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Metaverse and financial markets : a quantile-time-frequency connectedness analysis

Aysan, Ahmet Faruk; Batten, Jonathan A.; Gozgor, Giray; … - In: Research in international business and finance 72 (2024) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10015065740

How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; Viviani, Jean-Laurent - In: Technological forecasting & social change : an … 185 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10014234848

Investigating the spillovers between energy, food, and agricultural commodity markets : new insights from the quantile coherency approach

Khalfaoui, Rabeh; Shahzad, Umer; Asl, Mahdi Ghaemi; … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 63-80

Persistent link: https://www.econbiz.de/10014427902

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network

Khalfaoui, Rabeh; Hammoudeh, Shawkat; Rehman, Mohd Ziaur - In: Emerging markets review 54 (2023), pp. 1-41

Persistent link: https://www.econbiz.de/10014337165

Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management

Asl, Mahdi Ghaemi; Khalfaoui, Rabeh; Tavakkoli, Hamid Reza - 2024

Persistent link: https://www.econbiz.de/10015394633

How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; viviani, jean-laurent - 2022

In this study, we attempt to revisit how dependent the US stock market returns are on climate change-related risks (CCRR). In this regard, we use a spillover and connectedness network analysis to assess the strength of the causal effect and transmission pathway of CCRR proxies (green index,...

Persistent link: https://www.econbiz.de/10013406460

Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty : evidence from a quantile VAR network and wavelet coherence

Khalfaoui, Rabeh; Stef, Nicolae; Wissal, Ben Arfi; … - In: Technological forecasting & social change : an … 181 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013417189

Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets : a quantile connectedness analysis

Khalfaoui, Rabeh; Mefteh-Wali, Salma; Dogan, Buhari; … - In: International review of financial analysis 86 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014248405

Do investor sentiments drive cryptocurrency prices?

Akyildirim, Erdinc; Aysan, Ahmet Faruk; Cepni, Oguzhan; … - In: Economics letters 206 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012886872

A Pandemic's grip : volatility spillovers in Asia-Pacific equity markets during the onset of Covid-19

Kinan Salim; Disli, Mustafa; Nagayev, Ruslan; Ilyas, … - In: Borsa Istanbul Review 24 (2024) 5, pp. 898-907

The emergence of Covid-19 in late 2019 rapidly shattered the Asia-Pacific region (APR), a bastion of economic dynamism, and it became the epicenter of the global health crisis. This unprecedented pandemic not only triggered a public health catastrophe but also unleashed a financial storm,...

Persistent link: https://www.econbiz.de/10015141695