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Oil Shocks and BRIC Markets : Evidence from Extreme Quantile Approach

Naeem, Muhammad Abubakr; Pham, Linh; Senthilkumar, … - 2022

The present study aims to configure the extreme quantile dependence between oil shocks and BRIC markets from January 2, 1995 to July 27, 2021. Using the cross-quantilogram technique, the current study first decomposed oil shocks pertaining to demand and supply and analyzed their asymmetric...

Persistent link: https://www.econbiz.de/10013321720

Deciphering asymmetric spillovers in US industries : insights from higher-order moments

Muhammad Shafiullah; Senthilkumar, Arunachalam; Lucey, … - In: Research in international business and finance 70 (2024) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10015053386

Oil shocks and BRIC markets : evidence from extreme quantile approach

Naeem, Muhammad Abubakr; Pham, Linh; Senthilkumar, … - In: Energy economics 108 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013203283

Navigating median and extreme volatility in stock markets: Implications for portfolio strategies

Naeem, Muhammad Abubakr - In: International review of economics & finance : IREF 95 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015145228

Good versus bad information transmission in the cryptocurrency market : evidence from high-frequency data

Naeem, Muhammad Abubakr; Iqbal, Najaf; Lucey, Brian M.; … - In: Journal of international financial markets, … 81 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013533419

Do financial volatilities mitigate the risk of cryptocurrency indexes?

Naeem, Muhammad Abubakr; Lucey, Brian M.; Karim, Sitara; … - In: Finance research letters 50 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014239936

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

Can happiness predict future volatility in stock markets?

Naeem, Muhammad Abubakr; Farid, Saqib; Faruk, Balli; … - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581437

Information transmission between oil and housing markets

Nguyen Thi Thu Ha; Naeem, Muhammad Abubakr; Balli, Faruk; … - In: Energy economics 95 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012816615

Asymmetric volatility spillover among Chinese sectors during COVID-19

Shahzad, Syed Jawad Hussain; Naeem, Muhammad Abubakr; … - In: International review of financial analysis 75 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803980