Dr. Jawad Syed Shahzad
Teaching department :
Finance, Control and Law
Jawad is Associate Professor of Finance at Montpellier Business School (0.8 FTE), France and Senior Research Fellow at South Ural State University, Russia. He is topic editor of Journal of Risk and Financial Management and associated editor of Journal of Economic and Administrative Sciences. Article editor of Sage Open and guest editor of Resources Policy. His research publishes in first-tier journals, such as Journal of Banking and Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money, International Journal of Finance and Economics, Tourism Management, Annals of Tourism Research, The Energy Journal and Energy Economics.
Selected Intellectual Contributions
Shahzad S.J.H. Bouri E. Areola-Hernandez J. Roubaud D. Forthcoming. Causal Nexus Between Crude Oil and US Corporate Bonds. Quarterly Review of Economics and Finance
Shahzad S.J.H., Bouri E., Rehman M.U., Naeem M.A. & Saeed T. Forthcoming. Oil price risk exposure of BRIC stock markets and hedging effectiveness. Annals of Operations Research.
Farid S., Kayani G.M., Naeem M.A. & Shahzad S.J.H. Forthcoming. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. Resources Policy.
Naeem M.A., Farid S., Ferrer R. & Shahzad S.J.H. Forthcoming. Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis. Energy Policy.
Shahzad S.J.H., Naeem M.A., Peng Z. & Bouri E. Asymmetric volatility spillover among Chinese sectors during COVID-19. International Review of Financial Analysis.
Naeem MA, Farid S., Nor SM & Shahzad SJH 2021. Spillover and drivers of uncertainty among oil and commodity markets. Mathematics, 9 (4) 441.
Rehman MU, Sensoy A., Eraslan V., Shahzad S JH & Vo XV Forthcoming. Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. The North American Journal of Economics and Finance.
Rahman M.D., Shahzad S.J.H., Uddin G.S. & Dutta A. Forthcoming. Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas. The Energy Journal.
Shahzad S.J. H., Shahbaz M., Ferrer F. & Kumar R.R. 2017. Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach. Tourism Management, 60: 223-232.
Shahzad S.J.H., Mensi W., Hammoudeh S. & Shahbaz M. 2017. Modelling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. Journal of Banking and Finance, 75: 258-279.
Quantitative methods and decision Theory
Commodity markets and investment strategies
Topic Editor, Journal of Risk and Financial Management
Article Editor, SAGE Open
Editor (Associate), Journal of Economic and Administrative Sciences
Editor (Guest), Resources Policy