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Muhammad Yahya

Norwegian University of Life Sciences (NMBU) - School of Economics and Business

P.O. Box 5003

NO-1432 Ås

Norway

  • Norwegian University of Life Sciences (NMBU) - School of Economics and Business

SCHOLARLY PAPERS

7

DOWNLOADS

632

TOTAL CITATIONS

6

Scholarly Papers (7)

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1.

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, Norwegian University of Life Sciences (NMBU) - School of Economics and Business, Linkoping University, Linkoping University and Linkoping University
Downloads 135 (547,695)

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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

2.

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, Norwegian University of Life Sciences (NMBU) - School of Economics and Business, South East Asian Central Banks (SEACEN) Research and Training Centre, Linkoping University - Department of Management and Engineering Division and Asian Development Bank
Downloads 118 (604,538)

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

3.

Sample Frequency Robustness and Accuracy in Forecasting Value at Risk for Brent Crude Oil Futures

Finance Research Letters, Forthcoming
Number of pages: 24 Posted: 13 Apr 2022 Last Revised: 21 Aug 2023
Christian Oliver Ewald, Jelena Hadina, Erik Haugom, Gudbrand Lien, Ståle Størdal and Muhammad Yahya
University of Glasgow, Inland Norway University of Applied Sciences, Inland Norway University of Applied Sciences, Inland School of Business and Social Sciences, Lillehammer University College and Norwegian University of Life Sciences (NMBU) - School of Economics and Business
Downloads 105 (674,591)

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Realized volatility, sample frequency, Value-at-Risk forecasting, HAR-RV, HARQREG

4.

Asymmetric Spillovers in ASEAN Bond Markets

Asian Development Bank Economics Working Paper Series No. 697
Number of pages: 42 Posted: 10 Oct 2023
Muhammad Yahya, Tianqi Luo, Gazi Salah Uddin, Donghyun Park, Grace Tian and Ranadeva Jayasekera
Norwegian University of Life Sciences (NMBU) - School of Economics and Business, Trinity College (Dublin), Linkoping University - Department of Management and Engineering Division, South East Asian Central Banks (SEACEN) Research and Training Centre, Asian Development Bank and Trinity College Dublin
Downloads 102 (679,608)

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asymmetric spillover, uncertainty, connectedness, ASEAN

5.

Examining the Interconnectedness and Risk Profile of Hydrogen Against Other Underlying Assets

Number of pages: 37 Posted: 23 Aug 2023
Brian M. Lucey, Muhammad Yahya, Layla Kodja and Gazi Salah Uddin
Trinity Business School, Trinity College Dublin, Norwegian University of Life Sciences (NMBU) - School of Economics and Business, Dar Al-Hekma University and Linkoping University - Department of Management and Engineering Division
Downloads 73 (860,052)

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Sustainability, Hydrogen, Green Investment, Interconnectedness, systemic risk, COVID-19

6.

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, Norwegian University of Life Sciences (NMBU) - School of Economics and Business, North South University and Linkoping University - Department of Management and Engineering Division
Downloads 70 (875,328)
Citation 6

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

7.

Impact of financial and energy market uncertainties on ASEAN-5 markets

Number of pages: 23 Posted: 29 Oct 2025
Gour Gobinda Goswami, Gazi Salah Uddin and Muhammad Yahya
North South University, Linkoping University - Department of Management and Engineering Division and Norwegian University of Life Sciences (NMBU) - School of Economics and Business
Downloads 29 (1,359,097)

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ASEAN-5, Global uncertainty, Interdependence, Systemic risk, Contagion JEL classification C58, F36, F65, G01, G15