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
- Analysis of drastic changes in financial markets
- 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
- ETW1001 - Introduction to Statistical Analysis
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, Econometric Society
20 Oct 2025 → …
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
Hasanov, A. (Primary Chief Investigator (PCI))
1/07/14 → 30/06/16
Project: Research
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Does fossil oil price matter? Market performance of banks in the dual banking system and policy implications
Shaiban, M. S., Li, D., Hasanov, A. S. & Seho, M., 28 Oct 2025, In: Frontiers in Climate. 7, 22 p.Research output: Contribution to journal › Review Article › Research › peer-review
Open Access -
Resilience and performance of Islamic and conventional banks amid oil price uncertainty
Tanin, T. I., Shaiban, M. S. M., Hasanov, A. S. & Brooks, R., Aug 2025, In: Energy Economics. 148, 13 p., 108637.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Structural breaks and GARCH models of exchange rate volatility: re-examination and extension
Hasanov, A. S., Brooks, R., Abrorov, S. & Burkhanov, A. U., Nov 2024, In: Journal of Applied Econometrics. 39, 7, p. 1403-1407 5 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access11 Citations (Scopus) -
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 AccessFile33 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 AccessFile31 Citations (Scopus)
Prizes
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Award of Excellence: The Most Provocative Research Award
Hasanov, A. (Recipient), Ibragimov, R. (Recipient) & Chong, S. K. (Recipient), 20 Oct 2023
Prize: Prize (including medals and awards)
-
Blue Letter for teaching
Hasanov, A. (Recipient), 29 May 2025
Prize: Prize (including medals and awards)
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Blue Letter for teaching
Hasanov, A. (Recipient), 20 May 2024
Prize: Prize (including medals and awards)
-
Blue Letter for teaching
Hasanov, A. (Recipient), 29 May 2025
Prize: Prize (including medals and awards)
-
Activities
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Resources Policy (Journal)
Hasanov, A. (Peer reviewer)
9 Oct 2025Activity: Publication peer-review and editorial work types › Peer review responsibility
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PLoS ONE (Journal)
Hasanov, A. (Peer reviewer)
20 Aug 2025Activity: Publication peer-review and editorial work types › Peer review responsibility
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International Journal of Finance and Economics (Journal)
Hasanov, A. (Peer reviewer)
10 Sept 2025Activity: Publication peer-review and editorial work types › Peer review responsibility
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Renewable Energy (Journal)
Hasanov, A. (Peer reviewer)
1 Feb 2025Activity: Publication peer-review and editorial work types › Peer review responsibility
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Investment Analysts Journal (Journal)
Hasanov, A. (Peer reviewer)
17 Jan 2024Activity: Publication peer-review and editorial work types › Peer review responsibility