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The pricing of bad contagion in cryptocurrencies : a four-factor pricing model

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013335981

Asymmetric volatility spillover among Chinese sectors during COVID-19

Shahzad, Syed Jawad Hussain; Naeem, Muhammad Abubakr; … - In: International review of financial analysis 75 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803980

Oil price risk exposure of BRIC stock markets and hedging effectiveness

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: Financial modeling and risk management of energy and …, (pp. 145-170). 2022

Persistent link: https://www.econbiz.de/10013349933

Liquidity connectedness in cryptocurrency market

Hasan, Mudassar; Naeem, Muhammad Abubakr; Arif, Muhammad; … - In: Financial innovation : FIN 8 (2022), pp. 1-25

We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271-296, 2018) on a sample of six major cryptocurrencies, namely, Bitcoin...

Persistent link: https://www.econbiz.de/10012798833

Predictive role of online investor sentiment for cryptocurrency market : evidence from happiness and fears

Naeem, Muhammad Abubakr; Mbarki, Imen; Shahzad, Syed … - In: International review of economics & finance : IREF 73 (2021), pp. 496-514

Persistent link: https://www.econbiz.de/10012692416

Time and frequency connectedness among oil shocks, electricity and clean energy markets

Naeem, Muhammad Abubakr; Peng, Zhe; Suleman, Mouhammed Tahir - In: Energy economics 91 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518753

Can happiness predict future volatility in stock markets?

Naeem, Muhammad Abubakr; Farid, Saqib; Faruk, Balli; … - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581437

Hedging the downside risk of commodities through cryptocurrencies

Naeem, Muhammad Abubakr; Farid, Saqib; Balli, Faruk; … - In: Applied economics letters 28 (2021) 2, pp. 153-160

Persistent link: https://www.econbiz.de/10012415106

Time and frequency connectedness among oil shocks, electricity and clean energy markets

Naeem, Muhammad Abubakr; Peng, Zhe; Suleman, Mouhammed Tahir - 2020

Persistent link: https://www.econbiz.de/10012533826

Spillover network of commodity uncertainties

Balli, Faruk; Naeem, Muhammad Abubakr; Shahzad, Syed … - In: Energy economics 81 (2019), pp. 914-927

Persistent link: https://www.econbiz.de/10012173026

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