Associate Professor, Department of Economic Sciences
Macroeconomics, Financial Economics and Applied Econometrics
Room No. 223
KD Building
IIT Kanpur-208016, Uttar Pradesh, India
PhD, Delhi University, 2014
Macroeconomics, Financial Economics, Financial Econometrics, Time-Series Analysis
Life-time Member: The Indian Econometric Society (TIES), India (www.tiesindia.net)
The Econometric Society, New York University, USA (www.econometricsociety.org)
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).
Journals
Verma, R.,Ahmad, W, Uddin, G. S., and Bekiros, S. (2019). Analysing the Systemic Risk of Indian Banks. Economics Letters, 176, 103-108.
Journals
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.
Journals
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.
Journals
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.
Journals
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.
‘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.
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
May 2007-Aug. 2009 Economic Analyst, Roulac Global Places, LLC, (Hyderabad, India Office).
Emerging Market Finance, Risk Spillover Analysis and Clean Energy Finance