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Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024

Persistent link: https://www.econbiz.de/10014546177

The extreme spillover from climate policy uncertainty to the Chinese sector stock market : wavelet time-varying approach

Alqaralleh, Huthaifa - In: Letters in spatial and resource sciences : LSRS 16 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014330520

Dynamic connectedness amongst green bonds, pollution allowance policy, social responsibility and uncertainty

Alqaralleh, Huthaifa - In: The journal of risk finance : JRF 25 (2024) 1, pp. 80-114

Persistent link: https://www.econbiz.de/10014504676

Tail-risk spillovers and interconnectedness in international logistics markets : a QVAR approach

Alqaralleh, Huthaifa; El Khoury, Rim; Alshater, Muneer Maher - In: Cogent economics & finance 12 (2024) 1, pp. 1-26

This research explores the interdependence within the international logistics sector among 17 nations, utilizing a quantile-based technique to assess the transmission of returns. By analyzing daily data from DataStream spanning from 1 June 2016, to 12 August 2024, we apply the Quantile Vector...

Persistent link: https://www.econbiz.de/10015211234

Information Diffusion and Spillover Dynamics in Renewable Energy Markets

Cedic, Samir; Mahmoud, Alwan; Manera, Matteo; Uddin, … - 2021

The aim of this paper is to analyze the connectedness between renewable energy (RE) sectors, the oil & gas sector and other assets using time-scale spillover approach. We find that the RE bioenergy firms are the most connected to oil & gas firms and oil prices. The bond market transmits...

Persistent link: https://www.econbiz.de/10013234545

Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies

Karim, Sitara; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - In: Finance research letters 47 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013553677

Asymmetric spillovers in ASEAN bond markets

Yahya, Muhammad; Luo, Tianqi; Uddin, Mohammed Gazi Salah; … - 2023

The financial markets of members of the Association of Southeast Asian Nations (ASEAN) have become increasingly integrated with regional and global markets. ASEAN economies also exhibit strong trade connectedness and interdependence with regional and global business cycles. Such connectedness...

Persistent link: https://www.econbiz.de/10014373699

Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices

Hanif, Waqas; Hernandez, Jose Arreola; Mensi, Walid; … - In: Energy economics 101 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013161674

Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach

Ji, Qiang; Liu, Bing-Yue; Nehler, Henrik; Uddin, … - In: Energy economics 76 (2018), pp. 115-126

Persistent link: https://www.econbiz.de/10011976598

Cross-country determinants of economic policy uncertainty spillovers

Balli, Faruk; Uddin, Mohammed Gazi Salah; Mudassar, Hasan; … - In: Economics letters 156 (2017), pp. 179-183

Persistent link: https://www.econbiz.de/10011822400