Haslifah Hasim

Role
Associate Professor
Section
School of Mathematical & Computer Sciences
Email
Research

Haslifah Hasim's research covers various topics in the fields of actuarial science, mathematical finance, statistical analysis, and quantitative risk management. In recent years, his research interests have centred upon issues related to Islamic finance, takaful, and microfinance.

Haslifah has an interdisciplinary research profile reflected in his publications in leading international journals such as Quantitative Finance, PloS One, Resources Policy, International Economics, Law, Probability and Risk, Finance Research Letters, the North American Journal of Economics and Finance, and the Journal of Islamic Accounting and Business Research.

He has also supervised a number of PhD students in the area of actuarial science, applied mathematics, and applied statistics.
Publications

N Hamdan, HM Hasim, H Dai (2020). Road accidents severity in Great Britain: an application of multinomial logistic regression with random effects using Bayesian approach (forthcoming)

XW Yeap, HH Lean, MG Sampid, HM Hasim (2020). Dependence structure and portfolio risk of Malaysia’s foreign exchange rates: Bayesian GARCH-EVT-copula model (forthcoming)

MH Hazny, HM Hasim, AY Yusof (2020), Mathematical modelling of a shariah-compliant capital asset pricing model. Journal of Islamic Accounting and Business Research, 11(1), 90-109. 

AK Tiwari, M Shahbaz, HM Hasim, MM Elheddad (2019). Analysing the spillover of inflation in selected Euro-area countries. Journal of Quantitative Economics, 17, 551–577. 

MG Sampid, HM Hasim (2019). Forecasting robust value-at-risk estimates: evidence from UK banks. Quantitative Finance, 1-21. 

NSA Aziz, S Vrontos, HM Hasim (2019). Evaluation of multivariate GARCH models in an optimal asset allocation framework. The North American Journal of Economics & Finance, 47, 568-596.

D Das, SB Kumar, AK Tiwari, M Shahbaz, HM Hasim (2018). On the relationship of gold, crude oil, stocks with financial stress: a causality-in-quantiles approach. Finance Research Letters, 27, 169-174.

YK Goh, HM Hasim, CG Antonopoulos (2018). Inference of financial networks using the normalised mutual information rate. PloS One, 13(2), e0192160. 

MG Sampid, HM Hasim (2018). Estimating value-at-risk using a multivariate copula-based volatility model: evidence from European banks. International Economics, 156, 175-192. 

S Gupta, D Das, HM Hasim, AK Tiwari (2018). The dynamic relationship between stock returns and trading volume revisited: a MODWT-VAR approach. Finance Research Letters, 27, 91-98.

HM Hasim, N Al-Mawali, D Das (2018). Bilateral intra-industry trade flows and intellectual property rights protections: further evidence from the United Kingdom. The Journal of International Trade & Economic Development, 27 (4), 431-442. 

V Bhatia, D Das, AK Tiwari, M Shahbaz, HM Hasim (2018). Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. Resources Policy, 55, 244-252. 

MG Sampid, HM Hasim, H Dai (2018). Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model. PloS One, 13(6), e0198753. 

N Al-Mawali, HM Hasim, K Al-Busaidi (2016). Modelling the impact of the oil sector on the economy of Sultanate of Oman. International Journal of Energy Economics & Policy, 6 (1), 120-127..

HM Hasim (2015). The development of an actuarial approach to calculate dam-ages for loss of future earnings. Law, Probability and Risk, 15(2), 95–106. 

HM Hasim (2014). Sains aktuari: dari aktuarius ke aktuari, Kuala Lumpur: Dewan Bahasa dan Pustaka. ISBN: 9789834616212