Innovative Research Award
Huda Aldhahi
Imam Mohammad Ibn Saud Islamic University
Huda Aldhahi is a finance researcher affiliated with Imam Mohammad Ibn Saud Islamic University in Saudi Arabia. Her documented research profile is associated with financial-market analysis, with recent scholarly work addressing cryptocurrency returns, volatility, uncertainty, investor attention, and regime-dependent financial risk. The available publication record includes studies employing econometric and quantitative methods to investigate the behavior and predictability of digital-asset markets.
Abstract
Huda Aldhahi’s documented research profile in finance focuses on contemporary questions concerning cryptocurrency markets and financial risk. Recent publications examine whether cryptocurrency distress can be predicted across market regimes and exchanges, how pairing uncertainty and investor-attention measures can explain cryptocurrency returns, and how alternative volatility models perform when high-frequency observations are used. [1] [2] [3] Collectively, these studies reflect an empirical and quantitative approach to understanding digital-asset market behavior.
Keywords
Finance; Cryptocurrency Markets; Financial Econometrics; Cryptocurrency Volatility; Market Risk; Investor Attention; Uncertainty; Quantile Analysis; Causality; High-Frequency Data; GARCH Models; Digital Assets.
Introduction
Cryptocurrency markets have become an important setting for empirical financial research because digital assets exhibit distinctive return and volatility characteristics. Their market behavior may be affected by information flows, investor attention, uncertainty, liquidity conditions, and changes in broader market regimes. Quantitative approaches are therefore frequently used to evaluate the predictability and dynamics of cryptocurrency prices and risk.[1]
Research Profile
The available profile identifies Huda Aldhahi with Imam Mohammad Ibn Saud Islamic University and the subject area of finance. The associated Scopus author identifier is 60604137200. The supplied profile records one indexed document, one citation, and an h-index of one. These bibliometric values describe the currently supplied indexed record and should be interpreted as time-dependent indicators rather than comprehensive measures of research quality.
Research Contributions
The research record presents several complementary methodological perspectives on cryptocurrency finance. The study of regime-dependent cryptocurrency distress addresses whether predictive relationships remain stable across different market conditions and exchanges. Such an approach is relevant because relationships observed during one market state may not necessarily persist during another. [1][2]
Publications
The supplied publication record includes three journal articles published in 2026. Together, they address cryptocurrency distress, cryptocurrency returns, uncertainty, investor attention, and volatility modeling.
Research Impact
The potential significance of this research lies in its focus on empirical questions that are directly relevant to the measurement and management of cryptocurrency-market risk. Research on distress predictability can inform the understanding of conditions associated with adverse market states, while volatility modeling can support more detailed assessments of changing return variability. [1] [3]
Award Suitability
The research profile is relevant to an Innovative Research Award in the finance category because the documented publications address emerging financial-market questions through quantitative empirical methods. The work connects contemporary cryptocurrency-market phenomena with established financial-econometric techniques, creating opportunities to evaluate the applicability and comparative performance of different analytical frameworks.
Conclusion
Huda Aldhahi’s documented research profile represents an emerging contribution to quantitative finance, with particular attention to cryptocurrency markets and financial risk. The supplied publications address cryptocurrency distress, returns, uncertainty, investor attention, and volatility through a range of empirical and econometric techniques. [1] [2] [3]
External Links
References
- Publication: Regime-Dependent Predictability of Cryptocurrency Distress: Cross-Sectional Evidence from Two Exchanges. Journal of Risk and Financial Management, 2026, 19(8), 599.
DOI: https://doi.org/10.3390/jrfm19080599
- Pairing Uncertainty and Attention Indices to Explain Cryptocurrency Returns: Quantile and Causality Evidence. Journal of Risk and Financial Management, 2026, 19(8), 550.
DOI: https://doi.org/10.3390/jrfm19080550
- Predicting the Volatility of Cryptocurrencies’ Returns Using High-Frequency Data: A Comparative Analysis of GARCH, EGARCH, IGARCH, GJR-GARCH, LRE, and HAR Models.
DOI: https://doi.org/10.3390/ijfs14040090
- International Popular Scientist Awards. (n.d.). International Popular Scientist Awards. Award information and recognition platform.
https://popularscientist.com/