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2. What drives the return and volatility spillover between DeFis and cryptocurrencies?. (2025). Assaf, Ata ; Ersan, Oguz ; Demir, Ender.
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   RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1302-1318.

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16. Bossman, A., Umar, Z., & Teplova, T. (2022). Modelling the asymmetric effect of COVID‐19 on REIT returns: A quantile‐on‐quantile regression analysis. The Journal of Economic Asymmetries, 26, e00257. https://doi.org/10.1016/J.JECA.2022.E00257.

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54. Riaz, Y., Shehzad, C. T., & Umar, Z. (2021). The sovereign yield curve and credit ratings in GIIPS. International Review of Finance, 21(3), 895–916. https://doi.org/10.1111/irfi.12306.

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58. Sobti, N. (2018). Domestic Intermarket linkages: Measuring dynamic return and volatility connectedness among Indian financial markets. Decision, 45, 325–344.

59. Spierdijk, L., & Umar, Z. (2014). Stocks for the long run? Evidence from emerging markets. Journal of International Money and Finance, 47, 217–238. https://doi.org/10.1016/j.jimonfin.2014.06.003.

60. Spierdijk, L., & Umar, Z. (2015). Stocks, bonds, T‐bills and inflation hedging: From great moderation to great recession. Journal of Economics and Business, 79, 1–37. https://doi.org/10.1016/j.jeconbus.2014.12.002.
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61. Su, X. (2020). Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. The North American Journal of Economics and Finance, 51, 101098.

62. Umar, Z., & Gubareva, M. (2021). The relationship between the Covid‐19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time‐frequency wavelet analysis. Applied Economics, 53(27), 3193–3206. https://doi.org/10.1080/00036846.2021.1877252.

63. Umar, Z., Aziz, S., & Tawil, D. (2021). The impact of COVID‐19 induced panic on the return and volatility of precious metals. Journal of Behavioral and Experimental Finance, 31. https://doi.org/10.1016/j.jbef.2021.100525.
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64. Umar, Z., Gubareva, M., Teplova, T., & Tran, D. K. (2022). Covid‐19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis. Finance Research Letters, 47. https://doi.org/10.1016/j.frl.2022.102725.

65. Umar, Z., Gubareva, M., Tran, D. K., & Teplova, T. (2021). Impact of the Covid‐19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time‐frequency analysis. Research in International Business and Finance, 58. https://doi.org/10.1016/j.ribaf.2021.101493.
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66. Umar, Z., Jareño, F., & de la González, O. M. (2021). The impact of COVID‐19‐related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. Technological Forecasting and Social Change, 172. https://doi.org/10.1016/j.techfore.2021.121025.
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67. Umar, Z., Jareño, F., & Escribano, A. (2021). Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis. European Journal of Finance, 27(9), 880–896. https://doi.org/10.1080/1351847X.2020.1854809.

68. Umar, Z., Kenourgios, D., Naeem, M., Abdulrahman, K., & Al Hazaa, S. (2020). The inflation hedging capacity of Islamic and conventional equities. Journal of Economic Studies, 47(6), 1377–1399. https://doi.org/10.1108/jes-04-2019-0183.

69. Umar, Z., Riaz, Y., & Zaremba, A. (2021). Spillover and risk transmission in the components of the term structure of eurozone yield curve. Applied Economics, 53(18), 2141–2157. https://doi.org/10.1080/00036846.2020.1856322.

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71. Umar, Z., Trabelsi, N., & Alqahtani, F. (2021). Connectedness between cryptocurrency and technology sectors: International evidence. International Review of Economics and Finance, 71, 910–922. https://doi.org/10.1016/j.iref.2020.10.021.

72. Umar, Z., Trabelsi, N., & Zaremba, A. (2021). Oil shocks and equity markets: The case of GCC and BRICS economies. Energy Economics, 96. https://doi.org/10.1016/j.eneco.2021.105155.

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76. Zhao, Y., Umar, Z., & Vo, X. V. (2021). Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate. Journal of Futures Markets, 41(11), 1843–1860. https://doi.org/10.1002/fut.2224.

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21. State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Lin, Che-Chun ; Wang, Yu-Min ; Tsai, I-Chun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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22. 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). Maghyereh, Aktham ; Cui, Jinxin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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23. Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities. (2023). Adekoya, Oluwasegun ; Sonola, Ridwan ; Fasanya, Ismail O.
    In: Economic Systems.
    RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001054.

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24. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2022). YAYA, OLAOLUWA ; Islam, M. Nazmul ; Furuoka, Fumitaka ; Al-Faryan, Mamdouh Abdulaziz Sa ; Ling, Piu Kiew ; Saleh, Mamdouh Abdulaziz.
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25. Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh ; Alobaloke, Kafayat ; Adesina, Ayobami O.
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26. Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh.
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    RePEc:pra:mprapa:113707.

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27. Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks. (2022). Oliyide, Johnson ; Adekoya, Oluwasegun ; Saleem, Owais ; Adeoye, Habeeb A.
    In: Technology in Society.
    RePEc:eee:teinso:v:68:y:2022:i:c:s0160791x22000665.

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28. Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach. (2022). Niu, Zibo ; Zuo, Xuguang ; Zhu, Xuehong ; Huang, Jiaxin ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005414.

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29. Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh ; Adesina, Oluwaseun A ; Alobaloke, Kafayat A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004792.

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30. Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002379.

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31. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

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32. Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period. (2022). Azimli, Asil.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001271.

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33. Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496.

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34. Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A ; Ogunbowale, Gideon O ; Akinseye, Ademola B.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002774.

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35. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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36. Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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37. Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Gong, XU ; Liu, Tangyong ; Xu, Jun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498.

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38. Business confidence as a strong tracker of future growth: is it driven by economic policy uncertainty and oil price shocks in the OECD countries?. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Future Business Journal.
    RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00103-7.

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39. Has the COVID-19 Pandemic Affected Maritime Connectivity? An Estimation for China and the Polar Silk Road Countries. (2021). Erokhin, Vasilii ; Khudzhatov, Mikail ; Tianming, Gao ; Arskiy, Aleksandr.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:6:p:3521-:d:521901.

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40. The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Noman, Ambreen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002634.

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41. Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x.

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42. What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Tahir, Hammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343.

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43. How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309570.

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44. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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45. Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries. (2021). Adekoya, Oluwasegun ; Ogunbowale, Gideon O ; Oduyemi, Gabriel O ; Akinseye, Ademola B.
    In: International Economics.
    RePEc:eee:inteco:v:168:y:2021:i:c:p:166-181.

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46. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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47. Sector-by-sector non-renewable energy consumption shocks and manufacturing performance in the U.S.: Analysis of the asymmetric issue with nonlinear ARDL and the role of structural breaks. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Ogunnusi, Timilehin P.
    In: Energy.
    RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001961.

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