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COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs

Naeem, Muhammad Abubakr; Karim, Sitara; Yarovaya, Larisa; … - In: Energy economics 122 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014440746

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

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

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

Return and volatility spillovers among global assets : comparing health crisis with geopolitical crisis

Naeem, Muhammad Abubakr; Hamouda, Foued; Karim, Sitara; … - In: International review of economics & finance : IREF 87 (2023), pp. 557-575

Persistent link: https://www.econbiz.de/10014472481

Are exchange rate contagions asymmetric? : evidence from emerging market economies

Naeem, Muhammad Abubakr; Anwer, Zaheer; Karim, Sitara; … - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 15, pp. 4107-4124

Persistent link: https://www.econbiz.de/10014444280

Tail risk spillover effects in commodity markets : a comparative study of crisis periods

Naeem, Muhammad Abubakr; Hamouda, Foued; Karim, Sitara - In: Journal of commodity markets : JCM 33 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014526491

Green finance under stress : unraveling the spillover effects of tail risk

Naeem, Muhammad Abubakr; Ashraf, Sania; Karim, Sitara; … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 225-236

Persistent link: https://www.econbiz.de/10014535343

When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets

Karim, Sitara; Muhammad Shafiullah; Naeem, Muhammad Abubakr - In: International review of financial analysis 93 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543472

Tail risk spillovers between Shanghai oil and other markets

Naeem, Muhammad Abubakr; Gul, Raazia; Muhammad Shafiullah; … - In: Energy economics 130 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014559260