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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

Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks

Naeem, Muhammad Abubakr; Sitara Karim; Abrar, Afsheen; … - In: International review of financial analysis 89 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014465059

Tail risk spillovers between Shanghai oil and other markets

Naeem, Muhammad Abubakr; Gul, Raazia; Muhammad Shafiullah; … - In: Energy economics 130 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014559260

Risk connectedness between energy and stock markets : evidence from oil importing and exporting countries

Benlagha, Noureddine; Sitara Karim; Naeem, Muhammad Abubakr - In: Energy economics 115 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013541783

Financial markets, energy shocks, and extreme volatility spillovers

Boubaker, Sabri; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Energy economics 126 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014487450

Nexus between oil shocks and agriculture commodities : evidence from time and frequency domain

Naeem, Muhammad Abubakr; Karim, Sitara; Hasan, Mudassar; … - In: Energy economics 112 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013350799

Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19 : a TVP-VAR extended joint connectedness approach

Chatziantoniou, Ioannis; Floros, Christos; Gabauer, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 145-168). 2022

Persistent link: https://www.econbiz.de/10013283200

Volatility Contagion between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19 : An Application Based on the TVP-VAR Extended Joint Connectedness Approach

Chatziantoniou, Ioannis; Floros, Christos; Gabauer, David - 2021

We investigate volatility contagion across G7 stock markets and the market for crude oil for the period between 2007 and 2021. Following the work of Balcilar et al. (2021), we utilise the TVP-VAR extended joint connectedness method and compare results to the standard TVP-VAR method that...

Persistent link: https://www.econbiz.de/10013211886

A closer look into the global determinants of oil price volatility

Chatziantoniou, Ioannis; Filippidis, Michail; Filis, George - In: Energy economics 95 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012816544

Oil Price Shocks and Exchange Rate Dynamics : New Evidence From Decomposed and Partial Connectedness Measures for Oil Importing and Exporting Economies

Chatziantoniou, Ioannis; Elsayed, Ahmed H.; Gabauer, David - 2022

In this study, we introduce a novel framework of partial connectedness measures with which we investigate contagion dynamics between different types of oil price shocks and exchange rates. On general principles, oil price shocks are persistent net transmitters of shocks within the network....

Persistent link: https://www.econbiz.de/10013294761