Zaghum Umar

Associate Professor
AUH Campus

  • Phd (Finance) 2009 - 2013

    Faculty of Economics and Business, University of Groningen, The Netherlands.

  • M.Sc (Financial Engineering & Management) 2007 - 2009

    University of Twente, The Netherlands

  • Empirical Finance, Islamic Finance, Energy Finance, Portfolio Choice, Investor Sentiment

  • Associate Professor Aug. 2019 – Current

  • Assistant Dean Student Affairs Aug. 2019 – Jul. 2020

  • Zayed University, Abu Dhabi, UAE

    Assistant Professor, Mar. 2014 - Aug. 2017

  • Lahore University of Management Sciences (LUMS) Lahore, Pakistan

  • Manager - Credit Appraisal Credit Division, Head Office, Askari Bank Limited, Rawalpindi, Pakistan

  • “Oil Shocks and Equity Markets: The Case of GCC and BRICS Economies”. With Nader Trablesi and Adam Zaremba. Energy Economics. (2021) 96-105155. (ABDC rank – A* /ABS 3)

  • “Oil price shocks and the return and volatility spillover between industrial and precious metals”. With Francisco Jareño, Ana Escribano. Energy Economics. (2021) 99-105291. (ABDC rank – A*/ABS 3)

  • “Static and dynamic connectedness between oil price shocks and Spanish equities: A sector analysis”. With Francisco Jareno and Ana María Escribano López. The European Journal of Finance. (2021) (ABDC rank – A/ABS 3)

  • “Return and Volatility Connectedness of Chinese Onshore, Offshore and Forward Exchange Rates”. With Yanping Zhao and Xuan Vinh Vo. Journal of Futures Markets. (2021) (ABDC rank – A/ABS 3)

  • “The impact of COVID-19 related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies”. With Francisco Jareño and Maria Gonzalez.   Technological Forecasting & Social Change. (2021) (ABDC rank – A/ABS 3)

  • “Strategic asset allocation and the demand for real estate: International evidence”. With Dennis Olson. Empirical Economics (2021). (ABDC rank – A

  • “Emerging market debt and the Covid-19 pandemic: A time-frequency analysis of spreads and total returns dynamics”. With Mariya Gubareva. International Journal of Finance and Economics. (Accepted 2020) (ABS 3)

  • "The demand for Euro-Zone stocks and bonds in multi-period time varying framework" With Choudhry Tanveer Shahzad and Aristeidis Samitas The European Journal of Finance. (2019) 25:11, 994–1011. (ABDC rank – A/ABS 3)

  • “Dynamic connectedness of oil price shocks and exchange rates”. With Farooq Malik. Energy Economics. (2019) 94 (ABDC rank – A*/ ABS 3)

  • “Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data”. With Adam Zaremba and Mateusz Mikutowski. Economics Letters. (2019) 181, 90-94 (ABDC rank – A/ ABS 3)

  • Listed 1st ranked researcher in Western Asia region and 16th ranked worldwide as per p-ranking website for the year 2020.

  • Exceptional Faculty award at Zayed University.

  • Research Cluster Grant 2at ZU (AED 500,000).

  • Excellence in research award at LUMS.

  • FIN631 International Finance and Banking (MS-Finance) - Fall 2021

  • FIN638 Islamic Finance Principles - Spring 2020/ 2019

  • FIN631 International Finance and Banking (EMBA) - Spring 2020

  • FIN659 Financial Markets - Spring 2020