Syed Jawad Hussain Shahzad

Montpellier Business School

Associate Professor of Finance

2300 Avenue des Moulins, 34080

Montpellier

France

  • Montpellier Business School

SCHOLARLY PAPERS

16

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TOTAL CITATIONS
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Top 21,857

in Total Papers Citations

43

Scholarly Papers (16)

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1.

Machine Learning and the Cross-Section of Cryptocurrency Returns

Number of pages: 65 Posted: 11 Dec 2022 Last Revised: 17 May 2023
Nusret Cakici, Syed Jawad Hussain Shahzad, Barbara Bedowska-Sojka and Adam Zaremba
Fordham university, Montpellier Business School, Poznań University of Economics and Business and Montpellier Business School
Downloads 670 (79,250)

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cryptocurrency markets, machine learning, return predictability, limits to arbitrage, asset pricing, the cross-section of returns

2.

The use of high-frequency data in cryptocurrency research: A meta-review of literature with bibliometric analysis

Number of pages: 46 Posted: 30 Nov 2023
Muhammad Anas, Syed Jawad Hussain Shahzad and Larisa Yarovaya
University of Alberta - Department of Finance and Statistical Analysis, Montpellier Business School and University of Southampton
Downloads 322 (188,725)
Citation 1

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Cryptocurrencies, high-frequency data, intra-day data, bibliometric analysis, network analysis, meta-literature review

3.

Oil Price Shocks, Global Financial Markets and Their Connectedness

Energy Economics, Forthcoming
Number of pages: 37 Posted: 21 Feb 2020 Last Revised: 20 Apr 2020
Riza Demirer, Roman Ferrer Lapeña and Syed Jawad Hussain Shahzad
Southern Illinois University Edwardsville - Department of Economics & Finance, Faculty of Economics. University of Valencia and Montpellier Business School
Downloads 219 (278,470)
Citation 20

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Crude oil, Stock market, Government bond market, oil price shocks, connectedness

4.

Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?

Number of pages: 14 Posted: 18 May 2022 Last Revised: 31 May 2022
Huaigang Long, Ender Demir, Barbara Bedowska-Sojka, Adam Zaremba and Syed Jawad Hussain Shahzad
Zhejiang University, Istanbul Medeniyet University, Poznań University of Economics and Business, Montpellier Business School and Montpellier Business School
Downloads 185 (325,528)
Citation 12

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cryptocurrencies, the cross-section of returns, asset pricing, geopolitical risk, return predictability

5.

Re-examining the real option characteristics of gold for gold mining companies

Resources Policy, Vol. 70, No. 101890, 2021
Number of pages: 42 Posted: 25 Jan 2018 Last Revised: 21 Nov 2022
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 181 (332,092)
Citation 2

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

6.

Decomposing Cryptocurrencies Behavioral Anomalies

Number of pages: 41 Posted: 17 Jun 2024
Syed Jawad Hussain Shahzad, Elie Bouri, Larisa Yarovaya and Brian M. Lucey
Montpellier Business School, Lebanese American University, University of Southampton - Southampton Business School and Trinity Business School, Trinity College Dublin
Downloads 161 (367,674)

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anomaly decomposition; cryptocurrencies; behavioral anomalies; salience theory; reversal effect; lottery preferences.

7.

Bubbles across Meme Stocks and Cryptocurrencies

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 25 Jul 2022
Arash Aloosh, Samuel Ouzan and Syed Jawad Hussain Shahzad
Dublin City University, Neoma Business School and Montpellier Business School
Downloads 157 (375,415)
Citation 5

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Price Explosiveness; Co-explosivity; Meme Stocks; Cryptocurrencies; GameStop; Social Trading.

8.

Cryptocurrency momentum: Is it an illusion?

Number of pages: 19 Posted: 30 Nov 2023
Klaus Grobys and Syed Jawad Hussain Shahzad
University of Vaasa and Montpellier Business School
Downloads 154 (381,513)

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Cryptocurrency; momentum; power laws; realized variance

9.

Renewable Energies and Industrial Production in the USA: Does the Energy Source Matter?

USAEE Working Paper No. 18-341
Number of pages: 31 Posted: 18 May 2018
Thi-Hong-Van Hoang, Syed Jawad Hussain Shahzad, Muhammad Shahbaz and Rania Jammazi
GSCM-Montpellier Business School, Montpellier Business School, Montpellier Business School- Energy and Sustainable Development and Tunis El Manar University - Faculty of Economics and Management Sciences
Downloads 135 (426,613)
Citation 1

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Renewable energies; Disaggregated sources; Industrial production; USA; Wavelet; Bootstrap rolling causality

10.

Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications

Shahzad, S. J. H., Ferrer, R., & Bouri, E. (2022). Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications. Determinants and Portfolio Management Implications. The Energy Journal, 44(6), 211-243.
Number of pages: 48 Posted: 22 Nov 2022 Last Revised: 21 Nov 2023
Syed Jawad Hussain Shahzad, Román Ferrer and Elie Bouri
Montpellier Business School, Universidad de Valencia and Lebanese American University
Downloads 103 (520,052)
Citation 2

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Systemic risk; energy stock returns; tail dependence; network; portfolio implications

11.

(Quantile) Spillover Indexes: simulation-based evidence, confidence intervals and a decomposition

Number of pages: 43 Posted: 29 Nov 2023 Last Revised: 29 Nov 2024
Massimiliano Caporin, Giovanni Bonaccolto and Syed Jawad Hussain Shahzad
University of Padua - Department of Statistical Sciences, Kore University of Enna - School of Economics and Law and Montpellier Business School
Downloads 87 (579,889)

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Quantile-spillover index, Diebold-Yilmaz index, confidence interval, index decomposition

12.

Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets

CAMA Working Paper No. 81/2020
Number of pages: 32 Posted: 03 Sep 2020
Muhammad Abubakr Naeem, Zhe Peng, Mouhammed Tahir Suleman, Rabindra Nepal and Syed Jawad Hussain Shahzad
United Arab Emirates University, Property and Casualty Insurance Compensation Corporation (PACICC), Department of Accounting and Finance, University of Otago, School of Accounting, Economics, and Finance, University of Wollongong and Montpellier Business School
Downloads 59 (712,499)

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Oil shocks, Time-frequency connectedness, Electricity market, Carbon price, Clean energy

13.

Sign Effects of Volatility and Jumps in Forex Markets and a Reappraisal of Meteor Showers and Heat Waves

Number of pages: 47 Posted: 22 Nov 2022
Massimiliano Caporin and Syed Jawad Hussain Shahzad
University of Padua - Department of Statistical Sciences and Montpellier Business School
Downloads 36 (870,779)

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Forex markets, good and bad volatility, signed jumps, meteor showers, heat waves

14.

Asymmetric and time-frequency based networks of currency markets

Finance Research Letters, Vol. 55B, No. 103997, 2023
Number of pages: 22 Posted: 24 Nov 2023
Syed Jawad Hussain Shahzad, Mudassar Hasan and Massimiliano Caporin
Montpellier Business School, Teesside University and University of Padua - Department of Statistical Sciences
Downloads 25 (972,854)

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Forex markets, quantile coherency, network connectedness, COVID-19 pandemic

15.

An Approach for Nonlinear, Symmetric and Asymmetric Dependence in Multivariate Dependence Analysis

Number of pages: 28 Posted: 16 Jan 2018
Dr JOSE ARREOLA, Syed Jawad Hussain Shahzad and Thi-Hong-Van Hoang
RENNES SCHOOL OF BUSINESS, Montpellier Business School and GSCM-Montpellier Business School
Downloads 11 (1,143,343)

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Big oil; Vine copulas; Symmetric and asymmetric dependence; nonlinearity

16.

Hedging U.S. Metals & Mining Industry’s Credit Risk With Industrial and Precious Metals

Resources Policy, Vol. 63, 2019
Posted: 05 Sep 2019
Zaghum Umar, Syed Jawad Hussain Shahzad and Dimitris Kenourgios
Zayed University - College of Business, Montpellier Business School and National and Kapodistrian University of Athens - Department of Economics

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Credit risk, Metal and mining industry, Precious metals, Hedging