Assoc. Prof. Dr. Baharom Abdul Hamid
Qualification:Ph.D.in Economics, Universiti Putra Malaysia (UPM), Malaysia. (2012)
Fields/Area of Specialization:Applied Macroeconomics, with strong interest in Economics of Crime;Natural Disaster;Military Expenditure;
Prof. Baharom A. Hamid graduated with a PhD (Economics) from Universiti Putra Malaysia in 2012. He is an active researcher focusing on applied macro studies on non-niche economic areas and new horizons of research in applied economics, with strong interest in Economics of Crime, Natural Disaster and Military Expenditure. He is currently the Director for Research Management Centre (RMC).

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Top Country : Malaysia

Showing results 1 to 10 of 97
  • world rice price volatility_baharom.pdf.jpg
  • Chapter in Book


  • Authors: Abdul Hamid, Baharom; Radam, Alias; Habibullah, Muzafar Shah (2009)

  • The world price of rice in 2008 reached its highest record last May but declined in August in the same year. The storm clearly caused a global panic about a rice shortage, which led several producing countries including India, Vietnam and Egypt to bar rice exports. Can we get past 2008 hangover safely, or is there another storm brewing. Rising prices and a growing fear of scarcity have prompted some of the world's largest price producers to announce drastic limits on the amount of rice they export. The price of rice, a staple in the diets of nearly half the world's population has almost doubled on international markets in the last three months.

  • item.jpg
  • Academic Proceeding


  • Authors: V. Rasiah, R. Ratneswary; Thuraisingam, Ambikai S.; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2014)

  • The paper "Unemployment, economic development and happiness: a cross-sectional study" presented 6th International Borneo Business Conference (IBBC) 2014, Kuching, Sarawak, Malaysia.

  • trade_sustainability_forestry_domain_case_malaysia_baharom.pdf.jpg
  • Journal Article


  • Authors: Alias, Emmy Farha; Abdul Hamid, Baharom; Radam, Alias; Ismail, Illisriyani (2009-12-01)

  • This study was undertaken to explore the relationship between export and import, in the category of Forestry domain for Malaysia, which includes sub domain (1) industrial roundwood; (2) wood pulp; (3) wood fuel; (4) paper and paper board; (5) sawn wood; (6) recovered paper and (7) wood base panel. Johansen (1991) cointegration method was employed and the period of the study covers annual data from 1961 to 2007. The results clearly show that the export and import of forestry domain is highly cointegrated. This shows trade is indeed sustainable in the domain of forestry and a sign of good trade policies adapted and implemented by the relevant authorities Bi-directional granger causality...

  • time_series_analysis_impact_consumption_energy_use_environmental_degradation_evidence_malaysia_baharom.pdf.jpg
  • Journal Article


  • Authors: V. Rasiah, R. Ratneswary; Abdul Hamid, Baharom; Ow, Wilson Chee Seong; Habibullah, Muzafar Shah (2015)

  • The purpose of this study is to explore the long-run relationships and short-run dynamic interactions between environmental degradation (proxied by carbon dioxide, CO2 and the independent variables of consumption (proxied by income level or gross domestic product, GDP per capita) and energy use in Malaysia over the period 1971 to 2008, using time-series analysis. The multivariate cointegration methodology is applied in this study to establish the possible causal relations between the variables concerned. The cointegration test and the vector error correction model display the evidence of a positive long-run relationship between consumption and environmental degradation while energy us...

  • volatility_Thai_rice_price_baharom.pdf.jpg
  • Industry Article


  • Authors: Abdul Hamid, Baharom; Radam, Alias; Habibullah, Muzafar Shah; Mohd Tahir, Hirnissa (2009)

  • This study was conducted to explore the varying volatility of world rice price for the period 1961 to 2008 using monthly data. The paper provides estimates of two GARCH models, namely, GARCH and EGARCH which were used to capture the stochastic variation and asymmetries in the world rice price. The results indicate that EGARCH model gives better estimate of the volatility of world rice price. Furthermore the EGARCH model was able to describe the asymmetric volatility in the world price of rice. It was further discovered that the positive shocks (good news) is more dominant than the negative shock (bad news).

  • role_gold_financial_investment_malaysian_perspectives_mansor_baharom.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Abdul Hamid, Baharom (2011)

  • The paper assesses whether gold investment provides diversification, hedge, or safe haven benefit for the case of Malaysia using daily data from August 2001 to March 2010. The results indicate that at best gold serves as a diversification asset for Malaysian investors. In the analysis, we also find changing investment role of gold in recent years marked by global financial market uncertainties. The hedge and safe haven properties of gold investment documented in the initial sub-sample have been degraded to only diversification property. Moreover, the extreme market conditions tend to weaken the role of gold as a diversification asset in financial portfolio formation.

  • item.jpg
  • Academic Proceeding


  • Authors: V. Rasiah, R. Ratneswary; Habibullah, Muzafar Shah; Abdul Hamid, Baharom (2015)

  • This study examines the long-run relationships and short-run dynamic interactions between stock returns and its determinants comprising of GDP per capita, inflation and happiness, over the period 1973 to 2012. The study applies the dynamic heterogenous panel estimation techniques of Mean Group (MG), Pooled Mean Group (PMG) and the Dynamic Fixed Effects (DFE) to analyse a set of macro panel data on selected OECD countries to establish the possible causal relations between these variables. The results of this study show evidence that income has a favourable impact on the stock market, while inflation dampens stock returns. Interestingly, the study also revealed that happiness is not sig...

  • impact_exchange_rate_tomato_trade_evidence_malaysia_baharom.pdf.jpg
  • Journal Article


  • Authors: Alias, Emmy Farha; Abdul Hamid, Baharom; Ismail, Illisriyani; Radam, Alias (2012)

  • Economists recognized that exchange rate have a significant impact on trade. In this study we employed the Autoregressive Distributed Lag (ARDL) bounds testing procedure to analyze the impact of exchange rate on tomato’s export and import for Malaysia. The period of study covers 1997-2007 using quarterly data. Real Effective Exchange Rate (REER) was used rather than conventional exchange rate since this study covers the trade between Malaysia and the rest of the world. Our results indicate that both the export and import of tomatoes exhibit significant long-run relationships with REER. Causal effects in both cases are bidirectional. However, while the sign is economically correct for ...

Assoc. Prof. Dr. Baharom Abdul Hamid
author picture
Qualification: Ph.D.in Economics, Universiti Putra Malaysia (UPM), Malaysia. (2012)
Fields/Area of Specialization: Applied Macroeconomics, with strong interest in Economics of Crime;Natural Disaster;Military Expenditure;
Prof. Baharom A. Hamid graduated with a PhD (Economics) from Universiti Putra Malaysia in 2012. He is an active researcher focusing on applied macro studies on non-niche economic areas and new horizons of research in applied economics, with strong interest in Economics of Crime, Natural Disaster and Military Expenditure. He is currently the Director for Research Management Centre (RMC).
Showing results 1 to 10 of 97
  • world rice price volatility_baharom.pdf.jpg
  • Chapter in Book


  • Authors: Abdul Hamid, Baharom; Radam, Alias; Habibullah, Muzafar Shah (2009)

  • The world price of rice in 2008 reached its highest record last May but declined in August in the same year. The storm clearly caused a global panic about a rice shortage, which led several producing countries including India, Vietnam and Egypt to bar rice exports. Can we get past 2008 hangover safely, or is there another storm brewing. Rising prices and a growing fear of scarcity have prompted some of the world's largest price producers to announce drastic limits on the amount of rice they export. The price of rice, a staple in the diets of nearly half the world's population has almost doubled on international markets in the last three months.

  • item.jpg
  • Academic Proceeding


  • Authors: V. Rasiah, R. Ratneswary; Thuraisingam, Ambikai S.; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2014)

  • The paper "Unemployment, economic development and happiness: a cross-sectional study" presented 6th International Borneo Business Conference (IBBC) 2014, Kuching, Sarawak, Malaysia.

  • trade_sustainability_forestry_domain_case_malaysia_baharom.pdf.jpg
  • Journal Article


  • Authors: Alias, Emmy Farha; Abdul Hamid, Baharom; Radam, Alias; Ismail, Illisriyani (2009-12-01)

  • This study was undertaken to explore the relationship between export and import, in the category of Forestry domain for Malaysia, which includes sub domain (1) industrial roundwood; (2) wood pulp; (3) wood fuel; (4) paper and paper board; (5) sawn wood; (6) recovered paper and (7) wood base panel. Johansen (1991) cointegration method was employed and the period of the study covers annual data from 1961 to 2007. The results clearly show that the export and import of forestry domain is highly cointegrated. This shows trade is indeed sustainable in the domain of forestry and a sign of good trade policies adapted and implemented by the relevant authorities Bi-directional granger causality...

  • time_series_analysis_impact_consumption_energy_use_environmental_degradation_evidence_malaysia_baharom.pdf.jpg
  • Journal Article


  • Authors: V. Rasiah, R. Ratneswary; Abdul Hamid, Baharom; Ow, Wilson Chee Seong; Habibullah, Muzafar Shah (2015)

  • The purpose of this study is to explore the long-run relationships and short-run dynamic interactions between environmental degradation (proxied by carbon dioxide, CO2 and the independent variables of consumption (proxied by income level or gross domestic product, GDP per capita) and energy use in Malaysia over the period 1971 to 2008, using time-series analysis. The multivariate cointegration methodology is applied in this study to establish the possible causal relations between the variables concerned. The cointegration test and the vector error correction model display the evidence of a positive long-run relationship between consumption and environmental degradation while energy us...

  • volatility_Thai_rice_price_baharom.pdf.jpg
  • Industry Article


  • Authors: Abdul Hamid, Baharom; Radam, Alias; Habibullah, Muzafar Shah; Mohd Tahir, Hirnissa (2009)

  • This study was conducted to explore the varying volatility of world rice price for the period 1961 to 2008 using monthly data. The paper provides estimates of two GARCH models, namely, GARCH and EGARCH which were used to capture the stochastic variation and asymmetries in the world rice price. The results indicate that EGARCH model gives better estimate of the volatility of world rice price. Furthermore the EGARCH model was able to describe the asymmetric volatility in the world price of rice. It was further discovered that the positive shocks (good news) is more dominant than the negative shock (bad news).

  • role_gold_financial_investment_malaysian_perspectives_mansor_baharom.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Abdul Hamid, Baharom (2011)

  • The paper assesses whether gold investment provides diversification, hedge, or safe haven benefit for the case of Malaysia using daily data from August 2001 to March 2010. The results indicate that at best gold serves as a diversification asset for Malaysian investors. In the analysis, we also find changing investment role of gold in recent years marked by global financial market uncertainties. The hedge and safe haven properties of gold investment documented in the initial sub-sample have been degraded to only diversification property. Moreover, the extreme market conditions tend to weaken the role of gold as a diversification asset in financial portfolio formation.

  • item.jpg
  • Academic Proceeding


  • Authors: V. Rasiah, R. Ratneswary; Habibullah, Muzafar Shah; Abdul Hamid, Baharom (2015)

  • This study examines the long-run relationships and short-run dynamic interactions between stock returns and its determinants comprising of GDP per capita, inflation and happiness, over the period 1973 to 2012. The study applies the dynamic heterogenous panel estimation techniques of Mean Group (MG), Pooled Mean Group (PMG) and the Dynamic Fixed Effects (DFE) to analyse a set of macro panel data on selected OECD countries to establish the possible causal relations between these variables. The results of this study show evidence that income has a favourable impact on the stock market, while inflation dampens stock returns. Interestingly, the study also revealed that happiness is not sig...

  • impact_exchange_rate_tomato_trade_evidence_malaysia_baharom.pdf.jpg
  • Journal Article


  • Authors: Alias, Emmy Farha; Abdul Hamid, Baharom; Ismail, Illisriyani; Radam, Alias (2012)

  • Economists recognized that exchange rate have a significant impact on trade. In this study we employed the Autoregressive Distributed Lag (ARDL) bounds testing procedure to analyze the impact of exchange rate on tomato’s export and import for Malaysia. The period of study covers 1997-2007 using quarterly data. Real Effective Exchange Rate (REER) was used rather than conventional exchange rate since this study covers the trade between Malaysia and the rest of the world. Our results indicate that both the export and import of tomatoes exhibit significant long-run relationships with REER. Causal effects in both cases are bidirectional. However, while the sign is economically correct for ...