Syed Jawad Hussain Shahzad

Montpellier Business School

Associate Professor of Finance

2300 Avenue des Moulins, 34080

Montpellier

France

  • Montpellier Business School

SCHOLARLY PAPERS

14

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1,276

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37

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Scholarly Papers (14)

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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 449 (112,163)

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

2.

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 159 (317,328)
Citation 2

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

3.

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 155 (324,210)
Citation 5

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

4.

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 155 (324,210)
Citation 13

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

5.

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
EMLV Business School Paris, Neoma Business School and Montpellier Business School
Downloads 111 (418,795)
Citation 2

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

6.

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 75 (538,470)
Citation 1

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

7.

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 65 (581,639)

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

8.

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 39 (728,068)

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

9.

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 26 (828,083)

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

10.

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 16 (960,751)

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Cryptocurrency; momentum; power laws; realized variance

11.

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 11 (997,492)

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

12.

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 9 (988,826)

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

13.

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

Number of pages: 59 Posted: 29 Nov 2023
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 6 (1,013,923)

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

14.

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

Other Papers (1)

Total Downloads: 6
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1.

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

Number of pages: 28 Posted: 16 Jan 2018
JOSE ARREOLA HERNANDEZ, Syed Jawad Hussain Shahzad and Thi-Hong-Van Hoang
RENNES SCHOOL OF BUSINESS, Montpellier Business School and GSCM-Montpellier Business School
Downloads 6

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