Fahmy’s research interests include Energy Economics and Finance, Applied Econometrics, and Climate Finance and Economics. His research agenda focuses on modelling the regime switching behavior of clean energy assets, assessing the rewards of green investments, quantifying the impact of climate risks on financial markets, and measuring investor climate sentiment.
Fahmy’s work has been published in top tier peer-reviewed academic journals in business, economics, and statistics such as Energy Economics, Applied Economics, and the Journal of Statistical Methods and Applications. His papers have been accepted and presented at top domestic and international economic and finance conferences. His work has also been featured in the local media and other news outlets.
Fahmy has taught courses in economics, financial econometrics, corporate finance, business-statistics, and time series analysis at various academic institutions in Canada. He has taught and supervised student research at various MBA and PhD programs. In addition to his academic appointments, Fahmy previously worked as a senior economist at HLB Makary Consulting and at the American Chamber of Commerce.
He is also an active member of the Canadian Sustainable Finance Network
Ph.D. in Economics
MA in Economics
Fahmy, H. (2022). Assessing the carbon footprint of crypto assets: 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.
Fahmy, H. (2022). “Investors’ adaptation to climate change: A temporal portfolio choice model with diminishing climate duration hazard.” In Business Policy Solutions to Climate Change- From Mitigation to Adaptation, edited by Walker, T., McGaughey, J., Goubran, S., and Wagdy, N., Palgrave Macmillan.
Fahmy, H. (2022). The rise in investors’ awareness after the Paris Agreement and the clean energy-oil-technology nexus. Energy Economics, 106(1): 105738.
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
Fahmy, H. (2021). A reappraisal of the Prebisch-Singer hypothesis using wavelets analysis. Journal of Risk and Financial Management, 14(7): 319-334. DOI: https://doi.org/10.3390/jrfm14070319
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: 10.1080/00036846.2020.1813249
Fahmy, H. (2020). Is the sharing economy causing a regime switch in consumption? Journal of Applied Economics, 23(1): 281-298. DOI: 10.1080/15140326.2020.1750121
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: 10.1016/j.jeconbus.2019.105888
Fahmy, H. (2019). Classifying and modeling nonlinearity in commodity prices using Incoterms. The Journal of International Trade and Economic Development, 28(8): 1019-1046. DOI: 10.1080/09638199.2019.1629616
Fahmy, H. (2017). Testing the empirical validity of the adaptive markets hypothesis, Review of Economic Analysis, 9(1): 169-184. https://openjournals.uwaterloo.ca/index.php/rofea/article/view/1440
Fahmy, H. (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: 10.1007/s10260-014-0275-6
Fahmy, H. (2012). Regime Switching in Commodity Prices (thesis). Concordia University, Montreal, Canada. https://spectrum.library.concordia.ca/36071/