Profile Details

Create Project

★★★★★

☆☆☆☆☆

USD 30 /hr

★★★★★

☆☆☆☆☆

Hire Waqas H.

Portugal

USD 30 /hr

Time series analysis, Connectedness and Spillovers, Hedging, Asset allocation and Portfolio Management Expert in R.

Profile Summary

I am Waqas Hanif working as Assistant Professor in Finance at COMSATS University Islamabad, Attock Campus, Pakistan. My research interests include Energy Economics (Renewable and Non- Renewable), Risk Management and Portfolio Diversification, Financial Markets, Asset pricing and commodity asset valuation. I am also a Post Doctoral Candidate in University of Algarve, Faro, Portugal. I primarily use analysis of spillover effects, tail dependence and correlation using time varying copulas, upside and downside VaR and CoVaR technique, wavelet approach, maximal overlap discrete wavelet transform (MODWT), wavelet multi-scale analysis, multivariate GARCH modelling, optimal portfolio weights and hedge Ratios. I have published the articles in referred journals including Energy Economics, Finance Research Letters, Quarterly Review of Economics and Finance, Applied Economics, North American Journal of Economics and Finance, International Journal of Accounting and Information Management, Empirical Economics, Physica A: Statistical Mechanics and its Applications, Annals of Economics and Finance.

Subject Matter Expertise

• ☆ Statistics
• ☆ Publishing
• ☆ STATA
• ☆ R
• ☆ Gap Analysis
• ☆ Statistical Finance
• ☆ Accounting
• ☆ Business Finance
• ☆ Mathematical Finance
• ☆ Sustainable Development
• ☆ Environmental Economics
• ☆ Econometrics
• ☆ Microeconomics
• ☆ Risk Management

Services

• Writing
• Data & AI

Writing Creative Writing, General Proofreading & Editing

Data & AI Statistical Analysis

Work Experience

CEFAGE - Center for Advanced Studies in Management and Economics, University of Algarve

- Present

Assistant Professor

COMSATS University Islamabad - Attock Campus Mathematics Department

October 2013 - Present

Education

Ph.D (Department of Management Sciences)

Iqra University - Islamabad Campus

2013 - 2018

Certifications

• Ph.D

  IQRA University Pakistan

  September 2013 - December 2018

Publications

JOURNAL ARTICLE

Waqas Hanif, Walid Mensi, Xuan Vinh Vo, Ki-Hong Choi, Seong-Min Yoon(2023). Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic . The North American Journal of Economics and Finance. 67. p. 101925. Elsevier {BV}

Waqas Hanif, Hee-Un Ko, Linh Pham, Sanghoon Kang(2023). Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets . Financial Innovation. 9. (1). Springer Science and Business Media {LLC}

Waqas Hanif, Walid Mensi, Xuan Vinh Vo, Ahmed BenSaïda, Jose Arreola Hernandez, Sang Hoon Kang(2023). Dependence and risk management of portfolios of metals and agricultural commodity futures . Resources Policy. 82. p. 103567. Elsevier {BV}

Waqas Hanif, Walid Mensi, Mohammad Alomari, Jorge Miguel Andraz (2023). Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis . Resources Policy.

Waqas Hanif, Walid, Elie Bouri, Xuan Vinh Vo(2023). Spillovers and tail dependence between oil and US sectoral stock markets before and during  COVID-19 pandemic . International Journal of Emerging Markets. Emerald

Waqas Hanif, Walid Mensi, Mariya Gubareva, Tamara Teplova (2023). Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets . Resources Policy.

Waqas Hanif(2022). Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets . Pacific-Basin Finance Journal. 74. p. 101822. Elsevier {BV}

Hanif, W., Mensi, W., Vo, X.V.(2021). Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors . Finance Research Letters.

Hanif, W., Arreola Hernandez, J., Mensi, W., Kang, S.H., Uddin, G.S., Yoon, S.-M.(2021). Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices . Energy Economics. 101.

Hanif, W., Areola Hernandez, J., Shahzad, S.J.H., Yoon, S.-M.(2021). Tail dependence risk and spillovers between oil and food prices . Quarterly Review of Economics and Finance. 80. p. 195-209.

Hanif, W., Arreola-Hernandez, J., Hussain Shahzad, S.J., Hoang, T.H.V., Yoon, S.-M.(2020). Regional and copula estimation effects on EU and US energy equity portfolios . Applied Economics. 52. (49). p. 5311-5342.

Hanif, W., Arreola Hernandez, J., Sadorsky, P., Yoon, S.-M.(2020). Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? . North American Journal of Economics and Finance. 51.

Khan, M., Hanif, W.(2020). Institutional quality and the relationship between inflation and economic growth . Empirical Economics. 58. (2). p. 627-649.

Shahzad, F., Rehman, I.U., Hanif, W., Asim, G.A., Baig, M.H.(2019). The influence of financial reporting quality and audit quality on investment efficiency: Evidence from Pakistan . International Journal of Accounting and Information Management. 27. (4). p. 600-614.

Shahzad, S.J.H., Hernandez, J.A., Hanif, W., Kayani, G.M.(2018). Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume . Physica A: Statistical Mechanics and its Applications. 506. p. 433-450.

Ahad, M., Ur Rehman, I., Qureshi, F., Hanif, W., Anwer, Z.(2018). Modelling asymmetric impact of home country macroeconomic variables on american depository receipts: Evidence from eurozone . Annals of Economics and Finance. 19. (2). p. 703-727.

Waqas Hanif Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic.