Dr. Jawad Syed Shahzad
Teaching department :
Finance, Control and Law
Dr. Shahzad is Associate Professor of Finance. He publishes in journals used by the Financial Times for ranking business schools like The Energy Journal, Tourism Management, Journal of Banking and Finance, Energy Economics, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money and Economic Modelling. His core area of research is applied financial econometric with application of probability theory for financial risk management. He is at editorial board of reputed journals.
Selected Intellectual Contributions
Kumar N, Kumar RR, Patel A, Shahzad SJH, Stauvermann PJ. Forthcoming. Modelling Inbound International Tourism Demand in Small Pacific Island Countries. Applied Economics.
Hoang T., Shahzad S.J.H. & Czudaj R. 2019. Renewable energies and industrial production in the USA: A disaggregated analysis. Energy Economics. [https://doi.org/10.1016/j.eneco.2019.06.018]
Syed Shahzad J., Bouri E., Arreola-Hernandez J., Roubaud D. & S. Bekiros. Forthcoming. Spillover across Eurozone credit market sectors and determinants. Applied Economics.
Shahzad S.J.H. & Caporin M. Forthcoming. On the volatilities of tourism stocks and oil. Annals of Tourism Research.
Hoang T., Shahzad, S.J.H., Czudaj, R. & Bhat, J. 2019. How do oil shocks impact renewable and non-renewable energy consumption? A disaggregated analysis for the U.S. The Energy Journal, 40(SI), 1-45. [https://doi.org/10.5547/01956574.40.SI1.thoa].
Shahzad S.J.H., Hoang T., Arreola-Hernandez J. & Bekiros S. 2018. A quantile systemic risk index: An application on European largest banks. International Finance on Conference, May 24-25, University of Montpellier, Montpellier, France.
Shahzad S.J.H., Raza N., Balcilar M., Ali S. & Shahbaz M. 2017. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? Resources Policy, 53: 208-218.
Shahzad S.J.H., Ferrer R., Ballester L. & Umar Z. 2017. Risk transmission between Islamic and conventional stock markets: a return and volatility spillover analysis. International Review of Financial Analysis, 52: 9-26.
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