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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

Exploring downside risk dependence across energy markets : electricity, conventional energy, carbon, and clean energy during episodes of market crises

Naeem, Muhammad Abubakr; Arfaoui, Nadia - In: Energy economics 127 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014490337

Can green investment funds hedge climate risk?

Arfaoui, Nadia; Naeem, Muhammad Abubakr; Maherzi, Teja; … - In: Finance research letters 60 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014490434

Are sustainable investments interdependent? : the international evidence

Mirza, Nawazish; Naeem, Muhammad Abubakr; Nguyen Thi Thu Ha - In: Economic modelling 119 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014249654

Interdependence of clean energy and green markets with cryptocurrencies

Arfaoui, Nadia; Naeem, Muhammad Abubakr; Boubaker, Sabri; … - In: Energy economics 120 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014284559

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

<scp>Time‐frequency</scp> dynamics between fear connectedness of stocks and alternative assets

Naeem, Muhammad Abubakr; Hasan, Mudassar; Agyemang, Abraham - In: International Journal of Finance & Economics (2021)

Persistent link: https://www.econbiz.de/10012535449

Does Twitter Happiness Sentiment predict cryptocurrency?

Naeem, Muhammad Abubakr; Mbarki, Imen; Suleman, … - In: International Review of Finance 21 (2020) 4, pp. 1529-1538

Persistent link: https://www.econbiz.de/10012409338