create a website

Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. (2023). Billah, Syed ; Boujlil, Rhada ; Rabbani, Mustafa Raza ; Shaik, Muneer ; Rahman, Mashuk.
In: Global Finance Journal.
RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000960.

Full description at Econpapers || Download paper

Cited: 14

Citations received by this document

Cites: 75

References cited by this document

Cocites: 46

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices. (2025). Billah, Mabruk.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005117.

    Full description at Econpapers || Download paper

  2. Tail risk connectedness between DeFi and Islamic assets and their determinants. (2025). Do, Hung Xuan ; Hadhri, Sinda ; Hoque, Mohammad Enamul ; Billah, Mabruk.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007810.

    Full description at Econpapers || Download paper

  3. Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets. (2025). Hassan, M. Kabir ; Shaik, Muneer ; Halim, Zairihan Abdul ; Billah, Syed Mabruk ; Rabbani, Mustafa Raza.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000204.

    Full description at Econpapers || Download paper

  4. Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China. (2025). Zhao, Yachao ; Su, Xianfang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004141.

    Full description at Econpapers || Download paper

  5. Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092.

    Full description at Econpapers || Download paper

  6. Exploring the predictive power of artificial neural networks in linking global Islamic indices with a local Islamic index. (2024). Grassa, Rihab ; Abdennadher, Sonia ; Boulanouar, Zakaria ; Benrhmach, Ghassane ; Aldhaheri, Mariam.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03885-7.

    Full description at Econpapers || Download paper

  7. Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms. (2024). Hassan, M. Kabir ; Anwer, Zaheer ; Khan, Muhammad Arif ; Harnek, Manjeet Kaur.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002691.

    Full description at Econpapers || Download paper

  8. Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

    Full description at Econpapers || Download paper

  9. Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

    Full description at Econpapers || Download paper

  10. Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

    Full description at Econpapers || Download paper

  11. Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903.

    Full description at Econpapers || Download paper

  12. Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

    Full description at Econpapers || Download paper

  13. Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

    Full description at Econpapers || Download paper

  14. Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies. (2024). He, Jian ; Su, Xianfang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006121.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adekoya, O.B. ; Akinseye, A.B. ; Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. ; Oliyide, J. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. 2022 Resources Policy. 78 -

  2. Adekoya, O.B. ; Oliyide, J.A. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. 2021 Resources Policy. 70 101898-

  3. Adekoya, O.B. ; Oliyide, J.A. ; Saleem, O. ; Adeoye, H.A. Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks. 2022 Technology in Society. 68 101925-

  4. Aharon, D.Y. ; Demir, E. NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic. 2022 Finance Research Letters. 47 -

  5. Alshater, M.M. ; Polat, O. ; El Khoury, R. ; Yoon, S.-M. Dynamic connectedness among regional FinTech indices in times of turbulences. 2022 Applied Economics Letters. 1-6
    Paper not yet in RePEc: Add citation now
  6. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. 2017 International Review of Financial Analysis. 50 1-26

  7. Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. A regional decomposition of US housing prices and volume: Market dynamics and portfolio diversification. 2021 Annals of Regional Science. 66 279-307

  8. Antonakakis, N. ; Cunado, J. ; Filis, G. ; Gabauer, D. ; de Gracia, F.P. Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic. 2023 International Review of Economics and Finance. 83 114-123
    Paper not yet in RePEc: Add citation now
  9. Antonakakis, N. ; Cunado, J. ; Filis, G. ; Gabauer, D. ; de Gracia, F.P. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. 2020 Energy Economics. 91 104762-

  10. Antonakakis, N. ; Gabauer, D. Refined measures of dynamic connectedness based on TVP-VAR. 2017 :

  11. Antonakakis, N. ; Gabauer, D. ; Gupta, R. Greek economic policy uncertainty: does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. 2019 Physica A: Statistical Mechanics and its Applications. 535 -

  12. Antonakakis, N. ; Gupta, R. ; Tiwari, A.K. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?. 2017 Research in International Business and Finance. 42 1-8

  13. Asmild, M. ; Kronborg, D. ; Mahbub, T. ; Matthews, K. The efficiency patterns of Islamic banks during the global financial crisis: The case of Bangladesh. 2019 The Quarterly Review of Economics and Finance. 74 67-74

  14. Bahloul, S. ; Khemakhem, I. Dynamic return and volatility connectedness between commodities and Islamic stock market indices. 2021 Resources Policy. 71 -

  15. Balli, F. ; Balli, H.O. ; Hasan, M. ; Gregory-Allen, R. Geopolitical risk spillovers and its determinants. 2022 The Annals of Regional Science. 68 463-500

  16. Balli, F. ; Billah, M. ; Balli, H.O. ; De Bruin, A. Spillovers between Sukuks and Shariah-compliant equity markets. 2022 Pacific-Basin Finance Journal. 72 101725-

  17. Balli, F. ; Billah, M. ; Balli, H.O. ; De Bruin, A. Spillovers to sectoral equity returns: Do liquidity and financial positions matter?. 2021 Applied Economics. 53 3097-3130

  18. Balli, F. ; Billah, M. ; Balli, H.O. ; Gregory-Allen, R. Economic uncertainties, macroeconomic announcements and sukuk spreads. 2020 Applied Economics. 52 3748-3769

  19. Balli, F. ; Naeem, M.A. ; Shahzad, S.J.H. ; de Bruin, A. Spillover network of commodity uncertainties. 2019 Energy Economics. 81 914-927

  20. Barunik, J. ; Krehlik, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 Journal of Financial Econometrics. 16 271-296

  21. Bossman, A. ; Owusu Junior, P. ; Tiwari, A.K. Dynamic connectedness and spillovers between Islamic and conventional stock markets: Time- and frequency-domain approach in COVID-19 era. 2022 Heliyon. 8 -
    Paper not yet in RePEc: Add citation now
  22. Bouri, E. ; Cepni, O. ; Gabauer, D. ; Gupta, R. Return connectedness across asset classes around the COVID-19 outbreak. 2021 International Review of Financial Analysis. 73 101646-

  23. Bromberg, L. ; Godwin, A. ; Ramsay, I. Fintech sandboxes: Achieving a balance between regulation and innovation. 2017 Journal of Banking and Finance Law and Practice. 28 314-336
    Paper not yet in RePEc: Add citation now
  24. Chatziantoniou, I. ; Filippidis, M. ; Filis, G. ; Gabauer, D. A closer look into the global determinants of oil price volatility. 2021 Energy Economics. 95 -

  25. Chatziantoniou, I. ; Gabauer, D. ; Marfatia, H.A. Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. 2022 Scottish Journal of Political Economy. 69 283-300

  26. Chau, F. ; Deesomsak, R. Business cycle variation in positive feedback trading: Evidence from the G-7 economies. 2015 Journal of International Financial Markets Institutions and Money. 35 147-159

  27. Chau, F. ; Deesomsak, R. ; Wang, J. Political uncertainty and stock market volatility in the Middle East and north African (MENA) countries. 2014 Journal of International Financial Markets Institutions and Money. 28 1-19

  28. Chazi, A. ; Syed, L.A.M. Risk exposure during the global financial crisis: The case of Islamic banks. 2010 International Journal of Islamic and Middle Eastern Finance and Management. -

  29. Chkili, W. ; Rejeb, A.B. ; Arfaoui, M. Does bitcoin provide hedge to Islamic stock markets for pre-and during COVID-19 outbreak? A comparative analysis with gold. 2021 Resources Policy. 74 102407-

  30. Chowdhury, M.I.H. ; Balli, F. ; Hassan, M.K. Network connectedness of World’s Islamic equity markets. 2021 Finance Research Letters. 41 -
    Paper not yet in RePEc: Add citation now
  31. Christoffersen, P. ; Errunza, V. ; Jacobs, K. ; Jin, X. Correlation dynamics and international diversification benefits. 2014 International Journal of Forecasting. 30 807-824

  32. Coffie, C.P.K. ; Hongjiang, Z. FinTech market development and financial inclusion in Ghana: The role of heterogeneous actors. 2023 Technological Forecasting and Social Change. 186 122127-

  33. Cui, J. ; Maghyereh, A. Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. 2023 International Review of Financial Analysis. 86 -

  34. Darehshiri, M. ; Ghaemi Asl, M. ; Babatunde Adekoya, O. ; Shahzad, U. Cross-spectral coherence and dynamic connectedness among contactless digital payments and digital communities, enterprise collaboration, and virtual reality firms. 2022 Technological Forecasting and Social Change. 181 -

  35. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. 2012 International Journal of Forecasting. 28 57-66

  36. Diebold, F.X. ; Yilmaz, K. Measuring financial asset return and volatility spillovers, with application to global equity markets. 2009 The Economic Journal. 119 158-171

  37. Diebold, F.X. ; Yılmaz, K. On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 Journal of Econometrics. 182 119-134

  38. Ding, Q. ; Huang, J. ; Chen, J. Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. 2021 Energy Economics. 102 105514-

  39. Engle, R.F. ; Manganelli, S. CAViaR: Conditional autoregressive value at risk by regression quantiles. 2004 Journal of Business & Economic Statistics. 22 367-381

  40. Haroon, O. ; Ali, M. ; Khan, A. ; Khattak, M.A. ; Rizvi, S.A.R. Financial market risks during the COVID-19 pandemic. 2021 Emerging Markets Finance and Trade. 57 2407-2414

  41. Hasan, M.B. ; Hassan, M.K. ; Rashid, M.M. ; Alhenawi, Y. Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. 2021 Global Finance Journal. 100668 -

  42. Hasan, M.B. ; Mahi, M. ; Hassan, M.K. ; Bhuiyan, A.B. Impact of COVID-19 pandemic on stock markets: conventional vs. Islamic indices using wavelet-based multi-timescales analysis. 2021 The North American Journal of Economics and Finance. 58 101504-

  43. Hasan, M.B. ; Rashid, M.M. ; Shafiullah, M. ; Sarker, T. How resilient are Islamic financial markets during the COVID-19 pandemic?. 2022 Pacific-Basin Finance Journal. 74 -

  44. Hassan, M.K. ; Djajadikerta, H.G. ; Choudhury, T. ; Kamran, M. Safe havens in Islamic financial markets: COVID-19 versus GFC. 2022 Global Finance Journal. 54 100643-

  45. Huang, Y. ; Duan, K. ; Urquhart, A. Time-varying dependence between bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. 2023 Journal of International Financial Markets Institutions and Money. 82-

  46. Karkowska, R. ; Urjasz, S. How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. 2023 Journal of International Financial Markets Institutions and Money. 85-

  47. Koop, G. ; Korobilis, D. Large time-varying parameter VARs. 2013 Journal of Econometrics. 177 185-198

  48. Korobilis, D. ; Yilmaz, K. Measuring dynamic connectedness with large Bayesian VAR models. 2018 :

  49. Kroner, K.F. ; Ng, V.K. Modeling asymmetric comovements of asset returns. 1998 The Review of Financial Studies. 11 817-844

  50. Kroner, K.F. ; Sultan, J. Time-varying distributions and dynamic hedging with foreign currency futures. 1993 Journal of Financial and Quantitative Analysis. 535-551

  51. Le, L.-T.N. ; Yarovaya, L. ; Nasir, M.A. Did COVID-19 change spillover patterns between Fintech and other asset classes?. 2021 Research in International Business and Finance. 58-

  52. Maghyereh, A.I. ; Abdoh, H. ; Awartani, B. Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. 2019 Pacific-Basin Finance Journal. 54 13-28

  53. Maghyereh, A.I. ; Awartani, B. Research in international business and finance dynamic transmissions between Sukuk and bond markets. 2016 Research in International Business and Finance. 38 246-261

  54. Markovitz, H.M. Portfolio selection: Efficient diversification of investments. 1959 John Wiley:
    Paper not yet in RePEc: Add citation now
  55. Mensi, W. ; Ur, M. ; Maitra, D. ; Al-yahyaee, K.H. Research in international business and finance does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets ? Evidence using a time-frequency approach. 2020 Research in International Business and Finance. 53 101230-
    Paper not yet in RePEc: Add citation now
  56. Mezghani, T. ; Abbes, M.B. Influence of oil price fluctuations on the network connectedness between oil, GCC Islamic and conventional financial markets. 2023 International Journal of Islamic and Middle Eastern Finance and Management. -

  57. Naeem, M.A. ; Qureshi, S. ; Rehman, M.U. ; Balli, F. COVID-19 and cryptocurrency market: Evidence from quantile connectedness. 2022 Applied Economics. 54 280-306

  58. Naeem, M.A. ; Rabbani, M.R. ; Karim, S. ; Billah, S.M. Religion vs ethics: Hedge and safe haven properties of Sukuk and green bonds for stock markets pre-and during COVID-19. 2023 International Journal of Islamic and Middle Eastern Finance and Management. -
    Paper not yet in RePEc: Add citation now
  59. Naeem, M.A. ; Sehrish, S. ; Costa, M.D. COVID-19 pandemic and connectedness across financial markets. 2020 Pacific Accounting Review. 33 165-178
    Paper not yet in RePEc: Add citation now
  60. Rehman, M.U. ; Asghar, N. ; Kang, S.H. Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. 2020 Pacific-Basin Finance Journal. -

  61. Saeed, M. ; Elnahass, M. ; Izzeldin, M. ; Tsionas, M. Yield spread determinants of sukuk and conventional bonds. 2021 Economic Modelling. 105 105664-

  62. Salisu, A.A. ; Shaik, M. Islamic stock indices and COVID-19 pandemic. 2022 International Review of Economics and Finance. 80 282-293

  63. Shahzad, U. ; Mohammed, K.S. ; Tiwari, S. ; Nakonieczny, J. ; Nesterowicz, R. Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. 2023 Resources Policy. 80 -

  64. Shaik, M. ; Lanka, A.K. ; Singh, G. Analysis of lead-lag relationship and volatility spillover: Evidence from Indian agriculture commodity markets. 2021 International Journal of Bonds and Derivatives. 4 258-279

  65. Shaik, M. ; Varghese, G. ; Madhavan, V. The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic. 2023 Applied Economics. 1-21
    Paper not yet in RePEc: Add citation now
  66. Sharpe, S.A. Financial market imperfections, firm leverage, and the cyclicality of employment. 1994 The American Economic Review. 84 1060-1074

  67. Stock, J.H. VAR, error correction and pretest forecasts at long horizons. 1996 Oxford Bulletin of Economics and Statistics. 58 685-701

  68. Trabelsi, N. Dynamic and frequency connectedness across Islamic stock indexes, bonds, crude oil and gold. 2019 International Journal of Islamic and Middle Eastern Finance and Management. 12 306-321

  69. Umar, Z. ; Polat, O. ; Choi, S.-Y. ; Teplova, T. The impact of the Russia-Ukraine conflict on the connectedness of financial markets. 2022 Finance Research Letters. 102976 -
    Paper not yet in RePEc: Add citation now
  70. Umar, Z. ; Yousaf, I. ; Gubareva, M. ; Vo, X.V. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. 2022 Pacific-Basin Finance Journal. 72 101712-

  71. Wang, D. ; Li, P. ; Huang, L. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. 2022 Finance Research Letters. 46-

  72. Wang, Y. Volatility spillovers across NFTs news attention and financial markets. 2022 International Review of Financial Analysis. 83 -

  73. Yousaf, I. ; Jareño, F. ; Tolentino, M. Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. 2023 Technological Forecasting and Social Change. 187 -

  74. Yousaf, I. ; Yarovaya, L. Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis. 2022 Pacific-Basin Finance Journal. 71 101705-

  75. Zhou, X. ; Chen, S. FinTech innovation regulation based on reputation theory with the participation of new media. 2021 Pacific-Basin Finance Journal. 67-

Cocites

Documents in RePEc which have cited the same bibliography

  1. Ripples of Oil Shocks: How Jordan’s Sectors React. (2025). Khasawneh, Maher ; Ziadat, Salem Adel.
    In: JRFM.
    RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:186-:d:1626074.

    Full description at Econpapers || Download paper

  2. Tokens and cryptocurrencies: Evidence from asymmetric frequency connectedness approach. (2025). Mbarek, Marouene ; Msolli, Badreddine.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001400.

    Full description at Econpapers || Download paper

  3. Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M.
    In: Research in Economics.
    RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

    Full description at Econpapers || Download paper

  4. Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

    Full description at Econpapers || Download paper

  5. Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?. (2025). Su, Xianfang ; Zhao, Yachao.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000031.

    Full description at Econpapers || Download paper

  6. A profitable currency portfolio strategy: Learning from connectedness. (2025). Zhang, Qingyi ; Liu, Ruiqi ; Hong, Ziyi ; Cai, Feifei ; Wang, Wenhao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002168.

    Full description at Econpapers || Download paper

  7. Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

    Full description at Econpapers || Download paper

  8. Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal.
    In: Energy Economics.
    RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

    Full description at Econpapers || Download paper

  9. Economic Nexus among the Belt and Road Initiative participating countries. (2025). chen, yiguo ; Chang, Tsangyao ; Luo, Peng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000439.

    Full description at Econpapers || Download paper

  10. Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

    Full description at Econpapers || Download paper

  11. Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

    Full description at Econpapers || Download paper

  12. Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

    Full description at Econpapers || Download paper

  13. Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

    Full description at Econpapers || Download paper

  14. Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000667.

    Full description at Econpapers || Download paper

  15. Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets. (2024). Xia, Xiling ; Zhu, Huiming ; Deng, XI ; Zeng, Tian ; Hau, Liya.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005720.

    Full description at Econpapers || Download paper

  16. A new approach to forecasting Islamic and conventional oil and gas stock prices. (2024). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Oliyide, Johnson Ayobami ; Rajab, Sahel ; Asl, Mahdi Ghaemi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005057.

    Full description at Econpapers || Download paper

  17. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

    Full description at Econpapers || Download paper

  18. ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Wee, Jung Bum ; Bouri, Elie.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003678.

    Full description at Econpapers || Download paper

  19. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139.

    Full description at Econpapers || Download paper

  20. Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

    Full description at Econpapers || Download paper

  21. Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

    Full description at Econpapers || Download paper

  22. Static and dynamic interdependencies among natural gas, stocks of global major economies and uncertainty. (2024). Hu, Wenwen ; Niu, Hongli.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004689.

    Full description at Econpapers || Download paper

  23. Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Bouri, Elie.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000449.

    Full description at Econpapers || Download paper

  24. Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach. (2024). Abakah, Emmanuel ; Hossain, Sahib ; Abdullah, Mohammad ; Goodell, John W ; Aikins, Emmanuel Joel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010656.

    Full description at Econpapers || Download paper

  25. The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers. (2024). Hamori, Shigeyuki ; He, Xie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002916.

    Full description at Econpapers || Download paper

  26. Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui.
    In: Energy.
    RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

    Full description at Econpapers || Download paper

  27. Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies. (2024). He, Jian ; Su, Xianfang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006121.

    Full description at Econpapers || Download paper

  28. Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

    Full description at Econpapers || Download paper

  29. Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

    Full description at Econpapers || Download paper

  30. Evaluation of volatility spillovers for asymmetric realized covariance. (2024). Maki, Daiki.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001025.

    Full description at Econpapers || Download paper

  31. Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

    Full description at Econpapers || Download paper

  32. Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Dankwah, Boakye.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512.

    Full description at Econpapers || Download paper

  33. Spillover effects of RMB exchange rate among RCEP member countries: Empirical evidence from time-frequency domain approach. (2023). Wang, Zhiyong ; Guo, Jingbo.
    In: PLOS ONE.
    RePEc:plo:pone00:0287566.

    Full description at Econpapers || Download paper

  34. The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence. (2023). Cui, Tianxiang ; Ding, Shusheng ; Du, Min ; Wang, Kaihao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008723.

    Full description at Econpapers || Download paper

  35. Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

    Full description at Econpapers || Download paper

  36. Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Arunachalam, Vairam ; Patnaik, Debasis ; Mishra, Aswini Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

    Full description at Econpapers || Download paper

  37. Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

    Full description at Econpapers || Download paper

  38. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). YAYA, OLAOLUWA ; Islam, M. Nazmul ; Furuoka, Fumitaka ; Al-Faryan, Mamdouh Abdulaziz Sa ; Ling, Pui Kiew ; Saleh, Mamdouh Abdulaziz.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478.

    Full description at Econpapers || Download paper

  39. Quantile and asymmetric return connectedness among BRICS stock markets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000154.

    Full description at Econpapers || Download paper

  40. Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. (2023). Billah, Syed ; Boujlil, Rhada ; Rabbani, Mustafa Raza ; Shaik, Muneer ; Rahman, Mashuk.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000960.

    Full description at Econpapers || Download paper

  41. A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Rocha, Luis ; Jing, Ruixue.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008759.

    Full description at Econpapers || Download paper

  42. Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications. (2023). Shi, Zhengxu ; Xia, Yufei ; Du, Xiaoying ; Cai, Rongjiang ; Niu, Mengyi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002465.

    Full description at Econpapers || Download paper

  43. Model-free connectedness measures. (2023). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

    Full description at Econpapers || Download paper

  44. Risk spillovers across geopolitical risk and global financial markets. (2023). Shen, Yue ; Jiang, Yaohui ; Wang, Xiaohan ; Zheng, Jinlin ; Wen, Baoyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

    Full description at Econpapers || Download paper

  45. The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Umar, Muhammad ; Li, Jingpeng ; Huo, Jiale.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

    Full description at Econpapers || Download paper

  46. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. (2022). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:20:31 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.