Wasim Ahmad

PhD (Delhi University)

Email: wasimad[AT]iitk.ac.in

Office Phone: 0512-259-6838

Associate 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)

Homepage

CV

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

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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.

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

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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).

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Life-time Member: The Indian Econometric Society (TIES), India (www.tiesindia.net)
The Econometric Society, New York University, USA (www.econometricsociety.org/)

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‘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.

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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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