Akram Shavkatovich Hasanov

5 ta ish

Department of Econometrics and Business Statistics, School of Business, Monash University Malaysia Campus, Malaysia

1. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks

   Akram Shavkatovich Hasanov, Aktam U. Burkhanov, Bunyod Usmonov +2

   MaqolaMarket Dynamics and VolatilityEnergy202433 iqtibos

   ABIABI:AkademIndex/openalex/2024.article.000072

2. Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension

   Akram Shavkatovich Hasanov, Robert C. Brooks, Sirojiddin Abrorov +1

   MaqolaMonetary Policy and Economic ImpactJournal of Applied Econometrics202411 iqtibos

   ABIABI:AkademIndex/openalex/2024.article.000586

3. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

   Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

   BobFinancial Risk and Volatility ModelingContributions to economics20223 iqtibos

   ABIABI:AkademIndex/openalex/2026.other.329465

4. Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach

   Sanggetha V P Vellachami, Akram Shavkatovich Hasanov, Robert C. Brooks

   MaqolaMarket Dynamics and VolatilityInternational Review of Financial Analysis20230 iqtibos

   ABIABI:AkademIndex/openalex/2023.article.000138

5. Forecasting Volatility in the Renewable  Energy Markets Under Structural Breaks

   Akram Shavkatovich Hasanov, Kongratbay Sharipov, Nizomjon Shukurullaevich Khajimuratov +2

   PreprintMarket Dynamics and VolatilitySSRN Electronic Journal20230 iqtibos

   ABIABI:AkademIndex/openalex/2023.preprint.000107