Zaghum Umar : Citation Profile

Zayed University

26

H index

61

i10 index

2071

Citations

RESEARCH PRODUCTION:

131

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 188
   Journals where Zaghum Umar has often published
   Relations with other researchers
   Recent citing documents: 625.    Total self citations: 74 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pum40
   Updated: 2026-01-03    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Gubareva, Mariya (25)

Zaremba, Adam (8)

Jareño, Francisco (6)

Riaz, Yasir (5)

Yousaf, Imran (5)

Boubaker, Sabri (4)

Adekoya, Oluwasegun (3)

Kenourgios, Dimitris (3)

GULL, Ammar (3)

Akhtaruzzaman, Md (3)

Esparcia, Carlos (2)

Aziz, Saqib (2)

Ali, Shoaib (2)

Oliyide, Johnson (2)

Vo, Xuan Vinh (2)

Olson, Dennis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zaghum Umar.

Is cited by:

Gubareva, Mariya (176)

Yousaf, Imran (77)

Ali, Shoaib (53)

Tiwari, Aviral (36)

Corbet, Shaen (26)

Abakah, Emmanuel (24)

Gabauer, David (23)

Abdullah, Mohammad (22)

Maghyereh, Aktham (18)

Chishti, Muhammad Zubair (17)

Adekoya, Oluwasegun (16)

Cites to:

Diebold, Francis (154)

Gubareva, Mariya (137)

Yilmaz, Kamil (137)

Gabauer, David (100)

GUPTA, RANGAN (91)

Shahzad, Syed Jawad Hussain (90)

Zaremba, Adam (76)

Antonakakis, Nikolaos (75)

Tiwari, Aviral (63)

Pesaran, Mohammad (59)

Jareño, Francisco (59)

Main data

Where Zaghum Umar has published?

Journals with more than one article published# docs
Applied Economics17
Finance Research Letters12
Pacific-Basin Finance Journal8
Research in International Business and Finance8
Energy Economics8
Resources Policy7
The North American Journal of Economics and Finance5
PLOS ONE5
Journal of Behavioral and Experimental Finance4
International Journal of Finance & Economics4
International Review of Economics & Finance3
Emerging Markets Review3
Economic Modelling3
The Quarterly Review of Economics and Finance3
International Review of Financial Analysis3
Energies2
Humanities and Social Sciences Communications2
The European Journal of Finance2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
Post-Print / HAL5

Recent works citing Zaghum Umar (2025 and 2024)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Mattos, Fabio ; Gaio, Luiz ; Franco, Rodrigo Lanna ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343612.

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2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Cruz, Jose Cesar ; Franco, Rodrigo Lanna ; Mattos, Fabio L ; Gaio, Luiz Eduardo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343612.

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2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343639.

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2025Co-movements and dynamic connectedness between ethanol and agricultural commodity prices in the post-Covid-19 period: evidence from Brazil. (2025). Cruz, Jos Csar ; Franco, Rodrigo Lanna ; Mattos, Fabio ; Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360697.

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2025Volatility Spillover in Regional Ethanol and Grain Markets: Evidence from The Expansion of Corn-Based Ethanol Production in Brazil. (2025). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:374828.

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2024Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie. (2024). Kara, Marta Anita ; Boda, Micha. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360594.

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2025Forecasting Company Fundamentals. (2024). Dhami, Devendra Singh ; Kersting, Kristian ; Endler, Kevin ; Divo, Felix ; Endress, Eric. In: Papers. RePEc:arx:papers:2411.05791.

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2024Direct Fractional Auction. (2024). Rassekh, Farhad ; Yang, KE ; Gleyzer, Boris ; Taubman, Dmitriy. In: Papers. RePEc:arx:papers:2411.11606.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Agent-based model of information diffusion in the limit order book trading. (2025). Wilinski, Mateusz ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:2508.20672.

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2025Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach. (2025). Yulianita, Anna ; Robiani, Bernadette ; Shodrokova, Xenaneira. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:1:p:113-132.

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2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

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2025Connectedness of Maturity Period and Zakat Investment Oblige to Sukuk (Islamic Bonds) Value Issuance. (2025). Mohamed, Zulkifli ; Saad, Noriza Mohd ; Yusri, Dila Sharina. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:3289-3303.

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2024Geopolitical Risk and Emerging Markets Sovereign Risk Premia. (2024). Romero, José ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1282.

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2024IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128.

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2025Bibliometric analysis of portfolio diversification focusing on alternative investments. (2025). Merdzan, Gunter ; Gockov, Gjorgji ; Hristovski, Goran. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:245:p:171-202.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities. (2024). Kräussl, Roman ; Krussl, Roman ; Tugnetti, Alessandro. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:555-574.

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2025Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2025Economic Interdependencies in the Great Lakes–St. Lawrence Region: A Dynamic Analysis of Manufacturing Connectedness. (2025). Warin, Thierry ; Trpanier, Martin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-25.

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2025Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach. (2025). Pereira, Eder Jal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00189.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2024Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19.

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2024Sectoral Performance of ESG Enabled Stocks during COVID-19 Pandemic in the Indian Stock Market. (2024). Jindal, Padmini ; Olasiuk, Hanna ; Kalyani, Sushil ; Arora, Geetika ; Sharma, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-25.

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2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

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2024Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Aziz, Aulia Luqman ; Pradipta, Indry Aristianto ; Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58.

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2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

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2025New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers. (2025). Wei, Renyi ; Zhang, Qingjun ; Fan, Sijia. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s030626192402614x.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2025Efficiency of green bond, clean energy, oil price, and geopolitical risk on sectoral decarbonization: Evidence from the globe by daily data and marginal effect analysis. (2025). Magazzino, Cosimo ; Takin, Dilvin ; Depren, Zer ; Ayhan, Fatih ; Kartal, Mustafa Tevfik. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006932.

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2025Dependence and hedging between green bonds and clean energy sub-markets in China: Insights from time–frequency wavelet approaches. (2025). Xing, Xiaoyun ; Deng, Jing ; Liu, Yejiao. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001083.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

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2024Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575.

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2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

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2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2025The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach. (2025). Liu, Yang ; Taghizadeh-Hesary, Farhad ; Jia, Yiqing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1776-1789.

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2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

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2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

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2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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2025Goal-oriented preferences for green bonds: A model of sustainable investment strategies. (2025). Uddin, Gazi Salah ; Nguyen, Thai ; Chen, Yusha. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001233.

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2024Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Hou, Yuting ; Jin, Xiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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2024Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Agyei, Samuel Kwaku ; Gubareva, Mariya ; Yang, Junhua ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Hamori, Shigeyuki ; Zhang, Yulian ; Liu, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743.

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2024Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China. (2024). Wang, Yufeng ; Huang, Xinya ; Li, Houjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000913.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

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2025Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada. (2025). Gubareva, Mariya ; Esparcia, Carlos ; Jareo, Francisco ; Sokolova, Tatiana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002079.

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2025Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146.

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2025Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

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2025Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377.

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2025Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China. (2025). Cao, Yufei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002444.

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2025Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

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2025The temporal variability in the returns of socially responsible funds to structural oil shocks. (2025). Vo, Xuan Vinh ; Ur, Mobeen ; Nautiyal, Neeraj ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000063.

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2025Economic Nexus among the Belt and Road Initiative participating countries. (2025). chen, yiguo ; Chang, Tsangyao ; Luo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000439.

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2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

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2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

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2024Intricacy of cryptocurrency returns. (2024). Nagl, Maximilian. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002295.

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2025Geopolitical risk and euro area bank CDS spreads and stock prices: Evidence from a new index. (2025). McQuade, Peter ; Rssler, Denise ; Pancaro, Cosimo ; Larkou, Chloe ; Dieckelmann, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002988.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

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2024Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?. (2024). Li, Yanling ; Wang, Mengxin ; Liao, Gaoke. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006667.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902.

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2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Chishti, Muhammad Zubair ; Xia, Xiqiang ; Dogan, Eyup. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Xue, Minggao ; Ye, Jing ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Xiao, Xunyong ; Shan, Shan ; Kchouri, Bilal ; Li, Aixi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2024Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Dash, Saumya Ranjan ; Gupta, Prashant ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Vo, Xuan Vinh ; Gubareva, Mariya ; Paparas, Dimitrios ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299.

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2024Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach. (2024). Ali, Shoaib ; Shan, Shan ; Umar, Muhammad ; Naveed, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002317.

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2024Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters. (2024). Ali, Shoaib ; Wang, YI ; Ayaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002561.

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More than 100 citations found, this list is not complete...

Works by Zaghum Umar:

YearTitleTypeCited
2025On the connectedness between climate policy uncertainty, green bonds, and equity In: Modern Finance.
[Full Text][Citation analysis]		article0
2021The sovereign yield curve and credit ratings in GIIPS In: International Review of Finance.
[Full Text][Citation analysis]		article0
2021Histological and histomorphometric study of the cranial digestive tract of ostriches (Struthio camelus) with advancing age In: Veterinární medicína.
[Full Text][Citation analysis]		article0
2020On the effect of credit rating announcements on sovereign bonds: International evidence In: International Economics.
[Full Text][Citation analysis]		article4
2020On the effect of credit rating announcements on sovereign bonds: International evidence.(2020) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article78
2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article46
2021The impact of COVID-19 induced panic on the return and volatility of precious metals In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article27
2021The impact of COVID-19 induced panic on the return and volatility of precious metals.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2022Return and volatility connectedness of the non-fungible tokens segments In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article13
2023Trade competitiveness and the aggregate returns in global stock markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2022Is greenness an optimal hedge for sectoral stock indices? In: Economic Modelling.
[Full Text][Citation analysis]		article32
2017The demand of energy from an optimal portfolio choice perspective In: Economic Modelling.
[Full Text][Citation analysis]		article9
2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence In: Economic Modelling.
[Full Text][Citation analysis]		article78
2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article16
2022COVID-19 related media sentiment and the yield curve of G-7 economies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2024Quantile connectedness of oil price shocks with socially responsible investments In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
[Full Text][Citation analysis]		article28
2020Is there an illiquidity premium in frontier markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article13
2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities In: Emerging Markets Review.
[Full Text][Citation analysis]		article6
2024Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article0
2022Spillovers between sovereign yield curve components and oil price shocks In: Energy Economics.
[Full Text][Citation analysis]		article13
2023COVID-19 and the quantile connectedness between energy and metal markets In: Energy Economics.
[Full Text][Citation analysis]		article38
2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds In: Energy Economics.
[Full Text][Citation analysis]		article26
2024Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources In: Energy Economics.
[Full Text][Citation analysis]		article2
2025Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications In: Energy Economics.
[Full Text][Citation analysis]		article0
2019Dynamic connectedness of oil price shocks and exchange rates In: Energy Economics.
[Full Text][Citation analysis]		article100
2021Oil shocks and equity markets: The case of GCC and BRICS economies In: Energy Economics.
[Full Text][Citation analysis]		article46
2021Oil price shocks and the return and volatility spillover between industrial and precious metals In: Energy Economics.
[Full Text][Citation analysis]		article46
2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article82
2021Media sentiment and short stocks performance during a systemic crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article26
2024Are investment grade Sukuks decoupled from the conventional yield curve? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article17
2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters.
[Full Text][Citation analysis]		article19
2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2022COVID–19 media coverage and ESG leader indices In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2022COVID-19 Media Coverage and ESG Leader Indices.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article63
2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets In: Finance Research Letters.
[Full Text][Citation analysis]		article83
2022Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression In: Finance Research Letters.
[Full Text][Citation analysis]		article57
2022The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article23
2022Network connectedness of environmental attention—Green and dirty assets In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2023The relationship between global risk aversion and returns from safe-haven assets In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2023The impact of the US yield curve on sub-Saharan African equities In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Changes in shares outstanding and country stock returns around the world In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2024Interaction effects in the cross-section of country and industry returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2015Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession In: Journal of Economics and Business.
[Full Text][Citation analysis]		article9
2014Stocks for the long run? Evidence from emerging markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2022Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article24
2019Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals In: Resources Policy.
[Full Text][Citation analysis]		article19
2019Exploring the time and frequency domain connectedness of oil prices and metal prices In: Resources Policy.
[Full Text][Citation analysis]		article41
2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness In: Resources Policy.
[Full Text][Citation analysis]		article44
2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels In: Resources Policy.
[Full Text][Citation analysis]		article63
2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy.
[Full Text][Citation analysis]		article153
2023Quantile connectedness between oil price shocks and exchange rates In: Resources Policy.
[Full Text][Citation analysis]		article3
2024Green recovery in BRICS economies: The role of mineral resources, energy productivity, and green innovation in sustainable development In: Resources Policy.
[Full Text][Citation analysis]		article0
2017Islamic vs conventional equities in a strategic asset allocation framework In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article23
2021Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article15
2021Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article24
2021The relationship between yield curve components and equity sectorial indices: Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article17
2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equities In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2022Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article5
2022Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article28
2023Network connectedness of the term structure of yield curve and global Sukuks In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2020Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2025Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19 In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2024Sukuk liquidity and creditworthiness during COVID-19 In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2022A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty In: Research in Economics.
[Full Text][Citation analysis]		article6
2021Connectedness between cryptocurrency and technology sectors: International evidence In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article25
2022Network connectedness dynamics of the yield curve of G7 countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article11
2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2021Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article10
2021Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy In: Research in International Business and Finance.
[Full Text][Citation analysis]		article17
2021Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis In: Research in International Business and Finance.
[Full Text][Citation analysis]		article29
2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices In: Research in International Business and Finance.
[Full Text][Citation analysis]		article8
2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios In: Research in International Business and Finance.
[Full Text][Citation analysis]		article10
2024The term structure of yield curve and connectedness among ESG investments In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis In: Research in International Business and Finance.
[Full Text][Citation analysis]		article8
2024Return and volatility spillovers among oil price shocks and international green bond markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article19
2021The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article29
2023The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article1
2023The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020The inflation hedging capacity of Islamic and conventional equities In: Journal of Economic Studies.
[Full Text][Citation analysis]		article6
2022Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article10
2022Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2020Waste Management and Prediction of Air Pollutants Using IoT and Machine Learning Approach In: Energies.
[Full Text][Citation analysis]		article8
2021Smart Fire Detection and Deterrent System for Human Savior by Using Internet of Things (IoT) In: Energies.
[Full Text][Citation analysis]		article1
2021Role of Hybrid Deep Neural Networks (HDNNs), Computed Tomography, and Chest X-rays for the Detection of COVID-19 In: IJERPH.
[Full Text][Citation analysis]		article0
2023Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events? In: JRFM.
[Full Text][Citation analysis]		article3
2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities In: Risks.
[Full Text][Citation analysis]		article10
2023Returns and Volatility Connectedness among the EurozoDne Equity Markets In: Post-Print.
[Citation analysis]		paper6
2024Returns and volatility connectedness among the Eurozone equity markets.(2024) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2022Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS In: Complexity.
[Full Text][Citation analysis]		article1
2023Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article17
2023Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article10
2023The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article2
2024Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure.(2024) In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2021Return and volatility transmission between oil price shocks and agricultural commodities In: PLOS ONE.
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2021The impact of the Covid-19 related media coverage upon the five major developing markets In: PLOS ONE.
[Full Text][Citation analysis]		article6
2023Information flow dynamics between geopolitical risk and major asset returns In: PLOS ONE.
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2023For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment In: PLOS ONE.
[Full Text][Citation analysis]		article3
2023Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels In: PLOS ONE.
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2022Strategic asset allocation and the demand for real estate: international evidence In: Empirical Economics.
[Full Text][Citation analysis]		article3
2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies In: Financial Innovation.
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2022Seven centuries of commodity co-movement: a wavelet analysis approach In: Applied Economics Letters.
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2016Financing constraints on the size distribution of industrial firms: the Chinese experience In: Applied Economics.
[Full Text][Citation analysis]		article2
2018Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states In: Applied Economics.
[Full Text][Citation analysis]		article15
2019Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? In: Applied Economics.
[Full Text][Citation analysis]		article8
2021Spillover and risk transmission in the components of the term structure of eurozone yield curve In: Applied Economics.
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2021The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis In: Applied Economics.
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2022Astonishing insights: emerging market debt spreads throughout the pandemic In: Applied Economics.
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2022ASEAN-5 forex rates and crude oil: Markov regime-switching analysis In: Applied Economics.
[Full Text][Citation analysis]		article10
2022Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era In: Applied Economics.
[Full Text][Citation analysis]		article11
2023Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis In: Applied Economics.
[Full Text][Citation analysis]		article3
2023Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility In: Applied Economics.
[Full Text][Citation analysis]		article3
2023Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies In: Applied Economics.
[Full Text][Citation analysis]		article3
2023Does global value chain participation induce economic growth? Evidence from panel threshold regression In: Applied Economics.
[Full Text][Citation analysis]		article6
2023Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments In: Applied Economics.
[Full Text][Citation analysis]		article3
2023Composite equity issuance and the cross-section of country and industry returns In: Applied Economics.
[Full Text][Citation analysis]		article0
2024Patterns of unconventional monetary policy spillovers during a systemic crisis In: Applied Economics.
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2022The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies In: Cogent Economics & Finance.
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2022Financial contagion in real economy: The key role of policy uncertainty In: International Journal of Finance & Economics.
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2023Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics In: International Journal of Finance & Economics.
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2025Quantile connectedness of artificial intelligence tokens with the energy sector In: Review of Financial Economics.
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