Gazi Salah Uddin

Linkoping University - Department of Management and Engineering Division

Linköping, 581 83

Sweden

  • Linkoping University - Department of Management and Engineering Division

SCHOLARLY PAPERS

14

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11

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Scholarly Papers (14)

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1.

The Effects of COVID-19 Pandemic on Oil Prices, CO 2 Emissions and the Stock Market: Evidence from a VAR Model

Number of pages: 8 Posted: 29 Apr 2020 Last Revised: 19 May 2020
Hela Mzoughi, Christian Urom, Gazi Salah Uddin and Khaled Guesmi
University of Tunis Carthage-Carthage Business School, PSB Paris School of Business, Linkoping University - Department of Management and Engineering Division and PSB Paris School of Business - Center of Research for Energy and Climate Change
Downloads 700 (44,747)
Citation 9

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Oil price; COVID-19; CO2 emissions; financial volatility; VIX

2.

Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 57 Posted: 10 Oct 2015 Last Revised: 07 Oct 2017
Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin
University College Dublin, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 622 (52,304)
Citation 2

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

3.

Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches

Number of pages: 23 Posted: 18 Aug 2013
Gazi Salah Uddin, Mohamed El Hedi Arouri and Aviral Kumar Tiwari
Linkoping University - Department of Management and Engineering Division, EDHEC Business School and Rajagiri Business School
Downloads 182 (200,731)
Citation 1

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DCC-GARCH, Co-movement, Wavelet coherence, Germany

4.

The Short-Term Persistence of International Mutual Fund Performance

Economic Modelling. Volume 52, Part B, January 2016, Pages 926–938.
Number of pages: 39 Posted: 17 Jul 2014 Last Revised: 15 Dec 2015
Javier Vidal-García, Marta Vidal, Sabri Boubaker and Gazi Salah Uddin
Harvard University, Universidad Europea de Madrid, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion and Linkoping University - Department of Management and Engineering Division
Downloads 155 (230,146)
Citation 2

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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

5.

The Relation between Fees and Return Predictability in the Mutual Fund Industry

Economic Modelling. Volume 47, June 2015, p. 260-270
Number of pages: 38 Posted: 24 Nov 2013 Last Revised: 26 Sep 2018
Marta Vidal, Javier Vidal-García, Hooi Hooi Lean and Gazi Salah Uddin
Universidad Europea de Madrid, Harvard University, Universiti Sains Malaysia and Linkoping University - Department of Management and Engineering Division
Downloads 154 (231,397)
Citation 2

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Mutual Fund Performance; Mutual Fund Fees; Return Predictability; Investor´s Performance

6.

When and How Does the Gold Prices Influence Gold Stocks? Evidence from Cross-Quantilogram Analysis

Number of pages: 32 Posted: 25 Jan 2018
Syed Jawad Hussain Shahzad, Md Lutfur Rahman, Brian M. Lucey and Gazi Salah Uddin
Montpellier Business School, University of Newcastle (Australia) - Newcastle Business School, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 115 (289,582)

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gold price, gold mining stock price, asymmetric relation, cross-quantilogram, rolling estimation

7.

Money Supply and Inflation Dynamics in the Asia-Pacific Economies: A Time-Frequency Approach

Studies in Nonlinear Dynamics and Econometrics, Vol. 21, No. 3, Apr 2017
Number of pages: 12 Posted: 25 Jul 2017 Last Revised: 15 Sep 2017
Stelios Bekiros, Ahmed Taneem Muzaffar, Gazi Salah Uddin and Javier Vidal-García
European University Institute - Economics Department (ECO), Independent, Linkoping University - Department of Management and Engineering Division and Harvard University
Downloads 72 (388,350)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

8.

Analysis of Forecasting Models in an Electricity Market under Volatility

ADBI Working Paper 1212
Number of pages: 22 Posted: 19 Mar 2021
Gazi Salah Uddin, Maziar Sahamkhadam, Farhad Taghizadeh-Hesary, Muhammad Yahya, Ou Tang, Pontus Cerin and Jakob Rehme
Linkoping University - Department of Management and Engineering Division, Linnaeus University, Tokai University, University of Stavanger - Department of Industrial Economics, Risk Management and Planning, Linkoping University, Linkoping University and Linkoping University
Downloads 26 (581,775)

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forecasting, Swedish electricity market, GARCH modeling, multi-scale analysis, Gazi Salah Uddin, Ou Tang, Maziar Sahamkhadam, Farhad Taghizadeh-Hesary, Muhammad Yahya, Pontus Cerin, Jakob Rehme

9.

Commodity Market Contagion Under Uncertainty: Evidence from the Perspective of Financialization Versus Hedging Strategy

Number of pages: 22 Posted: 06 Dec 2018
Gazi Salah Uddin and Salem Boubakri
Linkoping University - Department of Management and Engineering Division and Paris-Sorbonne University of Abu Dhabi
Downloads 23 (601,203)

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Commodity Markets, Equity Markets, Economic Policy Uncertainty, Financial Uncertainty, PSTR

10.

Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach

FEEM Working Paper No. 11.2021
Number of pages: 27 Posted: 09 Apr 2021
Samir Cedic, Alwan Mahmoud, Matteo Manera and Gazi Salah Uddin
Linkoping University, Linkoping University, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Linkoping University - Department of Management and Engineering Division
Downloads 19 (628,316)

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Uncertainty, Macroeconomic Conditions, Renewable Energy, Stock Returns, Quantile Regression

11.

Information Diffusion and Spillover Dynamics in Renewable Energy Markets

FEEM Working Paper No. 10.2021
Number of pages: 39 Posted: 07 Apr 2021
Samir Cedic, Alwan Mahmoud, Matteo Manera and Gazi Salah Uddin
Linkoping University, Linkoping University, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Linkoping University - Department of Management and Engineering Division
Downloads 8 (709,501)

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Renewable Energy, Connectedness, Frequencies, Dynamics, Spillovers

12.

Extreme Dependence Under Uncertainty: An Application to Stock, Currency and Oil Markets

International Review of Finance, Vol. 17, Issue 1, pp. 155-162, 2017
Number of pages: 8 Posted: 26 May 2020
Stelios Bekiros and Gazi Salah Uddin
European University Institute - Economics Department (ECO) and Linkoping University - Department of Management and Engineering Division
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13.

Stock Market Contagion of COVID-19 in Emerging Economies

Posted: 14 Apr 2020
Gazi Salah Uddin, Muhammad Yahya, Gour Gobinda Goswami, Ali Ahmed and Brian M. Lucey
Linkoping University - Department of Management and Engineering Division, University of Stavanger - Department of Industrial Economics, Risk Management and Planning, North South University, Linkoping University - Department of Management and Engineering Division and Trinity Business School, Trinity College Dublin

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COVID-19; Financial Market; Emerging Markets; China; Copula; Cross-quantilograms

14.

Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh

The World Economy, Vol. 40, Issue 9, pp. 1918-1933, 2017
Number of pages: 16 Posted: 13 Sep 2017
Gazi Salah Uddin, Ahmed Taneem Muzaffar, Mohamed Arouri and Bo Sjö
Linkoping University - Department of Management and Engineering Division, Independent, Université Côte d'Azur and Linkoping University
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