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, such as Energy Economics, Journal of Applied Econometrics, Energy, International Review of Financial Analysis, and Accounting & Finance. Furthermore, I frequently share my expertise as an invited speaker at various 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, Econometric Reviews, Economic Modelling, Current Issues in Tourism, Journal of Applied Statistics, and many others. 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. They are now part of prestigious universities and prominent international organizations.
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
- ETW3450 - Applied Time Series Econometrics
- ETM5900 - Business 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):
External positions
Member, University of Cambridge
11 Nov 2024 → …
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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Structural breaks and GARCH models of exchange rate volatility: re-examination and extension
Hasanov, A. S., Brooks, R., Abrorov, S. & Burkhanov, A. U., 2024, (Accepted/In press) In: Journal of Applied Econometrics. 5 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks
Hasanov, A. S., Burkhanov, A. U., Usmonov, B., Khajimuratov, N. S. & Khurramova, M. M. Q., 15 Apr 2024, In: Energy. 293, 11 p., 130535.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile13 Citations (Scopus) -
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 AccessFile16 Citations (Scopus) -
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 AccessFile24 Citations (Scopus) -
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
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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Blue Letter for teaching
Hasanov, Akram (Recipient), 20 May 2024
Prize: Prize (including medals and awards)
-
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Outstanding Reviewer Award
Hasanov, Akram (Recipient), 2018
Prize: Prize (including medals and awards)
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Purple Letter for teaching
Hasanov, Akram (Recipient), 11 Apr 2024
Prize: Prize (including medals and awards)
Activities
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International Conference on Stochastic Analysis 2024
Akram Hasanov (Member of programme committee)
21 Oct 2024 → 23 Dec 2024Activity: Participating in or organising an event types › Contribution to conference
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Malaysian Journal of Economic Studies (Journal)
Akram Hasanov (Peer reviewer)
20 Jul 2024Activity: Publication peer-review and editorial work types › Peer review responsibility
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Journal of Risk and Financial Management (Journal)
Akram Hasanov (Peer reviewer)
3 Feb 2024Activity: Publication peer-review and editorial work types › Peer review responsibility
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Financial Markets and Corporate Governance Conference 2024
Akram Hasanov (Speaker)
2 Apr 2024 → 4 Apr 2024Activity: Participating in or organising an event types › Contribution to conference
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Emerging Markets Review (Journal)
Akram Hasanov (Peer reviewer)
11 Jun 2024Activity: Publication peer-review and editorial work types › Peer review responsibility