scispace - formally typeset
H

Huson Joher Ali Ahmed

Researcher at Deakin University

Publications -  36
Citations -  797

Huson Joher Ali Ahmed is an academic researcher from Deakin University. The author has contributed to research in topics: Volatility (finance) & Trading strategy. The author has an hindex of 15, co-authored 34 publications receiving 643 citations. Previous affiliations of Huson Joher Ali Ahmed include Curtin University.

Papers
More filters
Journal ArticleDOI

Do momentum-based trading strategies work in the commodity futures markets?

TL;DR: In this article, the authors examined whether momentum-based trading strategies work in the commodity futures markets and found that short-selling improves commodity performance in both data frequency and sub-sample dependent.
Journal ArticleDOI

Role of oil price shocks on macroeconomic activities : an SVAR approach to the Malaysian economy and monetary responses

TL;DR: In this article, the authors examined the impact of oil price uncertainty on Malaysian macroeconomic activities and monetary responses using a structural VAR (SVAR) model based on monthly data over the period 1986−2009.
Journal ArticleDOI

Is there a pattern in how COVID-19 has affected Australia’s stock returns?

TL;DR: In this paper, the authors mount an investigation on how COVID-19 has impacted the Australian stock market returns and find that COVID has had a dramatic effect on global stock markets.
Journal ArticleDOI

Oil price uncertainty, monetary policy and the macroeconomy: The Canadian perspective

TL;DR: The authors revisited the link between oil price uncertainty and macroeconomy in the context of a net oil exporting country, Canada, and found that higher price uncertainty significantly decreases both output and price levels, resembling an adverse demand shock.
Journal ArticleDOI

The relationship between Asian equity and commodity futures markets

TL;DR: In this article, the spillover effects between Asian equity market volatility and the volatility of the two most dominant commodities, namely, crude oil and gold futures, were investigated in 14 Asian markets.