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Covid-Induced Sentiment and the Intraday Volatility Spillovers between Energy and Other Etfs

Naeem, Muhammad Abubakr; Lucey, Brian M.; Yarovaya, Larisa - 2022

Did Covid19 indiced market turmoil impact the intraday volatility spillovers between energy and other ETFs?. To examine this , we first estimate the realized volatility of ETFs using the 5-minute high-frequency data. Next, we employ time-varying parameter vector autoregressions (TVP-VAR)....

Persistent link: https://www.econbiz.de/10014081207

Extreme downside risk transmission between green cryptocurrencies and energy markets : the diversification benefits

Naeem, Muhammad Abubakr; Nguyen Thi Thu Ha; Karim, Sitara; … - In: Finance research letters 58 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014580518

Market integration in the Australian National Electricity Market : fresh evidence from asymmetric time-frequency connectedness

Naeem, Muhammad Abubakr; Karim, Sitara; Rabbani, … - In: Energy economics 112 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013350457

From forests to faucets to fuel : Investigating the domino effect of extreme risk in timber, water, and energy markets

Naeem, Muhammad Abubakr; Iqbal, Najaf; Karim, Sitara; … - In: Finance research letters 55 (2023) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014473555

Assessing linkages between alternative energy markets and cryptocurrencies

Naeem, Muhammad Abubakr; Gul, Raazia; Farid, Saqib; … - In: Journal of economic behavior & organization : JEBO 211 (2023), pp. 513-529

Persistent link: https://www.econbiz.de/10014447549

Assessing the linkage of energy cryptocurrency with clean and dirty energy markets

Naeem, Muhammad Abubakr; Husain, Afzol; Bossman, Ahmed; … - In: Energy economics 130 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014559203

Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness

Syed Mabruk Billah; Karim, Sitara; Naeem, Muhammad Abubakr - In: Research in international business and finance 62 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10014247237

Co-movement between dirty and clean energy : a time-frequency perspective

Farid, Saqib; Karim, Sitara; Naeem, Muhammad Abubakr; … - In: Energy economics 119 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014280153

Financial markets, energy shocks, and extreme volatility spillovers

Boubaker, Sabri; Karim, Sitara; Naeem, Muhammad Abubakr; … - In: Energy economics 126 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014487450

Climate finance in the wake of COVID-19 : connectedness of clean energy with conventional energy and regional stock markets

Karim, Sitara; Khan, Shabeer; Mirza, Nawazish; Alawi, … - In: Climate change economics : CCE 13 (2022) 3, pp. 1-25

Persistent link: https://www.econbiz.de/10013370199