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
Naeem M. A., Farid S., Nor S.M. & Shahzad S.J.H. 2021. Spillover and drivers of uncertainty among oil and commodity markets. Mathematics, 9(4) 441.
Rehman M. U., Sensoy A., Eraslan V., Shahzad S J.H. & Vo X.V. Forthcoming. Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. The North American Journal of Economics and Finance.
Shahzad S.J.H., Bouri E., Kristoufek L. et al. Forthcoming. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. Financ Innov.
Hanif W., Hernandez J. A., Shahzad S.J.H. & Yoon S.M. Forthcoming. Tail dependence risk and spillovers between oil and food prices. Quarterly Review of Economics and Finance.
Emirmahmutoglu F., Omay T., Shahzad S. J. H. & Nor S. M. Forthcoming. Smooth break detection and de-trending in unit root testing. Mathematics.
Kayani, G.M. Akhtar, Y. Yiguo, C. Yousaf, T. Shahzad S.J.H. 2021. The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation: Evidence from Emerging Asian Economies, Sage Open
Shahzad S.J.H., Balli F., Naeem M.A. Hasan M. & Arif M. Forthcoming. Do conventional currencies hedge cryptocurrencies?. The Quarterly Review of Economics and Finance.
Shahzad S.J.H., Hoang T. & Bouri E. 2021. From pandemic to systemic risk: Contagion in the U.S. tourism sector. Current Issues in Tourism [https://doi.org/10.1080/13683500.2021.1881050]
Gupta R., Shahzad S. J. H., Sheng X. & Subramaniam S. Forthcoming. The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the US Treasury market. International Journal of Finance & Economics.
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