A5062754773- Market Dynamics and Volatility
- Energy, Environment, Economic Growth
- Complex Systems and Time Series Analysis
- Infrastructure Resilience and Vulnerability Analysis
- Energy and Environment Impacts
- Hybrid Renewable Energy Systems
- Monetary Policy and Economic Impact
- Sustainability and Ecological Systems Analysis
- Global Energy Security and Policy
- Disaster Management and Resilience
- Financial Markets and Investment Strategies
- Global Energy and Sustainability Research
- Water Systems and Optimization
- Sustainable Finance and Green Bonds
- Urban Stormwater Management Solutions
- Ecosystem dynamics and resilience
- Water-Energy-Food Nexus Studies
- COVID-19 Pandemic Impacts
- Complex Network Analysis Techniques
- Sustainability and Climate Change Governance
- Membrane Separation Technologies
- Atmospheric and Environmental Gas Dynamics
- Traffic control and management
- Solar Radiation and Photovoltaics
- Cavitation Phenomena in Pumps
Oak Ridge National Laboratory
2023-2025
Institute of Business Leadership
2022-2024
Arizona State University
2020-2022
University of Illinois Chicago
2015-2018
Pakistan Institute of Engineering and Applied Sciences
2003-2008
This study examines the predictive power of oil shocks for green bond markets. In line with this aim, we investigated extent to which could be used accurately make in- and out-of-sample forecasts returns. Three striking findings emanated from our results: First, three types shock are reliable predictors indices. Second, performances models were consistent across different forecasting horizons (i.e. H = 1 24). Third, sensitive classifying dataset into pre-COVID COVID eras. For instance,...
With the current proliferation of data, proficient use statistical and mining techniques offer substantial benefits to capture useful information from any dataset. As numerous approaches make theory concepts, here, we discuss how Fisher (FI) can be applied sustainability science problems used in data applications by analysing patterns data. FI was developed as a measure content it has been adapted assess order complex system behaviour. The main advantage approach is ability collapse multiple...
Abstract The capacities of our infrastructure systems to respond volatile, uncertain, and increasingly complex environments are recognized as vital for resilience. Pervasive across literature discourse the concepts centralized, decentralized, distributed systems, there appears be growing interest in how these configurations support or hinder adaptive transformative towards There does not appear a concerted effort align used, what different mean systems. This is problematic because structured...
In this paper, we examine the presence of spillover among regional energy markets in Asia, Europe, North America, Pacific region, and South America from January 2, 1995 to May 27, 2021. We report heterogeneous results for between markets. Our work separately highlights negative positive returns across sampled also a significant increase during different crisis periods, supporting contagion phenomena. Finally, asymmetry short- long-run normal periods. carry implications investments under...
The COVID-19 pandemic has shocked infrastructure systems in unanticipated ways. Seemingly the course of weeks, our demands for many basic and critical services have radically shifted. With expected long-term effects (i.e., years), is going to profound impacts on every facet systems, will shock these very differently than hazards that we often focus on, such as extreme events, disrepair, terrorist attacks. At beginning this pandemic, managers are scrambling respond changes demand, understand...
This paper scrutinizes the effect of Twitter-based sentiment on US sectoral returns using data from between 21 June 2010 and 13 April 2020. We apply causality in quantiles as a non-parametric measure, followed by rolling window wavelet correlation. The former measures manifestation directed towards returns, whereas latter correlation across decomposed series that correspond to different time horizons. Our results highlight symmetric changes vary sectors. healthcare, communications,...
Summary Water is essential to life, and tracking trends in the withdrawal of water paramount if we aspire become more sustainable. Traditional statistical indicators, such as mean standard deviation, are useful track these trends, but they can sometimes fail capture relevant nontrivial properties. In this work, first highlight limits traditional tools then offer a new network approach study withdrawals. Public supply data from U.S. Geological Survey (USGS) for years 1985, 1990, 1995, 2005...
We introduce and develop a new network-based binless methodology to perform frequency analyses produce histograms. In contrast with traditional analysis techniques that use fixed intervals bin values, we place range ±ζ around each individual value in data set count the number of values within range, which allows us compare every single one another. essence, is identical construction network, where two are connected if they lie given (±ζ). The highest degree (i.e., most connections) therefore...
We examine the predictive power of US investor sentiments on sectoral returns and aggregated S&P 500 index in presence different risk uncertainty indices. Investor are measured using sentiment proposed by Baker Wurgler (2006). also use bearish bullish indices i.e., AAII indices, published American association individual investors. economic policy uncertainty, financial geopolitical risk, equity market volatility. Results baseline model (i.e., single where only predictor is index) show that...