Similar Search Results

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; … - In: Research in international business and finance 64 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014266177

Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis

Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Studies in economics and finance 40 (2023) 2, pp. 313-333

Persistent link: https://www.econbiz.de/10014227419

Return and volatility connectedness of the non-fungible tokens segments

Umar, Zaghum; Alwahedi, Wafa; Zaremba, Adam; Xuan Vinh Vo - In: Journal of behavioral and experimental finance 35 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014227612

Is greenness an optimal hedge for sectoral stock indices?

Akhtaruzzaman, Md.; Banerjee, Ameet Kumar; Ghardallou, Wafa - In: Economic modelling 117 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014229210

A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty

Bossman, Ahmed; Umar, Zaghum; Agyei, Samuel Kwaku; … - In: Research in economics : an international review of economics 76 (2022) 3, pp. 189-205

Persistent link: https://www.econbiz.de/10014230132

Dynamic spillover between oil price shocks and technology stock indices : a country level analysis

Umar, Zaghum; Mokni, Khaled; Manel, Youssef; Gubareva, … - In: Research in international business and finance 69 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10015052375

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

Ashraf, Sania; 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/10015074076

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

Network connectedness dynamics of the yield curve of G7 countries

Umar, Zaghum; Riaz, Yasir; Aharon, David Y. - In: International review of economics & finance : IREF 79 (2022), pp. 275-288

Persistent link: https://www.econbiz.de/10013343398

Are Commodity Futures a Good Hedge Against Inflation?

Spierdijk, Laura - 2013

This study assesses the hedging properties of commodity futures across three dimensions: market, investment horizon and time. Measured over the full sample period (1970-2011), commodity futures show significant ability to hedge US inflation, especially for investment horizons of at least one...

Persistent link: https://www.econbiz.de/10013094025