Syed Jawad Hussain Shahzad

Research interests

Publications

• Asymmetric volatility spillover among Chinese sectors during COVID-19

  International Review of Financial Analysis · 2021 · https://doi.org/10.1016/j.irfa.2021.101754

• Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears

  International Review of Economics & Finance · 2021 · https://doi.org/10.1016/j.iref.2021.01.008

• Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

  Journal of Cleaner Production · 2021 · 10.1016/j.jclepro.2021.125988

• Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis

  Energy Policy · 2021 · https://doi.org/10.1016/j.enpol.2021.112285

• Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic

  Resources Policy · 2021 · https://doi.org/10.1016/j.resourpol.2021.102101

• Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

  The Quarterly Review of Economics and Finance · 2020 · 10.1016/j.qref.2020.03.004

• Asymmetric efficiency of cryptocurrencies during COVID19

  Physica A Statistical Mechanics and its Applications · 2020 · https://doi.org/10.1016/j.physa.2020.125562

• Time and frequency connectedness among oil shocks, electricity and clean energy markets

  Energy Economics · 2020 · 10.1016/j.eneco.2020.104914

• Oil price shocks, global financial markets and their connectedness

  Energy Economics · 2020 · 10.1016/j.eneco.2020.104771

• RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?

  International Review of Financial Analysis · 2019 · 10.1016/j.irfa.2019.01.002

• Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin

  Economic Modelling · 2019 · 10.1016/j.econmod.2019.07.023

• Spillover network of commodity uncertainties

  Energy Economics · 2019 · https://doi.org/10.1016/j.eneco.2019.06.001

• Cryptocurrencies as hedges and safe-havens for US equity sectors

  The Quarterly Review of Economics and Finance · 2019 · 10.1016/j.qref.2019.05.001

• Co-explosivity in the cryptocurrency market

  Finance research letters · 2018 · 10.1016/j.frl.2018.07.005

• Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model

  Energy Economics · 2018 · 10.1016/j.eneco.2018.08.015

• The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach

  Energy Economics · 2018 · 10.1016/j.eneco.2018.02.023

• Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

  Energy Economics · 2018 · 10.1016/j.eneco.2018.09.022

• How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis

  Applied Economics · 2017 · 10.1080/00036846.2017.1366640

• Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis

  Environmental Modeling & Assessment · 2017 · 10.1007/s10666-017-9584-0

• Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

  International Review of Financial Analysis · 2017 · 10.1016/j.irfa.2017.04.005

• Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States

  Energy Economics · 2017 · 10.1016/j.eneco.2017.10.004

• Does Globalisation Worsen Environmental Quality in Developed Economies?

  Environmental Modeling & Assessment · 2017 · 10.1007/s10666-017-9574-2

• Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit

  Renewable and Sustainable Energy Reviews · 2016 · 10.1016/j.rser.2016.11.042

• Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

  Journal of Banking & Finance · 2016 · 10.1016/j.jbankfin.2016.11.017

• Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach

  Tourism Management · 2016 · 10.1016/j.tourman.2016.12.006

• Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets

  Resources Policy · 2016 · https://doi.org/10.1016/j.resourpol.2016.06.011

Current projects

No projects listed.