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Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries

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Journal of Systems Science and Systems Engineering 2019年第1期28卷 1-36页

作者： Ghulam Abbas Shawkat Hammoudeh syed Jawad Hussain shahzad Shouyang Wang Yunjie Wei School of Economics and Management University of Chinese Academy of Sciences Beijing 100190 China Sukkur Institute of Business Administration Sukkur Sindh-65200 Pakistan Lebow College of Business Drexel University Philadelphia United States Energy and Sustainable Development (ESD) Montpellier Business School Montpellier France Energy and Sustainable Development (ESD) Montpellier Business School Montpellier France Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China Center for Forecasting Science Chinese Academy of Sciences Beijing 100190 China

We examine the relationship between return and volatility of the stock markets and macroeconomic fundamentals for the G-7 countries by using monthly data ranging from July 1985 to June 2015. To meet this end, we apply the spillover index approach based on the generalized VAR framework developed by Diebold and Yilmaz (2012, 2014). The empirical analysis shows strong interactions between the returns and volatilities of the G-7 stock markets and the considered set of corresponding macroeconomic factors including industrial production, money supply, interest rates, inflation, oil prices and exchange rates. The return and volatility spillover transmission/reception dynamics of the relationships between these stock markets and the macroeconomic fundamentals have changed after the global financial crisis of 2008. Our findings provide useful insights for investors and policy makers concerned with the unprecedented swings in the stock markets of G-7 countries.

关键词： G-7 return volatility connectedness macroeconomic factors generalized VAR

Editorial to special issue“Hidden market linkages between Bitcoin,cryptocurrencies and financial markets:Evidence from high‑frequency data and higher‑order moments”in financial innovation

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Financial Innovation 2023年第1期9卷 2904-2907页

作者： Elie Bouri syed Jawad Hussain shahzad Ladislav Kristoufek School of Business Lebanese American UniversityByblosLebanon Montpellier Business School MontpellierFrance Institute of Information Theory and Automation The Czech Academy of SciencesPragueCzech Republic Institute of Economic Studies Faculty of Social SciencesCharles UniversityPragueCzech Republic

The cryptomarket has evolved into a complex system of different types of cryptoassets,each playing an important role within the *** specific features,opportunities,and *** their apparent and hidden linkages and general connectedness not only inside the system but also the linkages to the outer markets,being it either the traditional financial markets or the macroeconomic and monetary indicators and variables,plays a crucial role in understanding the market,managing risks,and aiming for profitable *** cryptomarkets are far from being simply Bitcoin or even just the most popular and capitalised cryptocurrencies and tokens which might have been the case just a few years back.

关键词： financial market assets

Evaluation of state and community/private forests in Punjab, Pakistan using geospatial data and related techniques

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Forest Ecosystems 2015年第2期2卷 155-167页

作者： Naeem shahzad Urooj Saeed Hammad Gilani Sajid Rashid Ahmad Irfan Ashraf syed Muhammad Irteza World Wide Fund for Nature (WWF) Institute of Geology University of the Punjab International Centre for Integrated Mountain Development (ICIMOD) Department of Land Surveying and Geo-Informatics Hong Kong Polytechnic University

Background： Forests are fundamental in maintaining water supplies, providing economic goods, mitigating climate change, and maintaining biodiversity, thus providing many of the world＇s poorest with income, food and medicine. Too often, forested lands are treated as ＂wastelands＂ or ＂free＂ and are easily cleared for agricultural and infrastructure expansion. Methods： In this paper, the sustainability of two forest ecosystems （state and community/private owned） was evaluated using SPOT-5 satellite images of 2005 and 2011. This study was conducted in a sub-watershed area covering 468 km2, of which 201 km2 is managed by the state and 267 km2 by community/private ownership in the Murree Galliat region of Punjab Province of Pakistan. A participatory approach was adopted for the delineation and demarcation of forest boundaries. The Geographic Object-Based Image Analysis （GEOBIA） technique was used for identification and mapping of ten Land Cover （LC） features. Results： The results show that between the years 2005 to 2011, a total of 55 km2 （24 km2 in state-owned forest and 31 km2 in community/private forest） was converted from forest to non-forest. The conclusion is that conservation is more effective in state-owned forests than in the community/private forests. Conclusions： These findings may help to mobilize community awareness and identify effective initiatives for improved management of community/private forest land for other regions of Pakistan.

关键词： Forest management SPOT-5 satellite images State and community/private owned forests Murree Galliat Pakistan

Impact of the COVID‑19 outbreak on the US equity sectors:Evidence from quantile return spillovers

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Financial Innovation 2021年第1期7卷 300-322页

作者： syed Jawad Hussain shahzad Elie Bouri Ladislav Kristoufek Tareq Saeed Montpellier Business School University of MontpellierMontpellier Research in ManagementMontpellierFrance South Ural State University ChelyabinsRussian Federation Adnan Kassar School of Business Lebanese American UniversityBeirutLebanon Institute of Information Theory and Automation The Czech Academy of SciencesPragueCzech Republic Institute of Economic Studies Faculty of Social SciencesCharles UniversityPragueCzech Republic Nonlinear Analysis and Applied Mathematics(NAAM)‑Research Group Department of MathematicsFaculty of ScienceKing Abdulaziz UniversityJeddahSaudi Arabia

The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the COVID-19 *** this end,we extend the now-traditional Diebold-Yilmaz spillover index to the quantiles domain by building networks of generalized forecast error variance decomposition of a quantile vector autoregressive model specifically for extreme ***,we control for common movements by using the overall stock market index as a common factor for all sectors and uncover the effect of the COVID-19 outbreak on the dynamics of the *** results show that the network structure and spillovers differ considerably with respect to the market *** stable times,the network shows a nice sectoral clustering structure which,however,changes dramatically for both adverse and beneficial market conditions constituting a highly connected network *** pandemic period itself shows an interesting restructuring of the network as the dominant clusters become more tightly connected while the rest of the network remains well *** sectoral topology thus has not collapsed into a unified market during the pandemic.

关键词： Quantile return spillovers US equity sector indices COVID-19 outbreak Granger causality Global risk aversion

Regime specific spillover across cryptocurrencies and the role of COVID‑19

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Financial Innovation 2021年第1期7卷 91-114页

作者： syed Jawad Hussain shahzad Elie Bouri Sang Hoon Kang Tareq Saeed Montpellier Business School MontpellierFrance South Ural State University ChelyabinskRussian Federation Adnan Kassar School of Business Lebanese American UniversityBeirutLebanon Department of Business Administration Pusan National UniversityBusanSouth Korea Nonlinear Analysis and Applied Mathematics(NAAM)‑Research Group Department of MathematicsFaculty of ScienceKing Abdulaziz UniversityJeddahSaudi Arabia

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes,while considering three pricing factors and the effect of the COVID-19 *** do so,we apply a Markov regime-switching(MS)vector autoregressive with exogenous variables(VARX)model to a daily dataset from 25-July-2016 to *** results indicate various patterns of spillover in high and low volatility regimes,especially during the COVID-19 *** total spillover index varies with time and abruptly intensifies following the outbreak of COVID-19,especially in the high volatility ***,the network analysis reveals further evidence of much higher spillovers in the high volatility regime during the COVID-19 outbreak,which is consistent with the notion of contagion during stress periods.

关键词： Regime-switching Volatility regimes Spillovers Connectedness Cryptocurrencies COVID-19

Effects of drug-polymer dispersions on solubility and in vitro diffusion of artemisinin across a polydimethylsiloxane membrane

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Chinese Science Bulletin 2012年第14期57卷 1685-1692页

作者： shahzad Yasser SHAH syed Nisar Hussain ANSARI Muhammad Tayyab RIAZ Romana SAFDAR Aasma HUSSAIN Talib MALIK Madeeha Faculty of Pharmacy Bahauddin Zakariya University Division of Pharmacy and Pharmaceutical Sciences School of Applied SciencesUniversity of Huddersfield Hamdard Institute of Pharmaceutical Sciences Hamdard University

Artemisinin(ART) is a sesquiterpene lactone with an endo-peroxide bridge that is thought to be responsible for its antimalarial *** has low oral bioavailability because of aqueous insolubility,which leads to local toxicity at the site of *** present work focused on increasing its solubility and evaluating its permeation across a model membrane to mimic transdermal delivery that bypasses the hepatic *** this purpose,physical mixtures(PM),solid dispersions(SD) and lyophilized dispersions(LD) with different drug-polymer ratios(1:0.5,1:1,1:2,1:4 and 1:9) were prepared using the hydrophilic polymer polyvinylpyrrolidone(PVP).Drug-polymer dispersions were characterized using X-ray diffraction(XRD) and Fourier transform infrared spectroscopy(FTIR).Solubility was measured in three solvents:de-ionized water,phosphate buffered saline(PBS) and *** toluene-water partition coefficient was evaluated and compared with the literature and calculated logP *** vitro diffusion of ART was studied across a polydimethylsiloxane membrane from a saturated solution of drug-polymer *** patterns showed a gradual decrease in crystallinity of ART with increasing polymer concentration,while FTIR confirmed no interactions between ART and *** was increased up to 4-,5-and 8-fold for LD in water,PBS and methanol,*** logP for toluene-water was 2.65 ± 0.3,which is in good agreement with literature and calculated logP *** was enhanced,which is attributed to the decrease in crystallinity and increase in wettability of the *** ART flux was significantly higher than that of pure ART(0.12 ± 0.01) with increasing PVP concentration for SD and LD *** conclusion,drug-polymer dispersions with PVP improve the pharmaceutical properties of ART in the order LD>SD>PM.

关键词：聚合物分散体溶解度测定聚硅氧烷外扩散青蒿素药物傅里叶变换红外光谱水性高分子

2D Carbon Fiber Reinforced High Density Polyethylene Multi-Layered Laminated Composite Panels:Structural,Mechanical,Thermal,and Morphological Profile

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Journal of Materials Science & Technology 2016年第10期32卷 1077-1082页

作者： shahzad Maqsood Khan Nafisa Gull Muhammad Azeem Munawar Atif Islam Saba Zia Muhammad Shafiq Aneela Sabir syed Muhammad Awais Muhammad Arif Butt Muhammad Taqi Zahid Butt Tahir Jamil Department of Polymer Engineering and Technology University of the PunjabLahore 54590Pakistan King Edward Medical University Lahore 54590Pakistan College of Engineering and Emerging Technologies University of the PunjabLahore 54590Pakistan

Carbon fiber reinforced high density polyethylene multi-layered laminated composite panels（HDPE/CF MLCP） with excellent in-plane properties along transverse direction have been formulated. Composite architectures with carbon fiber（CF） designed in 2D layout in conventional composites can alleviate their properties in thickness direction, but all attempts so far developed have achieved restrained success. Here,we have exposed an approach to the high strength composite challenge, without altering the 2D stack design on the basis of concept of fiber reinforced laminated composites that would provide enhanced mechanical and thermal properties along transverse direction. CF sheets allowed the buckling of adjoining plies in 2D MLCP. We fabricated 2D MLCP by stacking the alternative CF and HDPE layers under different loading conditions, which resulted in high strength composites. These plies of CF and HDPE served as unit cells for MLCP, with CF offering much-needed fracture toughness and hardness to these *** 2D HDPE/CF MLCP, we demonstrated noteworthy improvement in physical and chemical interaction between CF and HDPE, in-plane fracture strain, flexural strength（30.684 MPa）, bending modulus（7436.254 MPa）, thermal stability（40.94%）, and surface morphology, upon increasing the CF layers up to twenty, enabling these composites truly for high temperature and high strength applications.

关键词： Multi-layered composite panels Mechanical properties Thermal stability

Endophytes from medicinal plants and their potential for producing indole acetic acid, improving seed germination and mitigating oxidative stress

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Journal of Zhejiang University-Science B(Biomedicine & Biotechnology) 2017年第2期18卷 125-137页

作者： Abdul Latif KHAN syed Abdullah GILANI Muhammad WAQAS Khadija AL-HOSNI Salima AL-KHIZIRI Yoon-Ha KIM Liaqat ALI Sang-Mo KANG Sajjad ASAF Raheem shahzad Javid HUSSAIN In-Jung LEE Ahmed AL-HARRASI UoN Chair of Oman's Medicinal Plants & Marine Natural Products University of Nizwa Nizwa 616 Oman Department of Biological Sciences & Chemistry University of Nizwa Nizwa 616 Oman School of Applied Biosciences Kyungpook National University Daegu 702-701 Korea Department of Agriculture Abdul Wali Khan University Mardan Mardan 23200 Pakistan Division of Plant Sciences University of Missouri Columbia MO 65211 USA

Medicinal plants have been used by marginal communities to treat various ailments. However, the potential of endophytes within these bio-prospective medicinal plants remains unknown. The present study elucidates the endophytic diversity of medicinal plants（Caralluma acutangula, Rhazya stricta, and Moringa peregrina） and the endophyte role in seed growth and oxidative stress. Various organs of medicinal plants yielded ten endophytes, which were identified as Phoma sp.（6 isolates）, Alternaria sp.（2）, Bipolaris sp.（1）, and Cladosporium sp.（1） based on 18 S rD NA sequencing and phylogenetic analysis. The culture filtrates（CFs; 25%, 50%, and 100% concentrations） from these endophytes were tested against the growth of normal and dwarf mutant rice lines. Endophytic CF exhibited dose-dependent growth stimulation and suppression effects. CF（100%） of Phoma sp. significantly increased rice seed germination and growth compared to controls and other endophytes. This growth-promoting effect was due to the presence of indole acetic acid in endophytic CF. The gas chromatography/mass spectrometry（GC/MS） analysis showed the highest indole acetic acid content（（54.31±0.21） μmol/L） in Bipolaris sp. In addition, the isolate of Bipolaris sp. exhibited significantly higher radical scavenging and anti-lipid peroxidation activity than the other isolates. Bipolaris sp. and Phoma sp. also exhibited significantly higher flavonoid and phenolic contents. The medicinal plants exhibited the presence of bio-prospective endophytic strains, which could be used for the improvement of crop growth and the mitigation of oxidative stresses.

关键词： Fungal endophytes Diversity Medicinal plants Antioxidants Indole acetic acid

Preliminary Seroepidemiological survey of dengue infections in Pakistan,2009-2014

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Infectious Diseases of Poverty 2017年第1期6卷 428-434页

作者： Muhammad Suleman Hyeong-Woo Lee syed Sohail Zahoor Zaidi Muhammad Masroor Alam Nadia Nisar Uzma Bashir Aamir Salmaan Sharif shahzad Shaukat Adnan Khurshid Mehar Angez Massab Umair Ghulam Mujtaba Rani Faryal Department of Microbiology Quaid-i-Azam UniversityIslamabadPakistan Department of Virology National Institute of HealthIslamabadPakistan Department of Tropical Medicine and Parasitology Inha University School of MedicineIncheon 22212Republic of Korea

Background:Dengue virus is the causative agent of dengue fever,a vector borne infection which causes selflimiting to life threatening disease in humans.A sero-epidemiological study was conducted to understand the current epidemiology of dengue virus in Pakistan which is now known as a dengue endemic country after its first reported outbreak in ***:To investigate the prevalence of dengue virus in Pakistan during 2009-2014,a total of 9,493 blood samples were screened for the detection of anti-dengue IgM antibodies using *** and demographic features available with hospital records were reviewed to ascertain mortalities related to dengue hemorrhagic shock ***:Out of 9,493 samples tested,37%(3,504)were found positive for anti-dengue IgM *** the seropositive cases,73.6%(2,578/3,504)were male and 26.4%(926/3,504)were *** highest number(382/929;41.1%)of sero-positive cases was observed among the individuals of age group 31-40 *** highest number of symptomatic cases was reported in October(46%;4,400/9,493),and the highest number of sero-positive cases among symptomatic cases was observed in November(45.7%;806/1,764).Mean annual patient incidence(MAPI)during 2009-2014 in Pakistan remained 0.30 with the highest annual patient incidence(11.03)found in *** to the available medical case record,472 dengue related deaths were reported during ***:The data from earlier reports in Pakistan described the dengue virus incidence from limited areas of the *** findings are important considering the testing of clinical samples at a larger scale covering patients of vast geographical regions and warrants timely implementation of dengue vector surveillance and control *** registration number:It is an epidemiological research study,so trial registration is not required.

关键词： Dengue Virus epidemiology Pakistan IgM ELISA Vector