 Downloads
  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
    See also Working Paper (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 (1)
  4. Directional spillover effects between ASEAN and world stock markets
    Journal of Multinational Financial Management, 2019, 52-53 Downloads
  5. Enhancing the predictability of crude oil markets with hybrid wavelet approaches
    Economics Letters, 2019, 182, (C), 50-54 Downloads
  6. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach
    Energy, 2019, 178, (C), 544-553 Downloads
  7. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
    Resources Policy, 2019, 64, (C) Downloads
  8. Money Demand in a Dollarized Economy: Evidence from Laos PDR
    Asian Economic Papers, 2019, 18, (1), 99-115 Downloads
  9. 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 (2)
  10. Role of renewable energy on industrial output in Canada
    Energy Economics, 2019, 81, (C), 626-638 Downloads
  11. 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
    See also Working Paper (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 (2)
  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 (1)
  3. Connectedness network and dependence structure mechanism in green investments
    Energy Economics, 2018, 72, (C), 145-153 Downloads View citations (6)
  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 (3)
  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 (4)
  6. Multi-scale causality and extreme tail inter-dependence among housing prices
    Economic Modelling, 2018, 70, (C), 301-309 Downloads View citations (1)
  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 (3)
    See also Working Paper (2018)
  8. Precious metal returns and oil shocks: A time varying connectedness approach
    Resources Policy, 2018, 58, (C), 77-89 Downloads View citations (6)
  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 (3)
  10. Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
    Energy Economics, 2018, 70, (C), 440-452 Downloads View citations (13)
    See also Working Paper (2018)
  11. Risk perception in financial markets: On the flip side
    International Review of Financial Analysis, 2018, 57, (C), 184-206 Downloads View citations (1)
  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 (1)
  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 (5)
  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 (4)
    See also Working Paper (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 (5)

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 (21)
    See also Working Paper (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 (4)
  3. Cross-country determinants of economic policy uncertainty spillovers
    Economics Letters, 2017, 156, (C), 179-183 Downloads View citations (19)
  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 (3)
  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 (5)
  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 (21)
    See also Working Paper (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 (5)
  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 (3)
    See also Working Paper (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 (2)
    See also Working Paper (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 (32)
  2. Impact of speculation and economic uncertainty on commodity markets
    International Review of Financial Analysis, 2016, 43, (C), 115-127 Downloads View citations (35)
  3. On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
    Energy Economics, 2016, 56, (C), 374-383 Downloads View citations (16)
  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 (19)
  5. The short-term persistence of international mutual fund performance
    Economic Modelling, 2016, 52, (PB), 926-938 Downloads View citations (12)

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 (16)
  2. Remittance and domestic labor productivity: Evidence from remittance recipient countries
    Economic Modelling, 2015, 47, (C), 207-218 Downloads View citations (12)
  3. The relation between fees and return predictability in the mutual fund industry
    Economic Modelling, 2015, 47, (C), 260-270 Downloads View citations (6)

2014

  1. On the causal nexus of remittances and poverty reduction in Bangladesh
    Applied Economics, 2014, 46, (4), 374-382 Downloads View citations (5)
  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 (28)
    See also Working Paper (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 (5)
  2. The causal nexus between financial development and economic growth in Kenya
    Economic Modelling, 2013, 35, (C), 701-707 Downloads View citations (39)

2012

  1. Is the causal nexus of energy utilization and economic growth asymmetric in the US?
    Economic Systems, 2012, 36, (3), 461-469 Downloads View citations (19)

2011

  1. Energy and output dynamics in Bangladesh
    Energy Economics, 2011, 33, (3), 480-487 Downloads View citations (21)
  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 (10)
 
Page updated 2020-06-06