15
H index
20
i10 index
723
Citations
| 15 H index 20 i10 index 723 Citations RESEARCH PRODUCTION: 53 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nader Naifar. | Is cited by: | Cites to: |
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MPRA Paper / University Library of Munich, Germany | 3 |
Working Papers / Economic Research Forum | 2 |
Year ![]() | Title of citing document ![]() | |
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2024 | . Full description at Econpapers || Download paper | |
2024 | Geopolitical Risk and Emerging Markets Sovereign Risk Premia. (2024). Romero, José ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1282. Full description at Econpapers || Download paper | |
2024 | Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5. Full description at Econpapers || Download paper | |
2024 | Public Sector Efficiency and the Functions of the Government. (2024). Afonso, Antonio ; Bazah, Najat ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11487. Full description at Econpapers || Download paper | |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper | |
2024 | Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030. Full description at Econpapers || Download paper | |
2024 | Estimation of banded time-varying precision matrix based on SCAD and group lasso. (2024). Hu, Jie ; Chen, YU ; Zhu, Xiaonan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001603. Full description at Econpapers || Download paper | |
2024 | Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912. Full description at Econpapers || Download paper | |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper | |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
2024 | The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852. Full description at Econpapers || Download paper | |
2024 | Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594. Full description at Econpapers || Download paper | |
2024 | Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing. (2024). Balli, Hatice ; Dang, Tam Hoang-Nhat ; Nguyen, Hannah. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000173. Full description at Econpapers || Download paper | |
2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
2024 | Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063. Full description at Econpapers || Download paper | |
2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper | |
2024 | The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007. Full description at Econpapers || Download paper | |
2024 | Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Shan, Shan ; Kchouri, Bilal ; Li, Aixi ; Xiao, Xunyong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518. Full description at Econpapers || Download paper | |
2024 | Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841. Full description at Econpapers || Download paper | |
2024 | How does greenness translate into greenium? Evidence from Chinas green bonds. (2024). Li, Xiru ; Lin, Renda ; Zhu, BO ; Zhou, Sitong ; Zeng, Lidan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002196. Full description at Econpapers || Download paper | |
2024 | Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171. Full description at Econpapers || Download paper | |
2024 | The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377. Full description at Econpapers || Download paper | |
2024 | Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493. Full description at Econpapers || Download paper | |
2024 | Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651. Full description at Econpapers || Download paper | |
2024 | Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x. Full description at Econpapers || Download paper | |
2024 | The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach. (2024). Mushtaq, Rizwan ; Kocaarslan, Baris. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004962. Full description at Econpapers || Download paper | |
2024 | How connected is withholding capacity to electricity, fossil fuel and carbon markets? Perspectives from a high renewable energy consumption economy. (2024). Jiao, Jianling ; Shao, Zhen ; Liu, Chen ; Yang, Shanlin. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005220. Full description at Econpapers || Download paper | |
2024 | An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499. Full description at Econpapers || Download paper | |
2024 | A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341. Full description at Econpapers || Download paper | |
2024 | Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535. Full description at Econpapers || Download paper | |
2024 | Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444. Full description at Econpapers || Download paper | |
2024 | Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Ming, Kai ; Cheng, Weijin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696. Full description at Econpapers || Download paper | |
2024 | Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194. Full description at Econpapers || Download paper | |
2024 | The dependence structures between geopolitical risks and energy prices: New evidence from regional heterogeneity and quantile-on-quantile perspective. (2024). Meng, Bin ; Kuang, Haibo ; Chen, Shuiyang. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224031013. Full description at Econpapers || Download paper | |
2024 | Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Dogah, Kingsley E ; Umar, Zaghum ; Trabelsi, Nader ; Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970. Full description at Econpapers || Download paper | |
2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper | |
2024 | Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318. Full description at Econpapers || Download paper | |
2024 | Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303. Full description at Econpapers || Download paper | |
2024 | Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333. Full description at Econpapers || Download paper | |
2024 | Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x. Full description at Econpapers || Download paper | |
2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper | |
2024 | Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174. Full description at Econpapers || Download paper | |
2024 | Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x. Full description at Econpapers || Download paper | |
2024 | Can green investment funds hedge climate risk?. (2024). Kayani, Umar Nawaz ; Maherzi, Teja ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013338. Full description at Econpapers || Download paper | |
2024 | Impact of cross-border capital flows on foreign exchange market stability. (2024). Chen, Qionghao ; Ye, Ying ; Peng, Donghui. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001855. Full description at Econpapers || Download paper | |
2024 | Does bitcoin still enhance an investment portfolio in a post Covid-19 world?. (2024). Hughen, Keener W ; Gorman, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002009. Full description at Econpapers || Download paper | |
2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper | |
2024 | The impact of climate policy uncertainty on the Italian financial market. (2024). di Tommaso, Caterina ; Foglia, Matteo ; Pacelli, Vincenzo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011243. Full description at Econpapers || Download paper | |
2024 | Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x. Full description at Econpapers || Download paper | |
2024 | A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756. Full description at Econpapers || Download paper | |
2024 | The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933. Full description at Econpapers || Download paper | |
2024 | Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600. Full description at Econpapers || Download paper | |
2024 | Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543. Full description at Econpapers || Download paper | |
2024 | Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk. (2024). Najmi, Arsalan ; Leong, Ken Yien ; Afshan, Sahar ; Hoh, Calvin Wing ; Lelchumanan, Bawani ; Razi, Ummara. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011431. Full description at Econpapers || Download paper | |
2024 | Sustainable strategies for boosting profitability: Unveiling the connection between fiscal policy and natural resource efficiency. (2024). Gao, Mengxi ; Kong, Jiangwei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011856. Full description at Econpapers || Download paper | |
2024 | Energy infrastructure: Investment, sustainability and AI. (2024). Sergi, Bruno S ; Popkova, Elena G. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724001740. Full description at Econpapers || Download paper | |
2024 | Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Al-Kharusi, Sami ; Mensi, Walid ; Kang, Sang Hoon ; Belghouthi, Houssem Eddine. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551. Full description at Econpapers || Download paper | |
2024 | Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574. Full description at Econpapers || Download paper | |
2024 | Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis. (2024). Miti, Petar ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009524. Full description at Econpapers || Download paper | |
2024 | Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223. Full description at Econpapers || Download paper | |
2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper | |
2024 | Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293. Full description at Econpapers || Download paper | |
2024 | Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57. Full description at Econpapers || Download paper | |
2024 | Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach. (2024). Zhang, Shasha ; Niu, Hongli. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008620. Full description at Econpapers || Download paper | |
2024 | Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Khalfaoui, Rabeh ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Tedeschi, Marco. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906. Full description at Econpapers || Download paper | |
2024 | Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954. Full description at Econpapers || Download paper | |
2024 | Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363. Full description at Econpapers || Download paper | |
2024 | Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Gubareva, Mariya ; Marei, Mohamed ; Ali, Shoaib ; Yousaf, Imran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151. Full description at Econpapers || Download paper | |
2024 | Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Liu, Shuwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928. Full description at Econpapers || Download paper | |
2024 | Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). Abedin, Mohammad Zoynul ; Saadaoui, Foued ; Belanes, Amel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002246. Full description at Econpapers || Download paper | |
2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper | |
2024 | The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519. Full description at Econpapers || Download paper | |
2024 | The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector. (2024). Corbet, Shaen ; Lang, Chunlin ; Hu, Yang ; Wang, Junchuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003185. Full description at Econpapers || Download paper | |
2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper | |
2024 | Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x. Full description at Econpapers || Download paper | |
2024 | Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan ; Guo, Wenjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x. Full description at Econpapers || Download paper | |
2024 | Role of social capital and financial inclusion in sustainable economic growth. (2024). Shu, Zhenzhu ; Cheng, Manli ; Huang, Siqi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003180. Full description at Econpapers || Download paper | |
2025 | The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach. (2025). Romero, José ; Ramrez-Gonzlez, Mahicol Stiben ; Melo-Velandia, Luis Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003945. Full description at Econpapers || Download paper | |
2024 | Analyzing the interplay between eco-friendly and Islamic digital currencies and green investments. (2024). ben Zaied, Younes ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005134. Full description at Econpapers || Download paper | |
2025 | Multi-Objective Portfolio Optimization: An Application of the Non-Dominated Sorting Genetic Algorithm III. (2025). Mba, Jules Clement ; Mbucici, Leon Mishindo ; Muteba, John Weirstrass. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:15-:d:1578885. Full description at Econpapers || Download paper | |
2024 | Evaluating Growth and Crisis Risk Dynamics of Sustainable Climate Exchange-Traded Funds. (2024). Shah, Waheed Ullah ; Ullah, Atta ; Liu, Xiyu ; Zeeshan, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:10049-:d:1523475. Full description at Econpapers || Download paper | |
2024 | The Path to Sustainable Stability: Can ESG Investing Mitigate the Spillover Effects of Risk in China’s Financial Markets?. (2024). Hu, Ridong ; Chen, Feng ; Wei, Jiangying. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10316-:d:1529130. Full description at Econpapers || Download paper | |
2024 | The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x. Full description at Econpapers || Download paper | |
2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2014 | Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares ?????? ????????? ????????? In: Chapters of books published by the Islamic Economics Institute, KAAU or its faculty members.. [Full Text][Citation analysis] | chapter | 11 |
2017 | Estimating Damages in Securities Fraud Cases in Saudi Capital Market: The Fiqh, Legal Basis and Econometric Methods ????? ??????? ?? ????? ??????? ???? ?????? ????????: ????? ??????? ?????????? ?????? In: Journal of King Abdulaziz University: Islamic Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Preference Sukuk to Share Revenue ???? ???????? ????????? ?? ??????? In: Journal of King Abdulaziz University: Islamic Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 7 |
2017 | The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 15 |
2012 | Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2016 | Islamic financial markets and global crises: Contagion or decoupling? In: Economic Modelling. [Full Text][Citation analysis] | article | 76 |
2022 | Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2024 | Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2022 | Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic In: Energy Economics. [Full Text][Citation analysis] | article | 60 |
2017 | Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis In: Energy Economics. [Full Text][Citation analysis] | article | 52 |
2020 | Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2023 | Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2022 | Tail event-based sovereign credit risk transmission network during COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2024 | Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2024 | Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2016 | Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 27 |
2011 | What explains default risk premium during the financial crisis? Evidence from Japan In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 6 |
2021 | Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications In: Resources Policy. [Full Text][Citation analysis] | article | 43 |
2016 | Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 26 |
2017 | Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 21 |
2017 | Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 21 |
2016 | Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 49 |
2023 | Financial stability and monetary policy reaction: Evidence from the GCC countries In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2021 | Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | Nonlinear analysis among crude oil prices, stock markets return and macroeconomic variables In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 103 |
2017 | Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 25 |
2022 | An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 15 |
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2006 | Credit‐default swap rates and equity volatility: a nonlinear relationship In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 2 |
2017 | The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility In: IJFS. [Full Text][Citation analysis] | article | 4 |
2020 | What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region? In: JRFM. [Full Text][Citation analysis] | article | 6 |
2023 | Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis In: JRFM. [Full Text][Citation analysis] | article | 3 |
2024 | Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants In: Risks. [Full Text][Citation analysis] | article | 0 |
2013 | Sukuk spreads determinants and pricing model methodology In: Afro-Asian Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
2016 | A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices In: Afro-Asian Journal of Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2010 | Exploring the determinants of corporate debt maturity: evidence from Tunisian market In: International Journal of Business and Emerging Markets. [Full Text][Citation analysis] | article | 0 |
2010 | The determinants of bank performance: an analysis of theory and practice in the case of an emerging market In: International Journal of Business Environment. [Full Text][Citation analysis] | article | 1 |
2010 | Copula based simulation procedures for pricing collateralised debt obligations In: International Journal of Applied Management Science. [Full Text][Citation analysis] | article | 0 |
2019 | Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2014 | Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 11 |
2017 | Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 9 |
2014 | Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 2 |
2008 | La récente crise financière internationale cause t-elle la crise des marchés des swaps sur défaut de crédit? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | Price Calibration of basket default swap: Evidence from Japanese market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | Copula based simulation procedures for pricing basket Credit Derivatives In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Explaining IPOs Underpricing in the Tunisian Market In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2023 | Sukuk returns dynamics under bullish and bearish market conditions: do COVID-19 related news and government measures matter? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Further evidence on international Islamic and conventional portfolios diversification under regime switching In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2018 | Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 15 |
2008 | THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS In: Journal of Applied Economic Sciences. [Full Text][Citation analysis] | article | 0 |
2024 | Hedge and safe haven role of commodities for the US and Chinese equity markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2022 | How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification In: International Journal of Financial Engineering (IJFE). [Full Text][Citation analysis] | article | 2 |
2005 | THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 7 |
2006 | THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 24 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team