Wasim Ahmad

PhD (Delhi University)

Assistant Professor, Economics Group, Department of Economic Sciences

Research Interest: Macroeconomics, Financial Economics and Applied Econometrics

Current Areas of Research: Emerging Market Finance, Risk Spillover Analysis and Clean Energy Finance



  • PhD, Delhi University, 2014
  • MA Economics, University of Hyderabad, 2007
  • BA Economics (H), Aligarh Muslim University, Aligarh, 2004



  • Macroeconomics, Financial Economics, Financial Econometrics, Time-Series Analysis

  • "Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?" *The Quarterly Review of Economics and Finance, *In Press, Elsevier.

  • "Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC", *Journal of Quantitative Economics*, In Press, Springer

  • "Economic growth, energy consumption and CO2 emissions in India: A Disaggregated Causal Analysis" (with Md. Zulquar Nain), *International Journal of Sustainable Energy*, Volume 36, Issue 8, pp. 807–824, Taylor and Francis.

  • "Regime dependent dynamics and European stock markets: Is asset allocation really possible?" *Empirica, *Volume 42, Issue 1, 2015*,* pp. 77-107, Springer.

  • "An investigation of price discovery and volatility spillovers in India's foreign exchange markets" (with Sanjay Sehgal), *Journal of Economic Studies**, *Volume 42, Issue 2, 2015, pp. 261-284, Emerald.

  • Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence? *Economic Modelling,* Volume 33, July 2013, pp. 209-225, Elsevier.

  • International Trade and Finance, Emerging Markets Finance and Energy Economics.

  • Oct. 2014 – June 2015 Assistant Professor, Vinod Gupta School of Management, Indian Institute of Technology Kharagpur, West Bengal, India 721302

  • Aug. 2009-Feb. 2011 Research Associate, International Crops Research Institute for Semi-Arid Tropics (ICRISAT), Hyderabad, India.

  • May 2007-Aug. 2009 Economic Analyst, Roulac Global Places, LLC, (Hyderabad, India Office).

  • 2016, M J Manohar Rao Young Economist Award by The Indian Econometrics Society (TIES), India

  • 2014, Sir Ratan Tata Post-Doctoral Fellowship by Institute of Economic Growth (IEG), New Delhi (Declined).

  • 2013, Travel Grant, Dean of Research, University of Delhi.

  • 2011-2013, Junior Research Fellowship (JRF), Maulana Azad National Fellowship for PhD.

  • 2008, Best Research Innovation Award at Roulac Global Places.


Room No. 223
KD Building
IIT Kanpur-208016, Uttar Pradesh, India

Office Phone: 0512-259-6838 (O)

Email: wasimad[AT]iitk.ac.in


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