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A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework

Mishra, Tapas; Park, Donghyun; Parhi, Mamata; Uddin, … - In: Energy economics 121 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014438770

The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets

Szafranek, Karol; Rubaszek, Michał; Uddin, Mohammed … - In: Energy economics 137 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015181817

Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach

Uddin, Mohammed Gazi Salah; Rahman, Md Lutfur; Shahzad, … - In: Energy economics 73 (2018), pp. 108-121

Persistent link: https://www.econbiz.de/10011972559

The Effects of COVID-19 Pandemic on Oil Prices, CO <sub>2</sub> Emissions and the Stock Market : Evidence from a VAR Model

Mzoughi, Hela - 2020

This paper examines the impact of COVID-19 pandemic on oil prices, CO2 emissions and stock market volatility over the period January 22, 2020 – March 30, 2020 using an unrestricted VAR. We demonstrate that although the increasing number of COVID-19 infections causeda decrease in the price of...

Persistent link: https://www.econbiz.de/10012835582