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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

Extreme risk dependence between green bonds and financial markets

Karim, Sitara; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - In: European financial management : the journal of the … 30 (2024) 2, pp. 935-960

Persistent link: https://www.econbiz.de/10014511662

Extreme Risk Dependence between Green Bonds and Financial Markets

Karim, Sitara; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - 2023

Green bonds and financial markets underline severe extreme dependence due to uncertain economic and financial circumstances. Time-varying optimal copula (TVOC) is a unique methodology that provides useful copula information under different time series, underscoring several regimes following...

Persistent link: https://www.econbiz.de/10014256910

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 ethics outpace sins?

Karim, Sitara; Naeem, Muhammad Abubakr; Lucey, Brian M. - In: Finance research letters 47 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013553582

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

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

The dark side of Bitcoin : do Emerging Asian Islamic markets help subdue the ethical risk?

Karim, Sitara; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - In: Emerging markets review 54 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014337219

Asymmetric relationship between climate policy uncertainty and energy metals : evidence from cross-quantilogram

Karim, Sitara; Naeem, Muhammad Abubakr; Muhammad Shafiullah - In: Finance research letters 54 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472692