Shahil Sharma

Texas A&M University (TAMU) - San Antonio

One University Way

San Antonio, TX 78224

United States

SCHOLARLY PAPERS

5

DOWNLOADS

245

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Identifying Price Bubble Periods in the Energy Sector

Energy Economics, Forthcoming
Number of pages: 42 Posted: 09 Jan 2017 Last Revised: 06 Dec 2019
Shahil Sharma and Diego Escobari
Texas A&M University (TAMU) - San Antonio and University of Texas - Pan American - College of Business Administration - Department of Economics & Finance
Downloads 147 (256,701)
Citation 2

Abstract:

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Generalized SADF, Energy, Oil, Explosive behavior, Bubbles

2.

Financial Contagion During Stock Market Bubbles

Number of pages: 42 Posted: 12 Feb 2021
Diego Escobari and Shahil Sharma
University of Texas - Pan American - College of Business Administration - Department of Economics & Finance and Texas A&M University (TAMU) - San Antonio
Downloads 45 (515,381)

Abstract:

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Financial contagion; Stock markets; Bubbles; Dynamic correlations, Dynamic panels

3.

Oil Price Shocks and American Depositary Receipt Stock Returns

Research in International Business and Finance, DOI/10.1016/j.ribaf.2017.07.040, Forthcoming
Number of pages: 48 Posted: 28 Jul 2017
Shahil Sharma
Texas A&M University (TAMU) - San Antonio
Downloads 25 (624,501)

Abstract:

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Oil Price Shocks, ADR Returns, Financial Crisis, Oil Price Volatility

4.

The Diminishing Hedging Role of Crude Oil: Evidence From Time Varying Financialization

Journal of Multinational Financial Management, Forthcoming
Number of pages: 48 Posted: 28 Dec 2019
Shahil Sharma and Ivan Rodriguez
Texas A&M University (TAMU) - San Antonio and Eastern Michigan University
Downloads 22 (645,447)

Abstract:

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Crisis, Crude Oil, Financialization, Hedging, Stock Markets

5.

Explaining the Nonlinear Response of Stock Markets to Oil Price Shocks

Number of pages: 45 Posted: 24 Nov 2020 Last Revised: 13 Dec 2020
Diego Escobari and Shahil Sharma
University of Texas - Pan American - College of Business Administration - Department of Economics & Finance and Texas A&M University (TAMU) - San Antonio
Downloads 6 (768,327)
Citation 1

Abstract:

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Asymmetric effects, Recession, Stock, Oil shocks, Regime-switching