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Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs

Rizvi, Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish - In: Financial modeling and risk management of energy and …, (pp. 495-524). 2022

Persistent link: https://www.econbiz.de/10013350128

Shanghai crude oil futures : returns independence, volatility asymmetry, and hedging potential

Naqvi, Bushra; Mirza, Nawazish; Umar, Muhammad; Rizvi, … - In: Energy economics 128 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10015072668

Evidence of volatility clustering and asymmetric behavior of returns in Asian emerging stock markets

Naqvi, Syed M. Waqar Azeem; Khan, Kanwal Iqbal; … - In: Pakistan economic and social review : incorporating the … 57 (2019) 2, pp. 163-197

Persistent link: https://www.econbiz.de/10013531991

Oil market volatility: comparison of COVID-19 crisis with the SARS outbreak of 2002 and the global financial crisis of 2008

Rizvi, Kumail Abbas; Itani, Rania - In: Economic research 35 (2022) 1,2, pp. 1935-1949

Persistent link: https://www.econbiz.de/10014381004

Unveiling the relationship between oil and green bonds : spillover dynamics and implications

Su, Yun Hsuan; Rizvi, Kumail Abbas; Umar, Muhammad; … - In: Energy economics 127 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014487988

Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis : Evidence from Pakistan

Rizvi, Syed Kumail Abbas - 2010

This paper is first attempt to measure and analyze inflation uncertainty in Pakistan and it provides several contributions. Using quarterly data from 1976:01 to 2008:02, at first stage we model inflation uncertainty as time varying process through GARCH framework. At second stage asymmetric...

Persistent link: https://www.econbiz.de/10013149681

Asymmetric behavior of inflation uncertainty and Friedman-Ball hypothesis : evidence from Pakistan

Rizvi, Syed Kumail Abbas; Naqvi, Bushra - In: The Lahore journal of economics 15 (2010) 2, pp. 1-33

Persistent link: https://www.econbiz.de/10008823119

Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators

Zhang, Lixia; Bai, Jiancheng; Zhang, Yueyan; Cui, Can - In: Research in international business and finance 65 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014433687

Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?

Luo, Tao; Sun, Huaping; Zhang, Lixia; Bai, Jiancheng - In: International review of economics & finance : IREF 89 (2024) 2, pp. 597-611

Persistent link: https://www.econbiz.de/10014446795

Enhancing exchange rate volatility prediction accuracy : assessing the influence of different indices on the USD/CNY exchange rate

Luo, Tao; Zhang, Lixia; Sun, Huaping; Bai, Jiancheng - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014631289