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Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities : evidence from clean energy and oil and gas companies

Asl, Mahdi Ghaemi; Canarella, Giorgio; Miller, Stephen M. - 2020

Persistent link: https://www.econbiz.de/10012391014

Is there any market state-dependent contribution from Blockchain-enabled solutions to ESG investments? : evidence from conventional and Islamic ESG stocks

Shahzad, Umer; Asl, Mahdi Ghaemi; Tedeschi, Marco - In: International review of economics & finance : IREF 86 (2023), pp. 139-154

Persistent link: https://www.econbiz.de/10014431168

Asymmetric connectedness between conventional and Islamic cryptocurrencies : evidence from good and bad volatility spillovers

Bouri, Elie; Asl, Mahdi Ghaemi; Darehshiri, Sahar; … - In: Financial innovation : FIN 10 (2024), pp. 1-26

This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising nearly 61% of cryptocurrency market capitalization and covering both conventional (Bitcoin and Ethereum) and Islamic (Stellar and Ripple) cryptocurrencies. Using a novel...

Persistent link: https://www.econbiz.de/10014548184