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

23

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SSRN CITATIONS
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Top 41,994

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14

CROSSREF CITATIONS

3

Scholarly Papers (23)

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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 1,070 (28,858)
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 653 (56,697)
Citation 2

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

3.

Examining the Interrelatedness of NFT’s, DeFi Tokens and Cryptocurrencies

Number of pages: 12 Posted: 23 Nov 2021
Sitara Karim, Brian M. Lucey, Muhammad Abubakr Naeem and Gazi Salah Uddin
ILMA University, Trinity Business School, Trinity College Dublin, United Arab Emirates University and Linkoping University - Department of Management and Engineering Division
Downloads 296 (143,055)

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Block-chain markets,diversification, NFTs, extreme risk spillovers, quantile connectedness

4.

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 216 (195,844)
Citation 1

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

5.

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, Javier Vidal-García, Marta Vidal, Sabri Boubaker and Gazi Salah Uddin
Harvard UniversityComplutense University of Madrid, Universidad Europea de Madrid, Ecole de Management de Normandie and Linkoping University - Department of Management and Engineering Division
Downloads 167 (244,679)
Citation 2

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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

6.

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, Javier Vidal-García, Hooi Hooi Lean and Gazi Salah Uddin
Universidad Europea de Madrid, Harvard UniversityComplutense University of Madrid, Universiti Sains Malaysia and Linkoping University - Department of Management and Engineering Division
Downloads 166 (245,946)
Citation 2

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

7.

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 137 (287,160)

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

8.

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, Javier Vidal-García and Javier Vidal-García
European University Institute - Economics Department (ECO), Independent, Linkoping University - Department of Management and Engineering Division and Harvard UniversityComplutense University of Madrid
Downloads 104 (349,797)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

9.

Forecasting Mid-Price Movement of Bitcoin Futures Using Machine Learning

E Akyildirim, O Cepni, S Corbet, GS Uddin, Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, 1-32. Forthcoming
Number of pages: 27 Posted: 25 Mar 2022
Erdinc Akyildirim, Oğuzhan Çepni, Shaen Corbet and Gazi Salah Uddin
ETH Zürich - Department of Mathematics, Copenhagen Business School, Dublin City University and Linkoping University - Department of Management and Engineering Division
Downloads 72 (436,282)

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Cryptocurrency; Bitcoin Futures, Machine Learning; Covid-19; k-Nearest Neighbors; Logistic Regression; Naive Bayes; Random Forest; Support Vector Machine; Extreme Gradient Boosting

10.

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, Inland Norway University of Applied Sciences, Linkoping University, Linkoping University and Linkoping University
Downloads 56 (494,248)

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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

11.

Quantile Coherency across Bonds, Commodities, Currencies, and Equities

Number of pages: 48 Posted: 13 May 2022
Gazi Salah Uddin, Brian M. Lucey, Md Lutfur Rahman and David Stenvall
Linkoping University - Department of Management and Engineering Division, Trinity Business School, Trinity College Dublin, University of Newcastle (Australia) and affiliation not provided to SSRN
Downloads 53 (506,521)

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Quantile coherency, Bonds, Commodities, Currencies, Equities

12.

Examining the Interconnectedness between Green Bond and Green Equity Markets

Number of pages: 29 Posted: 01 Apr 2022
Md. Bokhtiar Hasan, Gazi Salah Uddin, Md. Sumon Ali, Md Mamunur Rashid Mamun, Donghyun Park and Sanghoon Kang
Islamic University, Linkoping University - Department of Management and Engineering Division, Islamic University, Islamic University, Asian Development Bank - Economic Research and Pusan National University
Downloads 43 (551,880)

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Green bond, Green equity, Quantile-on-Quantile, DCC-GARCH, Frequency connectedness, Hedge.

13.

Green Finance and Sectoral Investment Interdependence: How Do They Co-Move and What Do We Learn?

Number of pages: 32 Posted: 20 Dec 2021
Tapas Mishra, Donghyun Park, Gazi Salah Uddin and Grace Tian
Southampton Business School, University of Southampton, Asian Development Bank - Economic Research, Linkoping University - Department of Management and Engineering Division and Asian Development Bank
Downloads 36 (588,195)

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Green bond, S&P sectoral performance, Hedging and leverage effects, Co-movement, prediction

14.

Stock Market Contagion of COVID-19 in Emerging Economies

International Review of Economics & Finance, Forthcoming
Number of pages: 8 Posted: 14 Apr 2020 Last Revised: 22 Feb 2022
Gazi Salah Uddin, Muhammad Yahya, Gour Gobinda Goswami and Ali Ahmed
Linkoping University - Department of Management and Engineering Division, Inland Norway University of Applied Sciences, North South University and Linkoping University - Department of Management and Engineering Division
Downloads 32 (611,022)

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

15.

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 30 (623,371)

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

16.

The Effect of Entrepreneurship, Technology, and Innovation on the Co2 Emissions in Developed and Developing Countries

Downloads 28 (636,172)

The Effect of Entrepreneurship, Technology, and Innovation on the Co2 Emissions in Developed and Developing Countries

Number of pages: 49 Posted: 09 Dec 2021
Esther Kövendi, Olivia Nagy, Gazi Salah Uddin and Sanghoon Kang
Linkoping University - Department of Management and Engineering Division, Linkoping University - Department of Management and Engineering Division, Linkoping University - Department of Management and Engineering Division and Pusan National University
Downloads 18 (733,510)

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Environmental Kuznets Curve hypothesis, Renewable energy, Technology, Innovation, Entrepreneurship, Sustainable development

The Effect of Entrepreneurship, Technology, and Innovation on the Co2 Emissions in Developed and Developing Countries

Number of pages: 44 Posted: 30 Apr 2022
Esther Kövendi, Olivia Nagy, Gazi Salah Uddin, Nawazish Mirza and Sanghoon Kang
Linkoping University - Department of Management and Engineering Division, Linkoping University - Department of Management and Engineering Division, Linkoping University - Department of Management and Engineering Division, La Rochelle Business School and Pusan National University
Downloads 10 (808,803)

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Environmental Kuznets Curve hypothesis, Renewable energy, Technology, Innovation, Entrepreneurship, Sustainable development

17.

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 26 (649,801)

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

18.

Bond Market Spillover Network During the Global Pandemic: What We Learn from Asean-4 Markets

Number of pages: 35 Posted: 24 May 2022
Gazi Salah Uddin, Muhammad Yahya, Donghyun Park, Axel Hedström and Grace Tian
Linkoping University - Department of Management and Engineering Division, Inland Norway University of Applied Sciences, Asian Development Bank - Economic Research, Linkoping University - Department of Management and Engineering Division and Asian Development Bank
Downloads 25 (663,904)

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ASEAN-4 bond markets, COVID-19, Spillover, Uncertainty, Volatility

19.

The Effect of Entrepreneurship, Technology, and Innovation on the Environmental Kuznets Curve in Developed and Developing Countries

Number of pages: 49 Posted: 01 Oct 2021 Last Revised: 24 Nov 2021
Esther Kövendi, Olivia Nagy, Gazi Salah Uddin and Sanghoon Kang
Linkoping University - Department of Management and Engineering Division, Linkoping University - Department of Management and Engineering Division, Linkoping University - Department of Management and Engineering Division and Pusan National University
Downloads 19 (701,607)

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Environmental Kuznets Curve hypothesis, Renewable energy, Technology, Innovation, Entrepreneurship, Sustainable development

20.

A Memory in the Bond: Green Bond and Sectoral Investment

Number of pages: 32 Posted: 12 Mar 2022
Tapas Mishra, Donghyun Park, Grace Tian and Gazi Salah Uddin
Southampton Business School, University of Southampton, Asian Development Bank - Economic Research, Asian Development Bank and Linkoping University - Department of Management and Engineering Division
Downloads 17 (717,613)

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Green bond, S&P sectoral performance, Long memory error corrections

21.

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 16 (725,712)

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Renewable Energy, Connectedness, Frequencies, Dynamics, Spillovers

22.

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
Downloads 0 (892,524)

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23.

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
Downloads 0 (892,524)

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