Access Statistics for Syed Jawad Hussain Shahzad

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility 0 0 0 16 1 2 35 49
A global network topology of stock markets: Transmitters and receivers of spillover effects 0 0 0 0 2 3 20 40
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 0 2 6 14 33
A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism? 0 0 0 0 1 1 8 22
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets 0 0 0 0 0 4 15 35
Asymmetric risk spillovers between oil and agricultural commodities 0 0 0 0 0 0 11 48
Bounds Testing Approach to Analyzing the Environment Kuznets Curve Hypothesis: The Role of Biomass Energy Consumption in the United States with Structural Breaks 0 0 0 29 1 4 8 38
Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach 0 0 0 0 0 1 7 19
Characteristics of spillovers between the US stock market and precious metals and oil 0 0 1 1 3 7 27 30
Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States 0 2 4 31 2 5 14 65
Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants 0 0 1 10 0 0 4 43
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 0 0 1 7 28
Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach 0 0 0 0 3 5 13 25
Financial development and environmental quality: The way forward 0 0 1 24 1 2 10 51
Financial development and environmental quality: The way forward 0 1 3 47 0 1 14 90
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 5 23 95 95 16 77 234 234
Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries 0 0 5 57 0 3 22 133
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 2 6 20
How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis 0 0 2 45 1 2 20 82
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 10 34 85 85 34 129 278 278
Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume 0 0 0 0 1 3 11 37
Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach 0 0 0 9 2 3 21 47
Is Energy Consumption Sensitive to Foreign Capital Inflows and Currency Devaluation in Pakistan? 0 0 2 6 1 4 15 44
Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis 0 1 1 25 3 6 16 80
Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations 0 1 2 24 1 3 11 59
Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets 0 0 0 0 2 4 14 31
Nexus between U.S Energy Sources and Economic Activity: Time-Frequency and Bootstrap Rolling Window Causality Analysis 1 1 1 42 1 2 7 115
Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data 0 0 23 23 4 10 46 46
Quantile coherency networks of international stock markets 0 1 5 49 2 4 29 76
Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis 0 0 0 10 1 1 9 62
Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries 0 0 0 0 0 0 5 33
Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe 0 0 0 0 0 0 10 20
Risk transmitters and receivers in global currency markets 0 0 0 0 0 2 8 28
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 0 7 16
Spillovers and diversification potential of bank equity returns from developed and emerging America 0 0 0 0 0 0 6 6
Testing the Globalization-Driven Carbon Emissions Hypothesis: International Evidence 0 2 5 20 1 5 16 50
The European Financial System in Limelight 0 0 0 7 1 2 9 43
The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets 0 1 2 42 0 3 9 75
The Influencing Factors of CO2 Emissions and the Role of Biomass Energy Consumption: Statistical Experience from G-7 Countries 0 1 2 19 2 4 19 53
The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note 0 0 0 0 0 1 23 23
The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States 0 0 11 11 2 6 27 27
Time and frequency connectedness among oil shocks, electricity and clean energy markets 0 2 22 22 3 12 40 40
Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries 0 0 3 31 1 5 18 46
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 0 0 0 2 3 13 24
Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach 0 0 1 33 1 1 5 96
Total Working Papers 16 70 277 813 98 339 1,161 2,540


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A global network topology of stock markets: Transmitters and receivers of spillover effects 0 0 2 13 0 3 22 65
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 1 18 2 6 16 76
Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework 0 0 0 4 0 0 6 24
Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour 0 0 1 1 1 3 7 7
Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada 0 0 4 4 3 5 21 21
Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach 0 0 2 20 0 2 14 92
Asymmetric efficiency of cryptocurrencies during COVID19 1 3 3 3 5 14 14 14
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets 0 1 19 63 1 8 59 191
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment 1 1 9 13 1 3 16 34
Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia 0 0 0 3 0 0 4 15
Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia 0 0 2 5 0 2 13 20
Asymmetric risk spillovers between oil and agricultural commodities 0 0 0 8 0 0 3 44
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis 1 8 13 13 17 50 80 80
Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States 1 1 3 22 3 8 20 87
CAPM estimates: Can data frequency and time period lend a hand? 0 1 2 7 1 2 19 48
Can Bitcoin Glitter More Than Gold for Investment Styles? 0 2 3 3 3 5 10 10
Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach 0 1 2 5 0 2 10 20
Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models 0 1 1 4 5 10 21 37
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 0 0 3 25 5 7 23 183
Can happiness predict future volatility in stock markets? 0 2 3 3 2 7 11 11
Can technology provide a glimmer of hope for economic growth in the midst of chaos? A case of Zimbabwe 0 1 2 5 0 1 9 36
Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit 0 5 13 21 0 15 53 137
Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility 0 0 3 3 3 8 22 25
Characteristics of spillovers between the US stock market and precious metals and oil 0 0 0 0 0 3 7 7
Co-explosivity in the cryptocurrency market 3 4 13 24 7 12 46 75
Commodities and Stock Investment 0 0 0 0 0 0 0 0
Cryptocurrencies as hedges and safe-havens for US equity sectors 2 7 8 8 7 22 53 53
Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants 0 0 0 9 0 0 4 65
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 21 2 3 15 91
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis 0 0 3 11 3 5 17 69
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets 0 0 1 4 0 0 7 18
Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach 1 1 2 14 1 2 10 61
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 0 0 0 7 0 0 6 42
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach 0 0 0 4 1 3 12 57
Do Bitcoin and other cryptocurrencies jump together? 1 5 10 10 7 26 41 41
Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach 0 0 4 8 1 4 25 73
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states 0 0 0 2 0 0 5 21
Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches 0 1 4 7 0 3 19 40
Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method 1 1 3 9 1 2 13 33
Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis 0 0 2 8 2 3 10 36
Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries 0 0 5 5 4 9 24 24
Dynamic spillover effects among tourism, economic growth and macro-finance risk factors 1 2 2 2 3 7 9 9
Dynamic structural impacts of oil shocks on exchange rates: lessons to learn 0 0 8 8 3 8 25 27
Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach 2 5 16 32 3 16 76 171
Effect of tourism on economic growth of Sri Lanka: accounting for capital per worker, exchange rate and structural breaks 0 1 5 23 1 10 46 123
Electricity and growth nexus dynamics in Singapore: Fresh insights based on wavelet approach 1 1 1 4 1 5 8 31
Energy commodity uncertainties and the systematic risk of US industries 0 1 4 4 2 7 27 27
Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches 0 0 0 4 2 3 12 43
Exploring the effect of ICT and tourism on economic growth: a study of Israel 0 0 4 10 1 7 44 70
Extreme dependence and risk spillovers between oil and Islamic stock markets 0 0 2 8 0 1 19 74
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality 0 1 1 2 0 1 4 7
Fertility and Financial Development in South Asia 0 2 5 18 6 12 27 97
Geopolitical Risk and Tourism Stocks of Emerging Economies 0 0 0 0 3 6 11 11
Geopolitical risk and tourism demand in emerging economies 0 0 2 2 2 5 15 15
Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries 0 0 2 16 2 3 20 65
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 1 1 5 9 1 5 26 43
Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals 0 1 1 1 0 4 15 21
Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis 1 2 3 3 1 5 11 11
How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis 0 1 2 5 0 5 10 28
IMPACT OF REMITTANCES ON FINANCIAL DEVELOPMENT IN SOUTH ASIA 0 2 10 35 5 10 36 152
Industry-level determinants of the linkage between credit and stock markets 0 1 2 4 0 1 5 14
Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches 0 0 0 5 0 2 7 48
Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications 0 0 1 16 5 5 16 78
Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume 0 0 2 6 0 1 25 54
Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach 0 0 0 0 2 2 2 2
Is Bitcoin a better safe-haven investment than gold and commodities? 3 15 36 51 12 46 142 190
Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan? 0 0 0 0 1 5 10 10
Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan? 0 0 0 4 0 2 10 33
Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations 0 0 2 9 1 5 16 54
Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach 0 0 1 3 2 4 12 16
Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach 0 4 15 27 1 7 32 65
Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches 0 0 1 3 0 2 7 23
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method 2 3 5 31 5 12 29 171
Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? 0 0 2 38 0 1 19 113
Modelling inbound international tourism demand in small Pacific Island countries 0 2 2 5 1 3 5 15
Multiscale Systematic Risk: Empirical Evidence from Pakistan 0 0 1 2 0 0 9 46
Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets 0 0 2 11 0 0 10 65
Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis 0 2 9 31 2 5 29 90
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas 0 0 1 16 0 1 7 71
Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies 1 2 2 2 6 14 25 25
Oil price shocks, global financial markets and their connectedness 1 4 13 13 2 16 45 45
Oil volatility and sovereign risk of BRICS 1 1 9 22 1 1 24 75
On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches 0 0 2 2 0 2 7 7
On the volatilities of tourism stocks and oil 0 1 6 6 2 5 35 35
Precious metal returns and oil shocks: A time varying connectedness approach 0 1 3 5 3 7 32 58
Quantile coherency networks of international stock markets 0 1 6 8 2 3 20 23
Regime specific spillover across cryptocurrencies and the role of COVID-19 0 1 1 1 2 9 9 9
Regional and copula estimation effects on EU and US energy equity portfolios 0 1 2 2 2 9 62 62
Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis 0 1 7 43 4 12 37 193
Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S 1 1 8 8 2 6 28 28
Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries 0 0 0 0 0 0 6 39
Revisiting the threshold effect of remittances on total factor productivity growth in South Asia: a study of Bangladesh and India 0 1 1 4 0 1 2 13
Revisiting the valuable roles of commodities for international stock markets 0 1 1 1 3 6 14 14
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 0 1 5 19 2 11 37 103
Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe 0 0 0 3 1 2 9 19
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis 0 1 5 15 4 5 25 94
Risk transmitters and receivers in global currency markets 0 0 1 10 2 4 15 37
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin 7 17 36 36 18 53 130 130
Spillover across Eurozone credit market sectors and determinants 0 1 2 2 1 2 6 6
Spillover among financial, industrial and consumer uncertainties. The case of EU member states 0 0 2 2 2 3 15 15
Spillover network of commodity uncertainties 0 0 2 8 4 7 19 31
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 1 2 0 0 2 5
Spillovers and diversification potential of bank equity returns from developed and emerging America 0 0 0 0 2 4 6 6
Spillovers from oil to precious metals: Quantile approaches 0 0 1 3 0 2 7 14
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets 1 8 12 18 4 23 37 59
Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach 1 1 7 19 2 3 20 59
Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods 0 1 3 3 0 5 21 21
Testing the globalization-driven carbon emissions hypothesis: International evidence 0 0 1 4 1 4 13 26
Testing the globalization-driven carbon emissions hypothesis: International evidence 0 0 0 2 0 3 11 20
The Determinants of Credit Risk: Analysis of US Industry-level Indices 0 0 0 3 0 0 4 22
The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach 1 1 5 15 3 4 32 109
The impact of terrorism on industry returns and systematic risk in Pakistan: A wavelet approach 0 0 0 12 1 2 7 35
The lead-lag relationship between US industry-level credit and stock markets 0 0 1 2 0 0 12 24
The predictive power of oil price shocks on realized volatility of oil: A note 0 2 2 2 5 7 7 7
Time and frequency connectedness among oil shocks, electricity and clean energy markets 0 1 4 4 3 9 19 19
Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices 0 1 1 1 1 2 11 11
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices 2 2 8 27 5 13 50 134
Time and frequency relationship between household investors’ sentiment index and US industry stock returns 0 0 0 0 1 6 9 9
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? 0 0 1 15 4 8 21 79
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks 0 0 1 7 1 2 15 52
Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach 1 1 2 12 4 10 32 91
Total Journal Articles 40 147 465 1,228 256 767 2,558 6,129


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach 0 0 1 1 0 0 1 2
Total Chapters 0 0 1 1 0 0 1 2


Statistics updated 2021-04-06