Working Papers

"The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach"
with Alfred Haug and Perry Sadorsky, September 2017. Submitted.


"Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers"
with Abdulrahman Alhassan and M. Kabir Hassan, August 2017.


"Quantifying the impact of Ramadan on global raw sugar prices"
with Kazi Abrar Hossain and A.K. Enamul Haque, January 2017.
Revision requested from International Journal of Islamic and Middle Eastern Finance and Management


"A wealth-adjusted measure of environmental performance"
with Sam Aflaki and Andrea Masini, April 2016.


"Risk-sharing in federations: Theory and evidence"
with Ahmed Saber Mahmud, Faruk Balli and Sumit Joshi, November 2015.