I joined Monash University Malaysia in 2013. I obtained my master’s degree at Tashkent Finance Institute, Uzbekistan, in 2003. I earned my PhD at University Putra Malaysia in 2012 under the supervision of Professor Dato’ Dr. Ahmad Zubaidi Baharumshah. Prior to joining Monash University Malaysia, I was a post doctorial researcher at University Putra Malaysia under the supervision of Professor Datin Paduka Dr. Fatimah Mohamed Arshad
My principal research interests lie in the areas of time series analysis and forecasting, applied econometrics, financial volatility modelling, and interrelations in energy and agricultural commodity markets. My research papers have been published in a number of international refereed journals. In addition, I was an invited speaker and presented papers at international conferences. I obtained several international and national competitive research grants. Also, I refereed articles for international journals such as Energy Economics, Economic Modelling, Journal of Applied Statistics, Economic Research, and Sustainability. My more recent specific research investigates the impacts of fossil oil price uncertainty on feedstock edible oil returns by utilizing multivariate conditional heteroskedastic models and volatility impulse response functions.
At Monash University Malaysia, I have taught Financial Econometrics, Applied Econometrics, Survey Methods and Managerial Statistics, and Operations Research. Currently, I am co-supervising three PhD students and supervising two honours students.
Herath, G., Hasanov, A.S. (2017). Climate Change and Threats to Sustainability in South East Asia: Dynamic Modelling Approach for Malaysia. In (Eds) Batabyal, A.A., Nijkamp, P., Regional Growth and Sustainable Development in Asia. Springer International Publishing Switzerland.
Hameed, A.A, Hasanov, A.S., Idris, N., Abdullah, A.M., Arshad, F.M., Shamsudin, M. (2014). Supply and Demand Model for the Malaysian Cocoa Market. In (Eds) Yacob, M.R., Radam, A., Alias,E.F. Quantitative Models for Agricultural Policy Analysis. Universiti Putra Malaysia Press.
Hasanov, A.S., Do, H.X., and Shaiban, M. (2016). Fossil Fuel Price Uncertainty and Feedstock Edible Oil Prices: Evidence from MGARCH-M and VIRF Analysis. Energy Economics, 57, pp. 16-27.
Hasanov, A.S. and Baharumshah, A.Z. (2014). Exchange Rate Risk and Exports: Evidence from a Set of Transition Economies. Problems of Economic Transition, 57(1), pp. 80-101.
Hasanov, A.S. and Shitan, M. (2014). Volatility Model Estimations of Palm Oil Price Returns via Long-Memory, Asymmetric and Heavy-Tailed GARCH Parameterization. Malaysian Journal of Mathematical Sciences, 8(1), pp. 15-34.
Hasanov, A.S. and Shitan, M. (2012). Modeling Inflation Volatility: Evidence from two post-Soviet Economies. International Journal of Statistical Sciences, 12, pp. 9-27.
Conference Presentations and Proceedings
Hasanov, A.S., Ahmad Sidique, S., and Nurul Islam, G. (2016). Mean and Variance Transmissions from Energy to Marine Commodities: Evidence from Causality Analysis Based on a Multivariate GARCH Process. Paper was presented at the Applied Financial Modelling Conference, February 4, 2016, Melbourne, Australia.
Hasanov, A.S. and Shaiban, M. (2015). Volatility Transmission and Volatility Impulse Response Functions in Islamic and Conventional Banks. Paper was presented at the 28th Australasian Finance and Banking Conference 2015, Sydney, Australia.
Hasanov, A.S. (2014). Trade Models with Risk Variables: Econometric Issues and Future Directions. International Statistical Institute, Regional Statistics Conference, ISI-RSC-2014. Sasana Kijang, Kuala-Lumpur, Malaysia, 17-21 November 2014, (Invited Speaker).
Hasanov, A.S. (2013). Multivariate Volatility Models in Finance. International Conference on Management Research and Advances in Accounting, ICMRAA-2013. Puteri Park Hotel, Kuala- Lumpur, Malaysia, 2-4 July 2013, (Invited Speaker)
Hasanov, A.S. and Shitan, M. (2013). Volatility Model Estimations of Palm Oil Price Returns via Long-memory, Asymmetric, and Heavy-tailed GARCH Parameterization. International Conference on Mathematical Sciences and Statistics ICMSS-2013. Putra Sunway Hotel, Kuala-Lumpur, Malaysia, 5-7 February 2013, (Presenter).
Hasanov, A.S., Shitan, M., and Eshkuvatov, Z. (2011). Exchange Rate Risk And Trade Flows: A Gravity Equation Approach. 2nd International Conference on Business and Economic Research. Holiday Villa Beach Resort and Spa, Langkawi Kedah, Malaysia. 14-16 March, 2011, (Presenter).