[HTML][HTML] Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic
This paper examines the connectedness among 12 African equity markets and the global
commodity, developed equity markets, paying particular attention to their evolution during …
commodity, developed equity markets, paying particular attention to their evolution during …
Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis
SB Khelifa, K Guesmi, C Urom - International Review of Financial Analysis, 2021 - Elsevier
In this paper, we investigated the relationship between cryptocurrency market and hedge
funds in two different ways. First, we focus on the dependence between Cryptocurrency …
funds in two different ways. First, we focus on the dependence between Cryptocurrency …
Green markets integration in different time scales: A regional analysis
This paper examines the interactions among regional green energy equity markets and their
dependence and connectedness with both uncertainties and price fluctuations in the global …
dependence and connectedness with both uncertainties and price fluctuations in the global …
Dynamic integration and transmission channels among interest rates and oil price shocks
This paper examines the short term dynamic integration among oil price shocks and interest
rates for the USA, Euro area and twelve Asian economies from August 1999 to January …
rates for the USA, Euro area and twelve Asian economies from August 1999 to January …
Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention
G Ndubuisi, C Urom - Research in International Business and Finance, 2023 - Elsevier
This paper examines the relationships among cryptocurrency environmental attention and
clean cryptocurrencies prices using Time-Varying Parameter Vector Auto-Regression (TVP …
clean cryptocurrencies prices using Time-Varying Parameter Vector Auto-Regression (TVP …
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
This paper analyzes the dependence among clean energy sectors and oil price uncertainty
using the NASDAQ OMX Green Economy Index for the Building, Economy, Edge, Financial …
using the NASDAQ OMX Green Economy Index for the Building, Economy, Edge, Financial …
Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?
C Urom, G Ndubuisi - The Quarterly Review of Economics and Finance, 2023 - Elsevier
This paper uses the Quantile Vector-Autoregressive (Q-VAR) technique to examine the
connectedness between three regional (North America, Europe and Asia-Pacific) …
connectedness between three regional (North America, Europe and Asia-Pacific) …
Negative oil price shocks transmission: The comparative effects of the GFC, shale oil boom, and COVID-19 downturn on French gasoline prices
This article analyzes the transmission mechanisms between oil prices and fuel prices in
France over the period 2005− 2020. The econometric procedure focuses on three singular …
France over the period 2005− 2020. The econometric procedure focuses on three singular …
Modelling and Forecasting volatility in International financial markets
ST Enow - International Journal of Research in Business and …, 2023 - ssbfnet.com
Modelling volatility using asset price returns has always been at the forefront of financial
economics and option pricing. Observing the conditional variance properties in these asset …
economics and option pricing. Observing the conditional variance properties in these asset …
An analysis of volatility and risk-adjusted returns of ESG indices in developed and emerging economies
H Gupta, R Chaudhary - Risks, 2023 - mdpi.com
The importance of Environmental, Social, and Governance (ESG) aspects in investment
decisions has grown significantly in today's volatile financial market. This study aims to …
decisions has grown significantly in today's volatile financial market. This study aims to …