Projects per year
Personal profile
Biography
My focus in research lies in time series analysis, forecasting applied econometrics and financial volatility modelling. I have successfully contributed to these fields by publishing research papers in various peer-reviewed journals. Furthermore, I shared my expertise as an invited speaker at several international conferences and workshops. My dedication to advancing knowledge is evident through acquiring multiple competitive research grants on both international and national levels. Additionally, I have served as a referee for esteemed international journals such as Energy, Energy Economics, Economic Modelling, Current Issues in Tourism, Pacific Basin Finance Journal, and the Journal of Applied Statistics. In our recent research, we have explored assessing the volatility forecasting performance of various conditionally heteroskedastic models. This investigation focuses explicitly on the energy, renewable energy, and biofuel feedstock markets and addresses the impact of structural breaks. Within the academic realm at Monash University, I have taught Financial Econometrics, Forecasting Principles, Applied Econometrics, Survey Methods and Managerial Statistics, and Business Analytics Methods. I have supervised several PhD and Honors students, further contributing to the academic community at Monash and beyond.
Research interests
- Time series analysis and forecasting
- Volatility modelling and spillover analysis
- Heavy tail analysis
- Applied macro econometrics
Monash teaching commitment
- ETW3481 - Econometric Methods for Finance
- ETW2440 - Business Modelling and Analytics Methods
- ETW3510 - Applied Econometric Methods
- ETW3420 - Principles of forecasting and applications
- ETW2420 - Survey Methods and Managerial Statistics
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- energy markets
- information transmission
- financial forecasting
- heavy-tailness
- financial modelling
Collaborations and top research areas from the last five years
Projects
- 1 Finished
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Forecasting Malaysian Agricultural Commodity Price, Returns and Volatility: Evidence from Asymmetric GARCH-class of Models
1/07/14 → 30/06/16
Project: Research
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Risk transmission from the energy markets to the carbon market: evidence from the recursive window approach
Vellachami, S., Hasanov, A. S. & Brooks, R., Oct 2023, In: International Review of Financial Analysis. 89, 13 p., 102715.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, N. F. L., Hasanov, A. S., Poon, W. C. & Bouri, E., Apr 2023, In: Energy Economics. 120, 17 p., 106605.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Product market fluidity and religious constraints: evidence from the US market
Anwer, Z., Mohamad, S., Azmi, W. & Shavkatovich Hasanov, A., Apr 2022, In: Accounting & Finance. 62, S1, p. 1761-1817 57 p.Research output: Contribution to journal › Article › Research › peer-review
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Return and volatility spillovers between fossil oil and seafood commodity markets
Hasanov, A. S., Mensi, W. & Oskenbayev, Y., 2022, Energy-Growth Nexus in an Era of Globalization. Shahbaz, M., Tiwari, A. K. & Sinha, A. (eds.). 1st ed. Amsterdam Netherlands: Elsevier, p. 87-104 18 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review
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Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries
Tanin, T. I., Hasanov, A. S., Shaiban, M. S. M. & Brooks, R., Nov 2022, In: Energy Economics. 115, 17 p., 106389.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus)
Prizes
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Award of Excellence: The Most Provocative Research Award
Hasanov, Akram (Recipient), Ibragimov, Rustam (Recipient) & Chong, Shwen Kitt (Recipient), 20 Oct 2023
Prize: Prize (including medals and awards)
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Research Excellence Award (Best Supervisor category)
Hasanov, Akram (Recipient), 2022
Prize: Prize (including medals and awards)
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Research Excellence Award (ECR category)
Hasanov, Akram (Recipient), 2021
Prize: Prize (including medals and awards)
Activities
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Journal of the Asia Pacific Economy (Journal)
Akram Hasanov (Peer reviewer)
28 Aug 2023Activity: Publication peer-review and editorial work types › Peer review responsibility
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The 25th Malaysian Finance Association International Conference 2023 (MFAIC2023)
Akram Hasanov (Speaker)
18 Oct 2023 → 20 Oct 2023Activity: Participating in or organising an event types › Contribution to conference
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Pacific Basin Finance Journal (Journal)
Akram Hasanov (Peer reviewer)
25 Aug 2023Activity: Publication peer-review and editorial work types › Peer review responsibility
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3rd International Conference on Econometrics and Business Analytics (iCEBA)
Akram Hasanov (Organiser)
28 Sept 2023 → 1 Oct 2023Activity: Participating in or organising an event types › Contribution to conference
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Randomised and automated e-learning practice activities
Akram Hasanov (Speaker)
27 Jun 2023Activity: Participating in or organising an event types › Contribution to workshop, seminar, course