Recent scenario and nexus of globalization to CO2 emissions: evidence from wavelet and Quantile on Quantile Regression approach

C Huo, J Hameed, A Sharif, G Albasher, O Alamri… - Environmental …, 2022 - Elsevier
The ubiquitous increase in globalization and high carbon emissions, aiming to achieve non-
zero emissions in the future, is a feasible challenge for a sustainable environment. Our study …

The relationship between global risk aversion and returns from safe-haven assets

Z Umar, A Bossman, SY Choi, T Teplova - Finance Research Letters, 2023 - Elsevier
We investigate the relationship between global risk aversion and safe-haven assets using
the causality-in-quantiles test and the quantile-on-quantile regression method. Our empirical …

Do rare earths and energy commodities drive volatility transmission in sustainable financial markets? Evidence from China, Australia, and the US

IUI Haq, H Nadeem, A Maneengam… - International Journal of …, 2022 - mdpi.com
The high volatility and energy usage of rare earths have raised sustainable and financial
concerns for environmentalists and sustainable investors. Therefore, this paper aims to …

Exploring the dynamic connectedness between commodities and African equities

SK Agyei, A Bossman - Cogent Economics & Finance, 2023 - Taylor & Francis
Market participants, regulators, and practitioners might have disregarded the prospective
integration of African markets and the integration of commodity markets with traditional …

Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach

IO Fasanya, O Oyewole, M Dauda - Resources Policy, 2023 - Elsevier
The interconnection between bitcoin and gold markets has attracted a lot of interest among
investors, policy makers, practitioners and market participants. The objective of this paper is …

Do financial innovations influence bank performance? Evidence from China

S Corbet, Y Hou, Y Hu, L Oxley, M Tang - Studies in Economics and …, 2024 - emerald.com
Purpose The rapid growth of Fintech presents a growing challenge for banking institutions,
particularly those with more traditional, service backgrounds. This paper aims to examine …

Nexus between cryptocurrencies and global uncertainty: A quantile regression approach

JK Woode, P Owusu Junior, AM Adam… - Cogent Economics & …, 2023 - Taylor & Francis
The study extends the literature on the nexus between cryptocurrency and uncertainty. This
study proxied the cryptocurrencies and global uncertainty, respectively, with the seven most …

Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns: novel insights from quantile-on-quantile regression

A Bossman, ŞC Gherghina, E Asafo-Adjei… - Journal of Business …, 2022 - jest.vgtu.lt
This study examined the asymmetric effects of major uncertainty and volatility indices
(economic policy uncertainty, Chicago Board Options Exchange crude oil volatility, CBOE …

The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic

M Shaik, G Varghese, V Madhavan - Applied Economics, 2024 - Taylor & Francis
We investigate the dynamic volatility connectedness of regional stocks, gold, Bitcoin, oil, and
uncertainty index related to infectious diseases for the period from January 2014 to June …

Dijital emtia olarak bitcoin'e yatırım portföyünde yer verilmeli mi?: Bitcoin'in altın, gümüş ve petrol fiyatları ile ilişkisi üzerine bir inceleme

E Salihoğlu, A Göv - İktisadi İdari ve Siyasal Araştırmalar Dergisi, 2021 - ceeol.com
Öz Bu çalışmada, çoklu yapısal kırılmalar altında, Bitcoin ile ticari emtialar olarak nitelenen
altın, gümüş ve ham petrol fiyatları arasındaki uzun dönemli ilişkiler incelenmiştir. Böylece …