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Risk transmission between green markets and commodities

Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022

Persistent link: https://www.econbiz.de/10013173335

Co-movement between dirty and clean energy : a time-frequency perspective

Farid, Saqib; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Energy economics 119 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014280153

Diversifier or more? : hedge and safe haven properties of green bonds during COVID-19

Arif, Muhammad; Naeem, Muhammad Abubakr; Farid, Saqib; … - 2021

Persistent link: https://www.econbiz.de/10013041364

Market integration in the Australian National Electricity Market : fresh evidence from asymmetric time-frequency connectedness

Naeem, Muhammad Abubakr; Sitara Karim; Rabbani, Mustafa Raza - In: Energy economics 112 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013350457

Diversifier or more? : hedge and safe haven properties of green bonds during COVID-19

Arif, Muhammad; Naeem, Muhammad Abubakr; Farid, Saqib; … - 2021

Persistent link: https://www.econbiz.de/10012585960

Risk Transmission between Green Markets and Commodities

Naeem, Muhammad Abubakr; Karim, Sitara; Jamasb, Tooraj; … - 2022

The current study examines the risk transmission between green markets and commodities spanning 3 January 2011 to 20 June 2021. We use two novel methodologies of volatility transmission using dynamic conditional correlation (DCC-GARCH) and the other time-varying parameters vector autoregression...

Persistent link: https://www.econbiz.de/10013294848

Impact of COVID-19 on the connectedness across global hospitality stocks

Hadi, Dlawar Mahdi; Naeem, Muhammad Abubakr; Sitara Karim - In: International journal of hospitality management 104 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013255952

Oil shocks and BRIC markets : evidence from extreme quantile approach

Naeem, Muhammad Abubakr; Pham, Linh; Senthilkumar, … - In: Energy economics 108 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013203283

Tail dependence between bitcoin and green financial assets

Naeem, Muhammad Abubakr; Sitara Karim - In: Economics letters 208 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013207093

Extreme risk dependence between green bonds and financial markets

Sitara Karim; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - In: European financial management : the journal of the … 30 (2024) 2, pp. 935-960

Persistent link: https://www.econbiz.de/10014511662

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