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Patterns of spillover in energy, agricultural, and metal markets : a connectedness analysis for years 1780-2020

Umar, Zaghum; Riaz, Yasir; Zaremba, Adam - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014632468

Air temperature and sovereign bond returns

Kizys, Renatas; Rouatbi, Wael; Umar, Zaghum; Zaremba, Adam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 179-209

Persistent link: https://www.econbiz.de/10014532260

COVID–19 media coverage and ESG leader indices

Akhtaruzzaman, Md.; Boubaker, Sabri; Umar, Zaghum - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014578066

Hedging U.S. Metals & Mining Industry’s Credit Risk With Industrial and Precious Metals

Umar, Zaghum - 2019

This study examines the conditional correlation and the resulting optimal hedge ratios between the Credit Default Swap (CDS) spreads of the U.S. metal and mining industries, and the prices of copper, platinum, silver and gold using the daily date from December 14, 2007 to August 18, 2018. It...

Persistent link: https://www.econbiz.de/10012864310

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

Trade competitiveness and the aggregate returns in global stock markets

Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014240044

Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics

Gubareva, Mariya; Umar, Zaghum - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 112-126

Persistent link: https://www.econbiz.de/10014248114

Aharon, David Y.; Umar, Zaghum; Mukhriz Izraf Azman Aziz; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013449300

Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic

Esparcia, Carlos; Jareño, Francisco; Umar, Zaghum - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-43

Persistent link: https://www.econbiz.de/10013449304

The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies

Ashraf, Sania; Jithin P; Umar, Zaghum - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

We investigate the asymmetric nonlinear link between foreign direct investment, oil prices, and CO2 emissions for the Gulf Cooperation Council nations, using foreign direct investment and oil price data. As foreign direct investment is positively associated with carbon emissions in the long run...

Persistent link: https://www.econbiz.de/10013449335