My field of specialization is Time Series Analysis and Financial Econometrics. I am also interested in research areas at the intersection of climate finance, clean energy, ESG matters, portfolio theory, and behavioral economics. My work has been published in top tier academic journals in the fields of Economics, Statistics, and Finance. I mainly teach econometrics and statistics both at the undergraduate and graduate levels.
1. Fahmy, H. (Forthcoming). On the decoupling of the clean energy sector from traditional energy sources: A sub-sectoral analysis of the clean energy-oil-technology prices nexus. In Encyclopedia of Monetary Policy, Financial Markets, and Banking, edited by Apergis, N., Elsevier.
2. Fahmy, H. (2024), “Empty Pledges and Powerless Conventions: Daily Climate Attention Mention Volume Indexes (MVIs) Data from Twitter. Mendeley Data, V1, DOI: 10.17632/j6mmn4jdct.1
3. Fahmy, H. (with Nicholas Apergis). (2024). Geopolitical risk and energy price crash risk, Energy Economics, 140: 107975. DOI: https://doi.org/10.1016/j.eneco.2024.107975
4. Fahmy, H. (2024). On measuring climate risks using attention search and testing the clean energy-climate hypothesis. Applied Economics, 1-16. DOI: https://doi.org/10.1080/00036846.2024.2382387
5. Fahmy, H. (2023). Climate risks and the clean energy-oil-technology-climate nexus. In Encyclopedia of Monetary Policy, Financial Markets, and Banking, edited by Apergis, N., Elsevier. DOI: https://doi.org/10.1016/B978-0-44-313776-1.00051-9
6. Fahmy, H. (2023). Satiation, habit formation, and other temporal anomalies: Extending the choice theory to multiple neighborhoods of time. Quarterly Review of Economics and Finance, 89(1): 163-173. DOI: https://doi.org/10.1016/j.qref.2023.03.006
7. Fahmy, H. (2022). Assessing the carbon footprint of cryptoassets: Evidence from a bivariate VAR model. In Big Data in Finance – Opportunities and Challenges of Financial Digitalization, edited by Walker, T., Davis, F., and Schwartz, T. Palgrave Macmillan, Cham. DOI: https://doi.org/10.1007/978-3-031-12240-8_11
8. Fahmy H. (2022). Investors’ Adaptation to Climate Change: A Temporal Portfolio Choice Model with Diminishing Climate Duration Hazard. In: Walker T., Wendt S., Goubran S., Schwartz T. (eds) Business and Policy Solutions to Climate Change. Palgrave Studies in Sustainable Business in Association with Future Earth. Palgrave Macmillan, Cham. DOI: https://doi.org/10.1007/978-3-030-86803-1_11
9. Fahmy, H. (2022). The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology nexus. Energy Economics, 106(1): 105738. DOI: https://doi.org/10.1016/j.eneco.2021.105738
10. Fahmy, H. (2022). Clean energy deserves to be an asset class: A volatility-reward analysis. Economic Modelling, 106(1): 105696. DOI: https://doi.org/10.1016/j.econmod.2021.105696
11. Fahmy, H. (2021). How technological emergence, saturation, and rejuvenation are re-shaping the e-commerce landscape and disrupting consumption? A time series analysis. Applied Economics, 53(6): 742-759. DOI: https://doi.org/10.1080/00036846.2020.1813249
12. Fahmy, H. (2020). Is the sharing economy causing a regime switch in consumption? Journal of Applied Economics, 23(1): 281-298. DOI: https://doi.org/10.1080/15140326.2020.1750121
13. Fahmy, H. (2020). Mean-variance-time: An extension of Markowitz’s mean-variance portfolio theory. Journal of Economics and Business, 109(1): 1-13. DOI: https://doi.org/10.1016/j.jeconbus.2019.105888
14. Fahmy, H. (2019). Classifying and modeling nonlinearity in commodity prices using Incoterms. The Journalof International Trade and Economic Development, 28(8): 1019-1046.DOI: https://doi.org/10.1080/09638199.2019.1629616
15. Fahmy, H. (2017). Testing the empirical validity of the adaptive markets hypothesis, Review ofEconomic Analysis, 9(1): 169-184. DOI: https://openjournals.uwaterloo.ca/index.php/rofea/article/view/1440
16. Fahmy, H. (2014). Modeling nonlinearities in commodity prices using smooth transition regression modelswith exogenous transition variables. Journal of Statistical Methods and Applications, 23(4): 577-600. DOI: https://doi.org/10.1007/s10260-014-0275-6
17. Fahmy, H. (2012). Regime Switching in Commodity Prices (thesis). Concordia University,Montreal, Canada. https://spectrum.library.concordia.ca/id/eprint/36071
PhD in Economics (2012), Concordia University, Montreal, Quebec, Canada.
MA in Economics (2006), The American University in Cairo, Egypt.