[HTML][HTML] Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness
This study uses quantile vector-autoregressive to examine volatility connectedness among a
global financial stress index (including five categories: credit, equity valuation, funding, safe …
global financial stress index (including five categories: credit, equity valuation, funding, safe …
[HTML][HTML] Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle
Using a cross-quantilogram approach, this study analyzes the transmission of higher-
moment information across US industries with high-frequency (1-min) data. We investigate …
moment information across US industries with high-frequency (1-min) data. We investigate …
[HTML][HTML] Navigating median and extreme volatility in stock markets: Implications for portfolio strategies
MA Naeem - International Review of Economics & Finance, 2024 - Elsevier
This study explores the interdependencies among developed stock markets using the
LASSO technique with quantile regression within a network analysis framework. Traditional …
LASSO technique with quantile regression within a network analysis framework. Traditional …
Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets
Amidst rising concerns over climate change, the global shift from oil-powered vehicles to
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
[HTML][HTML] Inter-and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises
This study analyzes the inter-dependence of the oil, gold, Bitcoin (BTC), and Gulf
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Introducing a novel fragility index for assessing financial stability amid asset bubble episodes
This paper is devoted to the development of an innovative fragility index designed to capture
comprehensively the dynamics of financial stability during periods characterized by asset …
comprehensively the dynamics of financial stability during periods characterized by asset …
Cambodian Green Economy Transition: Background, Progress, and SWOT Analysis
P Chan - World, 2024 - mdpi.com
A green economy is not a common economic practice. This leads the governments in many
countries to focus on institutional arrangement and policy development. The institutional …
countries to focus on institutional arrangement and policy development. The institutional …
Impact of carbon market prices on oil market fear across quantiles
J Xiao, Y Zheng - Applied Economics Letters, 2024 - Taylor & Francis
This paper uses quantile regression to investigate how carbon market prices affect oil
market fear. Our results show a significant and strong negative effect of changes in carbon …
market fear. Our results show a significant and strong negative effect of changes in carbon …
[PDF][PDF] Research in International Business and Finance
I Younis, MA Naeem, WU Shah, X Tang - researchgate.net
This study analyzes the inter-dependence of the oil, gold, Bitcoin (BTC), and Gulf
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …