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Wasim Ahmad
PhD (Delhi University)
Associate Professor, Department of Economic Sciences
Research Interest
Macroeconomics, Financial Economics and Applied Econometrics
Room No. 223
KD Building
IIT Kanpur-208016, Uttar Pradesh, India
Education
PhD, Delhi University, 2014
Teaching Area
Macroeconomics, Financial Economics, Financial Econometrics, Climate Finance and Sustainability
Current Teaching
Applied Macroeconomics
Professional Affiliations
Life-time Member: The Indian Econometric Society (TIES), India (www.tiesindia.net)
The Econometric Society, New York University, USA (www.econometricsociety.org)
Selected Publications
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.
Awards & Fellowships
Mahalanobis Memorial Medal by the Indian Econometric Society (TIES)
‘Subir Chowdhury Post-Doctoral Fellowship 2019-2020’ at London School of Economics (LSE)
‘PK Kelkar Young Faculty Research Fellowship’ 2019-2022
RBI Faculty Scholarship2018
Excellence in Teaching Award 2022, IIT Kanpur
‘Prof MJ Manohar Rao Award’(Young Economists Award) by The Indian Econometric Society (TIES) for the year 2014
‘Best Research Innovation Award’ at Roulac Global Places, Hyderabad, India.
Research Group
Climate Finance and Sustainability, Macroeconomics - Central Banking and Banking Structures, Emerging Markets Finance, and Energy Economics
Professional Experience
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).
Current Research
Climate Finance and Sustainability, Macroeconomics - Central Banking and Banking Structures, Emerging Markets Finance, and Energy Economics