Similar Search Results

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

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

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

The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility : a time-frequency wavelet analysis

Umar, Zaghum; Gubareva, Mariya - In: Applied economics 53 (2021) 27, pp. 3193-3206

Persistent link: https://www.econbiz.de/10012517082

Did David Win a Battle or the War Against Goliath? Dynamic Return and Volatility Connectedness between the GameStop Stock and the High Short Interest Indices

Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - 2021

Can a short-squeeze incident trigger financial contagion over the entire stock markets? The recent GameStop frenzy provides a unique natural experiment to explore this question. In this study, we examine the static and dynamic return and volatility connectedness among the GameStop stock, the...

Persistent link: https://www.econbiz.de/10013239066

Media sentiment and short stocks performance during a systemic crisis

Umar, Zaghum; Adekoya, Oluwasegun B.; Oliyide, Johnson A.; … - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013252754

Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility : a time-frequency analysis

Umar, Zaghum; Gubareva, Mariya; Dang Khoa Tran; … - In: Research in international business and finance 58 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013287761

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

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