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Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies : fresh evidence from intra-day-based good and bad volatilities

Asl, Mahdi Ghaemi; Roubaud, David - In: Financial innovation : FIN 10 (2024), pp. 1-49

This study examines the nexus between the good and bad volatilities of three technological revolutions-fnancial technology (FinTech), the Internet of Things, and artifcial intelligence and technology-as well as the two main conventional and Islamic cryptocurrency platforms, Bitcoin and Stellar,...

Persistent link: https://www.econbiz.de/10014548110

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

Does real interest rate parity really work? : historical evidence from a discrete wavelet perspective

Asl, Mahdi Ghaemi; Canarella, Giorgio; Miller, Stephen M.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 4, pp. 485-518

Persistent link: https://www.econbiz.de/10014372906

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

Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?

Asl, Mahdi Ghaemi; Jabeur, Sami Ben - In: Research in international business and finance 69 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10015052455

Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities : Evidence from Clean Energy and Oil and Gas Companies

Asl, Mahdi Ghaemi - 2020

This paper investigates returns and volatility transmission between SPGCE (index of clean energy stocks), SPGO (index of oil and gas stocks), two non-renewable energy commodities (natural gas and crude oil), and three products of crude oil distillation (heating oil, gasoline, and propane). We...

Persistent link: https://www.econbiz.de/10012827242