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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

Oil shocks and equity markets : the case of GCC and BRICS economies

Umar, Zaghum; Trabelsi, Nader; Zaremba, Adam - In: Energy economics 96 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012817858

Static and dynamic connectedness between oil price shocks and Spanish equities : a sector analysis

Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: The European journal of finance 27 (2021) 9, pp. 880-896

Persistent link: https://www.econbiz.de/10012516138

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

Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

Aharon, David Y.; Umar, Zaghum; Xuan Vinh Vo - In: Financial innovation : FIN 7 (2021), pp. 1-25

This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland, EURO, Japan, and the UK) and the leading...

Persistent link: https://www.econbiz.de/10012617325

Spillovers between sovereign yield curve components and oil price shocks

Umar, Zaghum; Aharon, David Y.; Esparcia, Carlos; … - In: Energy economics 109 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013283788

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

Dynamic connectedness of oil price shocks and exchange rates

Malik, Farooq; Umar, Zaghum - In: Energy economics 84 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10012183410

The static and dynamic connectedness of environmental, social, and governance investments : international evidence

Umar, Zaghum; Kenourgios, Dimitris; Papathanasiou, Sypros - In: Economic modelling 93 (2020), pp. 112-124

Persistent link: https://www.econbiz.de/10012430094

Network connectedness of environmental attention : green and dirty assets

Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014239939