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Oil price shocks and the return and volatility spillover between industrial and precious metals
Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Energy economics 99 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012888438
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Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era
Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Applied economics 54 (2022) 9, pp. 1030-1054
Persistent link: https://www.econbiz.de/10012875032
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Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum; Zaremba, Adam; Olson, Dennis - In: Applied economics letters 29 (2022) 4, pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
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Connectedness between cryptocurrency and technology sectors : international evidence
Umar, Zaghum; Trabelsi, Nader; Alqahtani, Faisal - In: International review of economics & finance : IREF 71 (2021), pp. 910-922
Persistent link: https://www.econbiz.de/10012630803
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Inflation hedging in the long run : practical perspectives from seven centuries of commodity prices
Zaremba, Adam; Szczygielski, Jan J.; Umar, Zaghum; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10012613092
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Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
Umar, Zaghum; Manel, Youssef; Riaz, Yasir; Gubareva, Mariya - In: Pacific-Basin finance journal 67 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013258118
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Faith-based investments and the Covid-19 pandemic : analyzing equity volatility and media coverage time-frequency relations
Umar, Zaghum; Gubareva, Mariya - In: Pacific-Basin finance journal 67 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013258158
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The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies
Umar, Zaghum; Jareño, Francisco; González Pérez, … - In: Technological forecasting & social change : an … 172 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013175673
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On the effect of credit rating announcements on sovereign bonds : international evidence
Kenourgios, Dimitrios; Umar, Zaghum; Lemonidi, Paraskevi - In: International economics : a journal published by CEPII … 163 (2020), pp. 58-71
Persistent link: https://www.econbiz.de/10012642564
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The impact of COVID-19 induced panic on the return and volatility of precious metals
Umar, Zaghum; Aziz, Saqib; Tawil, Dima - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012815428