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

 

Education

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

Website(s)

CV

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

Journals:

    • Ahmad, W, Prakash, R., Uddin, G. S., Rishman, J. K. C., Lutfur, R., and Dutta, A., (2020), On the Intraday Dynamics of Oil Price and Exchange Rate: What Can We Learn from China and India? Energy Economics (Forthcoming).

    • Verma, R.,Ahmad, W, Uddin, G. S., and Bekiros, S. (2019). Analysing the Systemic Risk of Indian Banks. Economics Letters, 176, 103-108.

    • Singh, J.,Ahmad, W., and Mishra, A. (2019), "Coherence, Connectedness and Dynamic Hedging Effectiveness between Emerging Markets Equities and Commodity Index Funds". Resources Policy, 61, 441-460.

    • Ahmad, W.,Mishra, A. V., and Daly, K. J. (2018), "Financial Connectedness of BRICS and Global Sovereign Bond Markets". Emerging Markets Review, 37, 1-16.

    • Ahmad, W.,Mishra, A. V., and Daly, K. J. (2018), "An Examination of Heterogeneous Dependence and Dynamic Hedging between Sectors of BRIC and Global Markets". International Review of Financial Analysis, 59, 117-133.

    • Ahmad, W.,Sadorsky, P., and Sharma, A. (2018), "Optimal Hedge Ratios for Clean Energy Equities". Economic Modelling, 72, 278-295.

Book:

  • Sehgal, S.,Ahmad, W.,Pandey, P., and Saini, S. (2020), Economic and Financial Integration in South Asia: A Contemporary Perspective, Routledge.

  • 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).

  • ‘DST-SERB MATRICS Grant’, 2020-2023

  • ‘Subir Chowdhury Post-Doctoral Fellowship 2019-2020’ at London School of Economics (LSE)

  • ‘PK Kelkar Young Faculty Research Fellowship’ 2019-2022

  • RBI Faculty Scholarship2018

  • Commendation Letters from Director, IIT Kanpur for Excellence in Teaching

  • ‘Prof MJ Manohar Rao Award’(Young Economists Award) by The Indian Econometric Society (TIES) for the year 2014

  • ‘Sir Ratan Tata Post-Doctoral Fellowship’by Institute of Economic Growth (IEG)

  • ‘Travel Grant’, Dean of Research, University of Delhi.

  • ‘Best Research Innovation Award’ at Roulac Global Places, Hyderabad, India.

Office

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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