Dr. Syed Shahzad Jawad
| Fonction | Associate Professor |
| Research themes | Commodity Markets, Crypto Currencies, Financial Markets |
| Teaching department | Finance, Control and Law |
| Contact | Email: j.syed@montpellier-bs.com |
Syed Jawad SHAHZAD is Associate Professor of Finance at Montpellier Business School, France since 2018. He heads Msc Fintech and Digital Finance. He is Senior Research Fellow at South Ural State University, Russia. He holds a PhD in Finance and teaches courses with focus on FinTech, Alternate Investments and Applied Financial Econometrics. He has published more than 150 articles in peer-reviewed journals, and his most cited work is on cryptocurrencies and energy finance. He is among the World's Top 2% Scientists List published by Stanford University. He is the highly cited researcher of the year 2021.
Aloosh A., Ouzan S. & Shahzad SJH. Forthcoming. Bubbles across meme stocks and cryptocurrencies. Finance Research Letters.
Long H., Demir E., Będowska-Sójka B., Zaremba A. & Shahzad S.J.H. 2022. Is geopolitical risk priced in the cross-section of cryptocurrency returns? Finance Research Letters, 49: 103131.
Zhang Z., Shahzad SJH. & Bouri E. Forthcoming. Tail risk transmission from commodity prices to sovereign risk of emerging economies. Resources Policy.
Naeem M.A., Agyemang A., Chowdhury M.I.H., Hasan M. & Shahzad S.J.H. 2022. Precious metals as hedge and safe haven for African stock markets. Resources Policy, 78: 102781.
Wang Z., Bouri E., Ferreira P., Shahzad S.J.H. & Ferrer R. 2022. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks. Finance Research Letters, 48: 102872.
Rehman M.U., Shahzad S.J.H., Ahmad N. & Vo X.V. 2022. Dependence dynamics of US REITs. International Review of Financial Analysis, 81: 102124.
Bouri E. & Shahzad S.J.H. 2022. Network topology of dynamic credit default swap curves of energy firms and the role of oil shocks. The Energy Journal, 43(special issue): 117-142.
Rehman M.U., Ahmed N., Shahzad S.J.H. & Vo X.V. 2022. Dependence dynamics of stock markets during COVID-19. Emerging Markets Review, 51(B): 100894.
Bouri E., Kristoufek L., Ahmed T. & Shahzad S.J.H. Forthcoming. Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies. Annals of Operations Research.
Baumöhl E., Bouri E., Hoang T., Shahzad S.J.H. & Vyrost T. 2022. Measuring systemic risk in the global banking sector: a cross-quantilogram network approach. Economic Modelling, 109: 105775.
2019 - 2022: Quantitative Methods and Decision Theory (MSc; Montpellier Business School)
2019 - 2022: Commodity Markets and Investment Strategies (MSc; Montpellier Business School)
2018 - 2019: Econometrics (MSc; Montpellier Business School)
2018 - 2019: Statistics (MSc; Montpellier Business School)
Associate Editor: International Journal of Finance & Economics (ABS 3*)
Guest Editor: International Review of Financial Analysis, Financial Innovation, Resources Policy, Frontiers in Environmental Science, SAGE Open
