Profile

Hany Fahmy

Sobey School of Business
Economics

Assistant Professor
Office: SB343
Email: hany.fahmy@smu.ca

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.

Related

(Google Scholar link: https://scholar.google.ca/citations?user=bDwunDgAAAAJ&hl=en )

  1. Fahmy, H. (In press). Canadian climate transition policy risk and the performance of green vs brown stocks, Canadian Public Policy.
  2. 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.
  3. Fahmy, H. (2025). A stochastic model for predicting the response time of green vs brown stocks to climate change news risk. Journal of Banking and Finance, 107507.

DOI:  https://doi.org/10.1016/j.jbankfin.2025.107507

  1. Fahmy, H. (2025). Empty pledges and powerless conventions: How transition climate risks are disrupting financial markets? International Review of Financial Analysis, 105, 104384.

DOI: https://doi.org/10.1016/j.irfa.2025.104384

  1. 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 

  1. 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        

  1. 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

  1. 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

  1. 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

  1. 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

  1. 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

  1. 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

  1. 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

  1. Fahmy, H. (2020). Is the sharing economy causing a regime switch in consumption? Applied Economics, 23(1): 281-298.

DOI: https://doi.org/10.1080/15140326.2020.1750121

  1. 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

  1. Fahmy, (2019). Classifying and modeling nonlinearity in commodity prices using Incoterms. The Journal of International Trade and Economic Development, 28(8): 1019-1046.

DOI: https://doi.org/10.1080/09638199.2019.1629616

  1. Fahmy, (2017). Testing the empirical validity of the adaptive markets hypothesis, Review of Economic Analysis, 9(1): 169-184.

DOI: https://openjournals.uwaterloo.ca/index.php/rofea/article/view/1440

  1. Fahmy, (2014). Modeling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables. Journal of Statistical Methods and Applications, 23(4): 577-600.

DOI: https://doi.org/10.1007/s10260-014-0275-6

  1. Fahmy, (2012). Regime Switching in Commodity Prices (thesis). Concordia University, Montreal, Canada.

DOI: 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. 

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