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Wasim Ahmad

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First Name:Wasim
Middle Name:
Last Name:Ahmad
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RePEc Short-ID:pah189
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http://iitk.ac.in/new/wasim-ahmad

Affiliation

Department of Economic Sciences
Indian Institute of Technology Kanpur

Kanpur, India
http://www.iitk.ac.in/eco/
RePEc:edi:eiitkin (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Wasim Ahmad & Mohammad Arshad Rahman & Suruchi Shrimali & Preeti Roy, 2024. "Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms," Papers 2409.08701, arXiv.org, revised Nov 2024.
  2. Kumar, Utkarsh & Ahmad, Wasim & Uddin, Gazi Salah, 2024. "Bayesian Markov switching model for BRICS currencies' exchange rates," LSE Research Online Documents on Economics 122816, London School of Economics and Political Science, LSE Library.
  3. Ahmad, Wasim & Chahal, Rishman Jot Kaur & Rais, Shirin, 2022. "Understanding the impact of the coronavirus outbreak on the economic integration of ASEAN countries," LSE Research Online Documents on Economics 124068, London School of Economics and Political Science, LSE Library.
  4. Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021. "COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan," LSE Research Online Documents on Economics 112454, London School of Economics and Political Science, LSE Library.
  5. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2014. "Information transmission in India's commodity futures market: how efficient is the market?," Post-Print hal-01881904, HAL.
  6. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2013. "A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data," Post-Print hal-01881908, HAL.
  7. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2012. "An investigation of price discovery and volatility spillovers in India's currency futures market," Post-Print hal-01881913, HAL.
  8. Wasim, Ahmad & Bandi, Kamaiah, 2011. "Identifying regime shifts in Indian stock market: A Markov switching approach," MPRA Paper 37174, University Library of Munich, Germany, revised 08 Mar 2012.

Articles

  1. Utkarsh Kumar & Wasim Ahmad & Gazi Salah Uddin, 2024. "Bayesian Markov switching model for BRICS currencies' exchange rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2322-2340, September.
  2. Sachdeva, Paras & Ahmad, Wasim, 2024. "Fiscal and monetary policy regimes: New evidence from India," Economic Modelling, Elsevier, vol. 139(C).
  3. Rana Muhammad Sohail Jafar & Wasim Ahmad & Yi Chen, 2024. "Metaverse in Human Behavior: The Role of Telepresence and Flow Experience on Consumers’ Shopping Behavior in the Metaverse," SAGE Open, , vol. 14(2), pages 21582440241, June.
  4. Kumar, Utkarsh & Ahmad, Wasim, 2024. "Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  5. Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2024. "Public expenditure multiplier across business cycle phases in an emerging economy: new empirical evidence and dimension," Empirical Economics, Springer, vol. 66(1), pages 279-299, January.
  6. Kaur, Manmeet & Ahmad, Wasim & Hari, K.S. & Kattumuri, Ruth, 2024. "FinTech entrepreneurial ecosystem in India: Role of incubators and accelerators," Global Finance Journal, Elsevier, vol. 60(C).
  7. Saini, Seema & Ahmad, Wasim & Uddin, Gazi Salah, 2024. "Do recessions induce Schumpeterian creative destruction? Micro Evidence from India," Emerging Markets Review, Elsevier, vol. 59(C).
  8. Saini, Seema & Ahmad, Wasim, 2024. "Credit creation, credit destruction and credit reallocation: Firm-level evidence from India," Journal of Asian Economics, Elsevier, vol. 92(C).
  9. Ahmad, Wasim & Tiwari, Shiv Ratan & Wadhwani, Akshay & Khan, Mohammad Azeem & Bekiros, Stelios, 2023. "Financial networks and systemic risk vulnerabilities: A tale of Indian banks," Research in International Business and Finance, Elsevier, vol. 65(C).
  10. Zeng Hailiang & Wasim Iqbal & Ka Yin Chau & Syed Ale Raza Shah & Wasim Ahmad & Huang Hua, 2023. "Green finance, renewable energy investment, and environmental protection: empirical evidence from B.R.I.C.S. countries," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(2), pages 2125032-212, July.
  11. Pradiptarathi Panda & Wasim Ahmad & M. Thiripalraju, 2023. "Better to Give than to Receive: A Study of BRICS Countries Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 164-188, June.
  12. Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2023. "Uncovering time variation in public expenditure multipliers: new evidence," Indian Economic Review, Springer, vol. 58(2), pages 445-483, September.
  13. Mohammad Azeem Khan & Wasim Ahmad, 2022. "Competition, concentration and default-risk in the Indian banking industry," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(2), pages 268-282, February.
  14. Khan, Mohammad Azeem & Ahmad, Wasim, 2022. "Fresh evidence on the relationship between market power and default risk of Indian banks," Finance Research Letters, Elsevier, vol. 46(PA).
  15. Chahal, Rishman Jot Kaur & Ahmad, Wasim, 2022. "Political connections, investment inefficiency, and the Indian banking crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 16-30.
  16. Roy, Preeti & Ahmad, Wasim & Sadorsky, Perry & Phani, B.V., 2022. "What do we know about the idiosyncratic risk of clean energy equities?," Energy Economics, Elsevier, vol. 112(C).
  17. Seema Saini & Utkarsh Kumar & Wasim Ahmad, 2022. "Are emerging economies’ credit cycles synchronized? Fresh evidence from time–frequency analysis," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(3), pages 561-581, July.
  18. Abid Ali & Ahmad Wasim, 2022. "Innovative Framework for Assessing the Impact of Agile Manufacturing in Small and Medium Enterprises (SMEs)," Sustainability, MDPI, vol. 14(18), pages 1-20, September.
  19. Ahmad, Wasim & Hernandez, Jose Arreola & Saini, Seema & Mishra, Ritesh Kumar, 2021. "The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?," Resources Policy, Elsevier, vol. 72(C).
  20. Muhammad Ahad & Zaheer Anwer & Wasim Ahmad, 2021. "Does crime-tourism nexus hold for Pakistan?," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(8), pages 1815-1839, January.
  21. Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021. "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 546-557.
  22. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.
  23. Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021. "COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan," International Review of Financial Analysis, Elsevier, vol. 78(C).
  24. Karasu, Seçkin & Altan, Aytaç & Bekiros, Stelios & Ahmad, Wasim, 2020. "A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series," Energy, Elsevier, vol. 212(C).
  25. Awasthi, Kritika & Ahmad, Wasim & Rahman, Abdul & Phani, B.V., 2020. "When US sneezes, clichés spread: How do the commodity index funds react then?," Resources Policy, Elsevier, vol. 69(C).
  26. Piyush Pandey & Sanjay Sehgal & Wasim Ahmad, 2019. "Dynamics of banking sector integration in South Asia: an empirical study," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 12(3), pages 315-332, June.
  27. Verma, Ramprasad & Ahmad, Wasim & Uddin, Gazi Salah & Bekiros, Stelios, 2019. "Analysing the systemic risk of Indian banks," Economics Letters, Elsevier, vol. 176(C), pages 103-108.
  28. Singh, Jitendra & Ahmad, Wasim & Mishra, Anil, 2019. "Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds," Resources Policy, Elsevier, vol. 61(C), pages 441-460.
  29. Ahmad, Wasim & Rais, Shirin & Shaik, Abdul Rahman, 2018. "Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 14-27.
  30. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
  31. Ahmad, Wasim & Sharma, Sumit Kumar, 2018. "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, vol. 45(C), pages 293-306.
  32. Wasim Ahmad & Sanjay Sehgal, 2018. "Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 337-362, June.
  33. Wasim Ahmad & Shirin Rais, 2018. "Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(8), pages 1837-1855, June.
  34. Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018. "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, vol. 72(C), pages 278-295.
  35. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018. "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 117-133.
  36. Ahmad, Wasim, 2017. "On the dynamic dependence and investment performance of crude oil and clean energy stocks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 376-389.
  37. Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015. "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(1), pages 77-107, February.
  38. Wasim Ahmad & Sanjay Sehgal, 2015. "The investigation of destabilization effect in India’s agriculture commodity futures market," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(2), pages 122-139, May.
  39. Wasim Ahmad & Sanjay Sehgal, 2015. "Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 10(3), pages 383-408, July.
  40. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2015. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 261-284, May.
  41. Wasim Ahmad & Md Zulquar Nain & Bandi Kamaiah, 2014. "On the role of the trend and cyclical components in electricity consumption and India's economic growth: a cointegration and cofeature approach," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(1), pages 107-126, March.
  42. Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014. "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(3), pages 325-352, July.
  43. Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R., 2013. "Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?," Economic Modelling, Elsevier, vol. 33(C), pages 209-225.
  44. Md. Zulquar Nain & Wasim Ahmad, 2010. "Export-Led Growth Hypothesis in India: Some Further Evidences," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 69-82, August.

Chapters

  1. Wasim Ahmad & Manmeet Kaur & Nazneen Mansoori & Han Phoumin, 2024. "On the Role of Startups in Global CCUS Development and Deployment: An Exploratory Analysis from the Southeast Asian Perspective," World Scientific Book Chapters, in: Phoumin Han & Rabindra Nepal (ed.), ENERGY TRANSITION AND CARBON NEUTRALITY IN ASEAN DEVELOPING CARBON CAPTURE, UTILIZATION AND STORAGE TECHNOLOGIES, chapter 4, pages 91-119, World Scientific Publishing Co. Pte. Ltd..
  2. Wasim Ahmad & Smarth Gupta & Shirin Rais, 2022. "Understanding the Impact of COVID-19 on Financial Markets: Animal Spirits or Black Swan?," India Studies in Business and Economics, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar (ed.), Studies in International Economics and Finance, pages 617-632, Springer.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2023-10-16
  2. NEP-CIS: Confederation of Independent States (1) 2024-05-27
  3. NEP-CNA: China (1) 2024-05-27
  4. NEP-ENE: Energy Economics (1) 2024-10-14
  5. NEP-ENV: Environmental Economics (1) 2024-10-14
  6. NEP-GER: German Papers (1) 2023-10-16
  7. NEP-INT: International Trade (1) 2024-08-19
  8. NEP-IPR: Intellectual Property Rights (1) 2024-10-14
  9. NEP-SEA: South East Asia (1) 2024-08-19
  10. NEP-TRA: Transition Economics (1) 2024-05-27

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