Muhammead Naeem

Dr. Muhammead Naeem

Assistant Professor

Faculty of Mathematics & Computer Science

Areas of Research

Financial mathematics,
Financial econometrics
Volatility modeling
Financial time series forecasting

Dr. Muhammad Naeem is an Assistant Professor of Financial Mathematics at the Modern College of Business and Science, Oman. He holds a PhD in Mathematics for economics and Financial Applications at “Sapienza” University of Rome, Italy. MS Degree in Technomathematics at Lappeenranta University of Technology, Finland. He had won the Ph.D. Schools Fellowship of “2010-2011” at “Sapienza” University of Rome. He had been awarded a research assistantship during his MS study in Finland. He had won research funding for visiting Germany, the Netherlands, and Austria. He had been a visiting scholar at the Department of Economics and Statistics at the University of Siena. His research focuses on financial mathematics, financial econometrics, volatility modeling, and financial time series forecasting. He published several research papers in the field of financial econometrics.

Education

PhD in Mathematics for Economics and Financial Applications, Sapienza University of Rome, Rome, Italy – October 2014
Master of Science in Techno-Mathematics-Lappeenranta University of Technology, Finland (August 2008-April 2010)
Master of Science in Applied Mathematics- University of Engineering & Technology, Lahore, Pakistan (August 2004-December 2006).
Bachelor of Science in Mathematics and Physics- University of Punjab, Lahore, Pakistan. (September 2002- April 2004).

Experience Summary

Assistant Professor, Department of Mathematics and Computer Science – Modern College of Business and Science, Muscat Oman (01-01-2023 – till now)
Associate professor (Visiting) – Actuarial sciences department, UDLAP and UDLAP Business School (AACSB), Mexico (09-08-2021 to 22-12-2021)
Associate Professor – Center of Applicable Mathematics and Statistics, University of Central Punjab, Lahore (2021- 2022)
Assistant Professor – Center of Applicable Mathematics and Statistics, University of Central Punjab, Lahore (2015- 2021)
Research Associate – Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome (2010-2014)
Research Assistant – Department of Computational mathematics, LUT university, Finland (2009-2010)
Lecturer – Dept. Mathematics and Statistics, Govt. Islamia College (Boys) -Cantt, Lahore (2007-2008)
Teacher, Mathematics and Physics, National Grammar School, Lahore (2006-2007)

Selected Publications

Ji, H., Naeem, M., Zhang, J., & Tiwari, A. K. (2024). Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. Energy Economics, 136, 107681.
Yang, Z., Naeem, M., Ji, H., Liu, G., Zhu, Y., & Xu, J. (2023). Does China’s stock market react to COVID-19 differently at industry level? Evidence from China.
Economic Research-Ekonomska Istraživanja, 36(2), 2143844. (Q1, Scopus, IF=1.4)
Naeem, M., & Ahmed, S. (2022). Hedging Effectiveness of Currency ETFs Against WTI Crude Oil Price Fluctuations. In Intelligent Systems and Applications in Business and Finance (pp. 189-216). Springer, Cham. (Book Chapter, Scopus)
Ferrouhi, E. M., Kharbouch, O., Aguenaou, S., & Naeem, M. (2021). Calendar anomalies in African stock markets. Cogent Economics & Finance, 9(1). (ABDC “B”, Scopus)
Ain, Q. U., Yuan, X., Javaid, H. M., & Naeem, M. (2021). Board gender diversity and sustainable growth rate: Chinese evidence. Economic Research-Ekonomska Istraživanja, 1-21. (Q1, Scopus, IF=1.4)
Umar, Z., Gubareva, M., Naeem, M., & Akhter, A. (2021). Return and volatility transmission between oil price shocks and agricultural commodities. Plos one, 16(2). (Q1, Scopus)
Naeem, M., Saleem, K., Ahmed, S., Muhammad, N., & Mustafa, F. (2020). Extreme return-volume relationship in cryptocurrencies: Tail dependence analysis. Cogent Economics & Finance, 8(1), 1834175. (ABDC “B”, Scopus)
Rao, M., Khursheed, A., & Naeem, M. (2020). Stock market investor overreaction effect: A pragmatic study on emerging markets. Paradigms, SI (1), 94-103.
Umar, Z., Kenourgios, D., Naeem, M., Abdulrahman, K., & Al Hazaa, S. (2020). The inflation hedging capacity of Islamic and conventional equities. Journal of Economic Studies. (ABDC “B”, Scopus, Q1)
Naeem, M., Umar, Z., Ahmed, S., & Ferrouhi, E. M. (2020). Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach. Physica A: Statistical Mechanics and its Applications, 557. (Q2, Scopus)
Khursheed, A., Naeem, M., Ahmed, S., & Mustafa, F. (2020). Adaptive market hypothesis: An empirical analysis of time–varying market efficiency of cryptocurrencies. Cogent Economics & Finance, 8(1), 1719574. (Scopus, ABDC” B”)
Naeem, M., Tiwari, A. K., Mubashra, S., & Shahbaz, M. (2019). Modeling volatility of precious metals markets by using regime switching GARCH models. Resources Policy, 64, 101497. (Scopus, ABDC” B”, Q1)
Naeem, M., Bouri, E., Boako, G., & Roubaud, D. (2019). Tail dependence in the return-volume of leading cryptocurrencies. Finance Research Letters, 101326. (Scopus, ABDC” A”, Q1)
Naeem, M., Shahbaz, M., Saleem, K., & Mustafa, F. (2019). Risk analysis of high frequency precious metals returns by using long memory model. Resources Policy, 61, 399-409. (Scopus, ABDC” B”, Q1)
Shahbaz, M., Naeem, M., Ahad, M., & Tahir, I. (2018). Is natural resource abundance a stimulus for financial development in the USA? Resources Policy, 55, 223-232. (Scopus, ABDC” B”, Q1)
Naeem, M., Ji, H. and Liseo, B.”Negative Return-Volume Relationship in Asian Stock Markets: Figarch-Copula Approach” Eurasian Journal of Economics and Finance, 2014, vol. 2, issue 2, pages 1-20.

Dr. Muhammead Naeem

Assistant Professor

Education

Experience Summary

Selected Publications

YOUR FUTURE STARTS HERE