Faheem Aslam

About

Dr. Faheem Aslam is Associate Professor in the Abdullah Al Saleem University, Kuwait. My educational background, combined with my practical experience in the financial industry, has provided me with a comprehensive understanding of finance. I hold a PHD degree in Hanyang University business school, South Korea (AACSB accredited international academic institution) with CGPA of 3.93/4. I have taught a range of finance courses, from introductory to advanced level, and have received consistently positive feedback (above 90%) from my students. In addition to my teaching experience, I have published more than 60 research papers in top-tier finance journals (including ABDC, ABS) with an impact factor of 175. My research is getting increasing attention among international research community with more than 1300 citations. Likewise, the world health organization (WHO) also included most of my research studies in COVID-19 Research Database. I am also contributing to research community as an editor, reviewer and by launching special issues in diverse range of finance/economics research. More than 35 graduate (Masters and PHD) students passed out under his supervision. My research and teaching interests encompass a diverse range of finance topics, including financial markets, risk management, multifractality, spillovers, sentiment analysis, dependence structure and financial networks. My research focuses on the inner dynamics of asset prices, including stocks, energy, metals, exchange rates and cryptocurrencies. Overall, my contributions are significant for society as they can aid in policymaking related to financial stability, investment analysis, economic growth, and innovation. Most of these articles were published in well-reputed journals including Technological Forecasting and Social Change, applied economics, Resources policy, Research in International Business and Finance (RIBAF), Environmental Science and Pollution Research, Borsa Istanbul Review, energies, Physica A, sustainability, Post-Communist Economies, Defense and peace economics, Behavioral and experimental finance, Singapore economic review, and others. Considering the increasing demand for Machine Learning and its importance day by day, I have deeply invested in creative and innovative research ideas related to financial analytics, data mining, artificial intelligence, and data sciences. Currently, I am working as Tenured Associate Professor in Comsats University, Islamabad. The courses I taught include Financial Risk management (PHD), Financial Institutions and Markets (Undergrad), Financial Econometrics (MS), Financial Decision Making (MBA), Applications of Mathematics and Statistics in Finance (MBA), Business Analytics (MBA) and Empirical Methods in Finance (PHD). From corporate world, I have 5 years’ experience working with PTCL and OGDCL as a Financial Analyst from the year 2007 to 2011. I have worked at the Oil & Gas Development Company Limited (OGDCL) as Finance Officer and Pakistan Telecommunication Company Limited (PTCL) with Etisalat finance team, as Financial Analyst. In addition, I have excellent educational background with a Gold Medal in MBA. In addition, I have been selected for Ph.D. scholarship by Higher Education Commission (HEC) of Pakistan.

Work

Abdulah Al Saleem University

|

Associate Professor

Kuwait

→

Al Akhawayn University

|

Associate Professor

Morocco

→

COMSATS University Islamabad

|

Tenured Associate Professor

Pakistan

→

COMSATS Institute of Information Technology

|

Assistant Professor

Pakistan

→

Education

Hanyang University

Korea (Republic of)
→
PhD

Publications

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices

working-paper

Return connectedness and portfolio implications of green equities: A comparison of green and conventional investment modes

Journal of Environmental Management

journal-article

Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach

Energy

journal-article

Inner Multifractal Dynamics in the Jumps of Cryptocurrency and Forex Markets

Fractal and Fractional

journal-article

Bitcoin’s multifractal influence: deciphering the relationship with conventional and renewable energy markets

Cogent Economics & Finance

journal-article

Inner Multifractal Dynamics in the Jumps of Cryptocurrency and Forex Markets

Fractal and Fractional

journal-article

Interplay of multifractal dynamics between shadow policy rates and energy markets

The North American Journal of Economics and Finance

journal-article

Interplay of multifractal dynamics between shadow policy rates and energy markets

The North American Journal of Economics and Finance

journal-article

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices

Fractal and Fractional

journal-article

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices

Fractal and Fractional

journal-article

On the Dynamic Changes in the Global Stock Markets’ Network during the Russia–Ukraine War

Economies

journal-article

Integrating Macroeconomic and Technical Indicators into Forecasting the Stock Market: A Data-Driven Approach

Economies

journal-article

On the Dynamic Changes in the Global Stock Markets’ Network during the Russia–Ukraine War

Economies

journal-article

Integrating Macroeconomic and Technical Indicators into Forecasting the Stock Market: A Data-Driven Approach

Economies

journal-article

THE NEXUS BETWEEN TWITTER-BASED UNCERTAINTY AND CRYPTOCURRENCIES: A MULTIFRACTAL ANALYSIS

Fractals

journal-article

Are clean energy markets efficient? A multifractal scaling and herding behavior analysis of clean and renewable energy markets before and during the COVID19 pandemic

Heliyon

journal-article

Are clean energy markets efficient? A multifractal scaling and herding behavior analysis of clean and renewable energy markets before and during the COVID19 pandemic

Heliyon

journal-article

The dynamics of market efficiency of major cryptocurrencies

Global Finance Journal

journal-article

The dynamics of market efficiency of major cryptocurrencies

Global Finance Journal

journal-article

Interplay of multifractal dynamics between shadow policy rates and stock markets

Heliyon

journal-article

Interplay of multifractal dynamics between shadow policy rates and stock markets

Heliyon

journal-article

THE NEXUS BETWEEN TWITTER-BASED UNCERTAINTY AND CRYPTOCURRENCIES: A MULTIFRACTAL ANALYSIS

Fractals

journal-article

The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a multifractal analysis

The Journal of Risk Finance

journal-article

The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a multifractal analysis

The Journal of Risk Finance

journal-article

Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty

Economies

journal-article

Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis

International Journal of Emerging Markets

journal-article

Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty

Economies

journal-article

Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty

Economies

journal-article

Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks

China Finance Review International

journal-article

The dynamics of market efficiency of major cryptocurrencies

Global Finance Journal

journal-article

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices

preprint

Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices

preprint

Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets

Journal of Risk and Financial Management

journal-article

Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets

Journal of Risk and Financial Management

journal-article

Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets

Journal of Risk and Financial Management

journal-article

Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets

Journal of Risk and Financial Management

journal-article

The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises

Revista Galega de Economía

journal-article

The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises

Revista Galega de Economía

journal-article

Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats

Sustainability

journal-article

On the inner dynamics between Fossil fuels and the carbon market: a combination of seasonal-trend decomposition and multifractal cross-correlation analysis

Environmental Science and Pollution Research

journal-article

On the inner dynamics between Fossil fuels and the carbon market: a combination of seasonal-trend decomposition and multifractal cross-correlation analysis

Environmental Science and Pollution Research

journal-article

Dependence Structure across Equity Sectors: Evidence from Vine Copulas

Borsa Istanbul Review

journal-article

Dependence Structure across Equity Sectors: Evidence from Vine Copulas

Borsa Istanbul Review

journal-article

Insurance Fraud Detection: Evidence from Artificial Intelligence and Machine Learning

Research in International Business and Finance

journal-article

Insurance Fraud Detection: Evidence from Artificial Intelligence and Machine Learning

Research in International Business and Finance

journal-article

Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats

Sustainability

journal-article

Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats

Sustainability

journal-article

Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality

Eurasian Economic Review

journal-article

Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats

Sustainability

journal-article

Calendar Anomalies in Islamic Frontier Markets

SAGE Open

journal-article

Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis

Resources Policy

journal-article

Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis

Resources Policy

journal-article

Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks

China Finance Review International

journal-article

Calendar Anomalies in Islamic Frontier Markets

SAGE Open

journal-article

Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks

China Finance Review International

journal-article

Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange

The Journal of Network Theory in Finance

journal-article

Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange

The Journal of Network Theory in Finance

journal-article

Modeling Dynamic Multifractal Efficiency of US Electricity Market

Energies

journal-article

The Effect of Enterprise Risk Management on Ameliorating Competitive Advantage: A Cross-Sectional Study of Software Houses in Pakistan

Pertanika Journal of Social Sciences and Humanities

journal-article

The Effect of Enterprise Risk Management on Ameliorating Competitive Advantage: A Cross-Sectional Study of Software Houses in Pakistan

Pertanika Journal of Social Sciences and Humanities

journal-article

The Effect of Enterprise Risk Management on Ameliorating Competitive Advantage: A Cross-Sectional Study of Software Houses in Pakistan

Pertanika Journal of Social Sciences and Humanities

journal-article

The Effect of Enterprise Risk Management on Ameliorating Competitive Advantage: A Cross-Sectional Study of Software Houses in Pakistan

Pertanika Journal of Social Sciences and Humanities

journal-article

Forecasting Stock Market Using Machine Learning Approach Encoder-Decoder ConvLSTM

2021 International Conference on Frontiers of Information Technology (FIT)

journal-article

Forecasting Stock Market Using Machine Learning Approach Encoder-Decoder ConvLSTM

2021 International Conference on Frontiers of Information Technology (FIT)

journal-article

Is Brazilian music getting more predictable? A statistical physics approach for different music genres

Physica A: Statistical Mechanics and its Applications

journal-article

Is Brazilian music getting more predictable? A statistical physics approach for different music genres

Physica A: Statistical Mechanics and its Applications

journal-article

Money Multiplier Bias Due to Informal Sector: An Extension of the Existing Money Multiplier

South Asian Journal of Macroeconomics and Public Finance

journal-article

Money Multiplier Bias Due to Informal Sector: An Extension of the Existing Money Multiplier

South Asian Journal of Macroeconomics and Public Finance

journal-article

A new vision about the influence of major stock markets in CEEC indices: a bidirectional dynamic analysis using transfer entropy

Post-Communist Economies

journal-article

A new vision about the influence of major stock markets in CEEC indices: a bidirectional dynamic analysis using transfer entropy

Post-Communist Economies

journal-article

THE EFFICIENCY OF SIN STOCKS: A MULTIFRACTAL ANALYSIS OF DRUG INDICES

The Singapore Economic Review

journal-article

THE EFFICIENCY OF SIN STOCKS: A MULTIFRACTAL ANALYSIS OF DRUG INDICES

The Singapore Economic Review

journal-article

COVID-19 pandemic and the dependence structure of global stock markets

Applied Economics

journal-article

COVID-19 pandemic and the dependence structure of global stock markets

Applied Economics

journal-article

Modeling Dynamic Multifractal Efficiency of US Electricity Market

Energies

journal-article

Modeling Dynamic Multifractal Efficiency of US Electricity Market

Energies

journal-article

Modeling Dynamic Multifractal Efficiency of US Electricity Market

Energies

journal-article

Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality

Eurasian Economic Review

journal-article

Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality

Eurasian Economic Review

journal-article

Classification of m-payment users’ behavior using machine learning models

Journal of Financial Services Marketing

journal-article

Classification of m-payment users’ behavior using machine learning models

Journal of Financial Services Marketing

journal-article

Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis

International Journal of Emerging Markets

journal-article

Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis

International Journal of Emerging Markets

journal-article

Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis

International Journal of Emerging Markets

journal-article

Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis

International Journal of Emerging Markets

journal-article

Application of Weighted Linear Combination approach in a Geographical Information System environment for nuclear power plant site selection: the case of Ghana

Annals of Nuclear Energy

journal-article

Application of Weighted Linear Combination approach in a Geographical Information System environment for nuclear power plant site selection: the case of Ghana

Annals of Nuclear Energy

journal-article

Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model

Peace Economics, Peace Science and Public Policy

journal-article

Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model

Peace Economics, Peace Science and Public Policy

journal-article

Extreme Value Theory and COVID-19 Pandemic: Evidence from India

Economic Research Guardian

journal-article

Policy Analytics-Insights from Pakistan and India Water Policies

Sarhad Journal of Agriculture

journal-article

Forecasting Islamic securities index using artificial neural networks: performance evaluation of technical indicators

Journal of Economic and Administrative Sciences

journal-article

Forecasting Islamic securities index using artificial neural networks: performance evaluation of technical indicators

Journal of Economic and Administrative Sciences

journal-article

Monetary policy transmission: Balance sheet channel and investment behavior of firms in Pakistan

Economic Journal of Emerging Markets

journal-article

Monetary policy transmission: Balance sheet channel and investment behavior of firms in Pakistan

Economic Journal of Emerging Markets

journal-article

Prediction of COVID-19 Confirmed Cases in Indo-Pak Sub-Continent

The Journal of Infection in Developing Countries

journal-article

Prediction of COVID-19 Confirmed Cases in Indo-Pak Sub-Continent

The Journal of Infection in Developing Countries

journal-article

Intraday Volatility Spillovers among European Financial Markets during COVID-19

International Journal of Financial Studies

journal-article

Intraday Volatility Spillovers among European Financial Markets during COVID-19

International Journal of Financial Studies

journal-article

Intraday Volatility Spillovers among European Financial Markets during COVID-19

International Journal of Financial Studies

journal-article

Policy Analytics-Insights from Pakistan and India Water Policies

Sarhad Journal of Agriculture

journal-article

Investigating the causal relationship between transport infrastructure, economic growth and transport emissions in Pakistan

Research in Transportation Economics

journal-article

A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market

Journal of Behavioral and Experimental Finance

journal-article

A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market

Journal of Behavioral and Experimental Finance

journal-article

A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market

Journal of Behavioral and Experimental Finance

journal-article

A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market

Journal of Behavioral and Experimental Finance

journal-article

On the efficiency of foreign exchange markets in times of the COVID-19 pandemic

Technological Forecasting and Social Change

journal-article

On the efficiency of foreign exchange markets in times of the COVID-19 pandemic

Technological Forecasting and Social Change

journal-article

A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market

Journal of Behavioral and Experimental Finance

journal-article

On the efficiency of foreign exchange markets in times of the COVID-19 pandemic

Technological Forecasting and Social Change

journal-article

On the efficiency of foreign exchange markets in times of the COVID-19 pandemic

Technological Forecasting and Social Change

journal-article

The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis

Post-Communist Economies

journal-article

The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis

Post-Communist Economies

journal-article

Investigating the causal relationship between transport infrastructure, economic growth and transport emissions in Pakistan

Research in Transportation Economics

journal-article

Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak

Borsa Istanbul Review

journal-article

Investigating the causal relationship between transport infrastructure, economic growth and transport emissions in Pakistan

Research in Transportation Economics

journal-article

Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak

Borsa Istanbul Review

journal-article

Asymmetric Response of Disaggregated Import Demand to Exchange Rate Movements: A Small Open Economy Perspective

The Singapore Economic Review

journal-article

Asymmetric Response of Disaggregated Import Demand to Exchange Rate Movements: A Small Open Economy Perspective

The Singapore Economic Review

journal-article

Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis

Symmetry

journal-article

Investigating long-range dependence of emerging asian stock markets using multifractal detrended fluctuation analysis

Symmetry

journal-article

Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis

Symmetry

journal-article

Prediction of daily COVID-19 cases in European countries using automatic ARIMA model

Journal of Public Health Research

journal-article

Prediction of daily COVID-19 cases in European countries using automatic ARIMA model

Journal of Public Health Research

journal-article

Sentiments and emotions evoked by news headlines of coronavirus disease (COVID-19) outbreak

Humanities and Social Sciences Communications

journal-article

Sentiments and emotions evoked by news headlines of coronavirus disease (COVID-19) outbreak

Humanities and Social Sciences Communications

journal-article

Sentiments and emotions evoked by news headlines of coronavirus disease (COVID-19) outbreak

Humanities and Social Sciences Communications

journal-article

Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak

International Journal of Financial Studies

journal-article

Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak

International Journal of Financial Studies

journal-article

Risk-adjusted and Bonferroni-adjusted seasonality in emerging Asian stock markets

Economic Journal of Emerging Markets

journal-article

Risk-adjusted and Bonferroni-adjusted seasonality in emerging Asian stock markets

Economic Journal of Emerging Markets

journal-article

COMPARATIVE ANALYSIS OF TRADITIONAL AND SOFT COMPUTING MODELS FOR TRADING SIGNALS PREDICTION

International Transaction Journal of Engineering

journal-article

COMPARATIVE ANALYSIS OF TRADITIONAL AND SOFT COMPUTING MODELS FOR TRADING SIGNALS PREDICTION

International Transaction Journal of Engineering

journal-article

COMPARATIVE ANALYSIS OF TRADITIONAL AND SOFT COMPUTING MODELS FOR TRADING SIGNALS PREDICTION

International Transaction Journal of Engineering

journal-article

GLOBALIZATION AND GENDER EQUALITY IN TERMS OF EDUCATION AND EMPLOYMENT: A CASE OF SELECTED ASIAN DEVELOPING COUNTRIES

International Transaction Journal of Engineering

journal-article

GLOBALIZATION AND GENDER EQUALITY IN TERMS OF EDUCATION AND EMPLOYMENT: A CASE OF SELECTED ASIAN DEVELOPING COUNTRIES

International Transaction Journal of Engineering

journal-article

HERDING BEHAVIOUR IN EMERGING MARKET: EVIDENCE FROM PAKISTAN STOCK EXCHANGE

International Transaction Journal of Engineering

journal-article

HERDING BEHAVIOUR IN EMERGING MARKET: EVIDENCE FROM PAKISTAN STOCK EXCHANGE

International Transaction Journal of Engineering

journal-article

Investigating the Implications of COVID-19 on PM2.5 in Pakistan

Aerosol and Air Quality Research

journal-article

Investigating the Implications of COVID-19 on PM2.5 in Pakistan

Aerosol and Air Quality Research

journal-article

Prediction of daily COVID-19 cases in European countries using automatic ARIMA model

Journal of Public Health Research

journal-article

Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak

Borsa Istanbul Review

journal-article

NETWORK ANALYSIS OF PAKISTAN STOCK MARKET DURING THE TURBULENCE OF ECONOMIC CRISIS

Business, Management and Education

journal-article

NETWORK ANALYSIS OF PAKISTAN STOCK MARKET DURING THE TURBULENCE OF ECONOMIC CRISIS

Business, Management and Education

journal-article

MOB PSYCHOLOGY IMPLIED IN PAKISTAN STOCK MARKET VIA SPORTING EVENTS

International Transaction Journal of Engineering

journal-article

MOB PSYCHOLOGY IMPLIED IN PAKISTAN STOCK MARKET VIA SPORTING EVENTS

International Transaction Journal of Engineering

journal-article

Predicting Wheat Production in Pakistan by using an Artificial Neural Network Approach

Sarhad Journal of Agriculture

journal-article

Predicting wheat production in pakistan by using an artificial neural network approach

Sarhad Journal of Agriculture

journal-article

Predicting Wheat Production in Pakistan by using an Artificial Neural Network Approach

Sarhad Journal of Agriculture

journal-article

THE IMPACT OF TERRORISM ON FINANCIAL MARKETS: EVIDENCE FROM ASIA

The Singapore Economic Review

journal-article

The impact of terrorism on financial markets: Evidence from Asia

Singapore Economic Review

journal-article

THE IMPACT OF TERRORISM ON FINANCIAL MARKETS: EVIDENCE FROM ASIA

The Singapore Economic Review

journal-article

Free Trade Agreements and Environmental Nexus in Pakistan

Policy Perspectives

journal-article

Free Trade Agreements and Environmental Nexus in Pakistan

Policy Perspectives

journal-article

How Different Terrorist Attacks Affect Stock Markets

Defence and Peace Economics

journal-article

How Different Terrorist Attacks Affect Stock Markets

Defence and Peace Economics

journal-article

How Different Terrorist Attacks Affect Stock Markets

Defence and Peace Economics

journal-article