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Analysing spillover between returns and volatility series of oil across major stock markets

Tiwari, Aviral Kumar; Nasreen, Samia; Ullah, Subhan; … - In: International Journal of Finance & Economics 26 (2020) 2, pp. 2458-2490

Persistent link: https://www.econbiz.de/10012406930

Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals

Tiwari, Aviral Kumar; Nasreen, Samia; Shahbaz, Muhammad; … - In: Energy economics 85 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012506323

A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region: Implications for risk diversification

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of Risk and Financial Management 13 (2020) 4, pp. 1-21

Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...

Persistent link: https://www.econbiz.de/10012611292

Connectedness in international crude oil markets

Bhanja, Niyati; Nasreen, Samia; Dar, Arif Billah; … - In: Computational economics 59 (2022) 1, pp. 227-262

Persistent link: https://www.econbiz.de/10013168983

Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies

Elsayed, Ahmed H.; Nasreen, Samia; Tiwari, Aviral Kumar - In: Energy economics 90 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517574

Dependence structure and dynamic connectedness between green bonds and financial markets : fresh insights from time-frequency analysis before and during COVID-19 pandemic

Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia; … - In: Energy economics 107 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013202451

A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region : implications for risk diversification

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21

Persistent link: https://www.econbiz.de/10012302496

Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets

Nasreen, Samia; Tiwari, Aviral Kumar; Goodell, John W.; … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1556-1592

Persistent link: https://www.econbiz.de/10014535491

Evaluating the role of GDP per capita, air pollution and non-economic factors in determining health expenditure : evidence from Asian region using instrumental variables techniques

Nasreen, Samia; Tiwari, Aviral Kumar; Nisa, Mehr-un; … - In: Economic papers 43 (2024) 1, pp. 63-90

Persistent link: https://www.econbiz.de/10014537152

The Impact of COVID-19 Pandemic on Interconnectedness Among Major Financial Assets : Evidence From the US Economy

Elsayed, Ahmed H.; nasreen, samia; Tiwari, Aviral Kumar - 2022

The outbreak of COVID-19 pandemic and its economic impact has created a havoc across all economies of the globe and amplifying the financial market volatility. The aim of this study is to investigate the impact of COVID-19 pandemic on interdependence and relationship among oil market, stock...

Persistent link: https://www.econbiz.de/10014235599