معرفی
Haslifah Hasim is an Associate Professor at the School of Mathematical and Computer Sciences, Heriot-Watt University. Her research focuses on financial risk management, Islamic finance integration into quantitative models, and Bayesian econometric methodologies. She has contributed to the development of asset pricing frameworks compliant with Shariah principles, as well as advanced risk assessment techniques for banking and commodity markets. Her work combines theoretical econometrics with practical applications in global trade dynamics and financial stability analysis.
Research interests include Value at Risk (VaR) modeling, copula-based volatility analysis, and the application of Markov switching models to study economic contagion effects. She has explored the interplay between oil prices, precious metals, and financial stress indicators, with recent studies examining the impact of the COVID-19 pandemic on oil markets.
Her publications analyze portfolio risk in Malaysia's foreign exchange markets, Oman's trade potential with Indian Ocean Rim countries, and the efficacy of multivariate GARCH models in asset allocation. Methodologically, she employs Bayesian estimation, extreme value theory, and network analysis to uncover dependencies in financial systems.
