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Dynamic connectedness of oil price shocks and exchange rates

Energy economics, 2019-10, Vol.84, p.104501, Article 104501

2019

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Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

Resources policy, 2021-10, Vol.73, p.102219, Article 102219

2021

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Return and volatility transmission between oil price shocks and agricultural commodities

PloS one, 2021-02, Vol.16 (2), p.e0246886-e0246886

2021

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Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

Financial innovation (Heidelberg), 2021-08, Vol.7 (1), p.59-25, Article 59

2021

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For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment

PloS one, 2023-05, Vol.18 (5), p.e0285027-e0285027

2023

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The impact of the Covid-19 related media coverage upon the five major developing markets

PloS one, 2021-07, Vol.16 (7), p.e0253791

2021

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Strategic asset allocation and the demand for real estate: international evidence

Empirical economics, 2022-05, Vol.62 (5), p.2461-2513

2022

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Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

International review of financial analysis, 2017-07, Vol.52, p.9-26

2017

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Correction: Information flow dynamics between geopolitical risk and major asset returns

PloS one, 2023-11, Vol.18 (11), p.e0294959-e0294959

2023

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Information flow dynamics between geopolitical risk and major asset returns

PloS one, 2023-04, Vol.18 (4), p.e0284811-e0284811

2023

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Stocks for the long run? Evidence from emerging markets

Journal of international money and finance, 2014-10, Vol.47, p.217-238

2014

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Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS

Complexity (New York, N.Y.), 2022, Vol.2022 (1)

2022

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Asymmetric return and volatility transmission in conventional and Islamic equities

Risks (Basel), 2017-06, Vol.5 (2), p.1-18

2017

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The demand for eurozone stocks and bonds in a time-varying asset allocation framework

The European journal of finance, 2019-07, Vol.25 (11), p.994-1011

2019

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A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets

Journal of behavioral and experimental finance, 2020-12, Vol.28, p.100404-100404, Article 100404

2020

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Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure

Humanities & social sciences communications, 2024-10, Vol.11 (1), p.1382-1, Article 1382

2024

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The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure

Humanities & social sciences communications, 2023-01, Vol.10 (1), p.4-12, Article 4

2023

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The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies

Cogent economics & finance, 2022-12, Vol.10 (1)

2022

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The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis

Applied economics, 2021-06, Vol.53 (27), p.3193-3206

2021

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Islamic vs conventional equities in a strategic asset allocation framework

Pacific-Basin finance journal, 2017-04, Vol.42, p.1-10

Umar, Zaghum

2017

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Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics

International journal of finance and economics, 2023-01, Vol.28 (1), p.112-126

2023

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Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations

Pacific-Basin finance journal, 2021-06, Vol.67, p.101571-101571, Article 101571

2021

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The static and dynamic connectedness of environmental, social, and governance investments: International evidence

Economic modelling, 2020-12, Vol.93, p.112-124

2020

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COVID–19 media coverage and ESG leader indices

Finance research letters, 2022-03, Vol.45, p.102170-102170, Article 102170

2022

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The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

Resources policy, 2021-10, Vol.73, p.102164-102164, Article 102164

2021

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Dynamic connectedness of oil price shocks and exchange rates

Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

Return and volatility transmission between oil price shocks and agricultural commodities

Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment

The impact of the Covid-19 related media coverage upon the five major developing markets

Strategic asset allocation and the demand for real estate: international evidence

Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

Correction: Information flow dynamics between geopolitical risk and major asset returns

Information flow dynamics between geopolitical risk and major asset returns

Stocks for the long run? Evidence from emerging markets

Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS

Asymmetric return and volatility transmission in conventional and Islamic equities

The demand for eurozone stocks and bonds in a time-varying asset allocation framework

A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets

Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure

The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure

The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies

The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis

Islamic vs conventional equities in a strategic asset allocation framework

Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics

Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations

The static and dynamic connectedness of environmental, social, and governance investments: International evidence

COVID–19 media coverage and ESG leader indices

The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

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