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Risk transmission between green markets and commodities
Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022
Persistent link: https://www.econbiz.de/10013173335
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Co-movement between dirty and clean energy : a time-frequency perspective
Farid, Saqib; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Energy economics 119 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014280153
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Diversifier or more? : hedge and safe haven properties of green bonds during COVID-19
Arif, Muhammad; Naeem, Muhammad Abubakr; Farid, Saqib; … - 2021
Persistent link: https://www.econbiz.de/10013041364
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Market integration in the Australian National Electricity Market : fresh evidence from asymmetric time-frequency connectedness
Naeem, Muhammad Abubakr; Sitara Karim; Rabbani, Mustafa Raza - In: Energy economics 112 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013350457
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Diversifier or more? : hedge and safe haven properties of green bonds during COVID-19
Arif, Muhammad; Naeem, Muhammad Abubakr; Farid, Saqib; … - 2021
Persistent link: https://www.econbiz.de/10012585960
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Risk Transmission between Green Markets and Commodities
Naeem, Muhammad Abubakr; Karim, Sitara; Jamasb, Tooraj; … - 2022
The current study examines the risk transmission between green markets and commodities spanning 3 January 2011 to 20 June 2021. We use two novel methodologies of volatility transmission using dynamic conditional correlation (DCC-GARCH) and the other time-varying parameters vector autoregression...
Persistent link: https://www.econbiz.de/10013294848
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Turkish Lira crisis and its impact on sector returns
Hadi, Dlawar Mahdi; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014471923
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Return and volatility spillovers among global assets : comparing health crisis with geopolitical crisis
Naeem, Muhammad Abubakr; Hamouda, Foued; Sitara Karim; … - In: International review of economics & finance : IREF 87 (2023), pp. 557-575
Persistent link: https://www.econbiz.de/10014472481
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Asymmetric relationship between climate policy uncertainty and energy metals : evidence from cross-quantilogram
Sitara Karim; Naeem, Muhammad Abubakr; Muhammad Shafiullah - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472692
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From forests to faucets to fuel : Investigating the domino effect of extreme risk in timber, water, and energy markets
Naeem, Muhammad Abubakr; Iqbal, Najaf; Sitara Karim; … - In: Finance research letters 55 (2023) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014473555