Details about Emmanuel Joel Aikins Abakah

Access statistics for papers by Emmanuel Joel Aikins Abakah.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pab499

Working Papers

2023

1. The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds
   Post-Print, HAL View citations (3)

2022

2. Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis
   CESifo Working Paper Series, CESifo

2021

3. The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic
   CESifo Working Paper Series, CESifo View citations (3)
4. US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach
   CESifo Working Paper Series, CESifo View citations (2)
   See also Journal Article US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach, Applied Economics, Taylor & Francis Journals (2023) (2023)

2020

5. Economic Policy Uncertainty: Persistence and Cross-Country Linkages
   CESifo Working Paper Series, CESifo View citations (1)
   See also Journal Article Economic policy uncertainty: Persistence and cross-country linkages, Research in International Business and Finance, Elsevier (2021) View citations (6) (2021)

Journal Articles

2024

1. A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach
   American Business Review, 2024, 27, (1), 116-166
2. Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets
   Research in International Business and Finance, 2024, 69, (C) View citations (1)
3. Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
   The North American Journal of Economics and Finance, 2024, 72, (C) View citations (2)
4. Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management
   Journal of Risk Finance, 2024, 25, (5), 792-839
5. Consumer sentiments across G7 and BRICS economies: Are they related?
   Journal of Economics and Finance, 2024, 48, (2), 323-344
6. Correction: Correlation and price spillover effects among green assets
   Annals of Operations Research, 2024, 341, (2), 1357-1357
7. Correlation structure between fiat currencies and blockchain assets
   Finance Research Letters, 2024, 62, (PA) View citations (2)
8. Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy
   Applied Economics, 2024, 56, (2), 186-201
9. Economic sanctions sentiment and global stock markets
   Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (3)
10. Extreme downside risk connectedness and portfolio hedging among the G10 currencies
    International Economics, 2024, 178, (C) View citations (1)
11. Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach
    Finance Research Letters, 2024, 59, (C) View citations (3)
12. Monetary policy uncertainty and ESG performance across energy firms
    Energy Economics, 2024, 136, (C) View citations (1)
13. Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence
    Applied Economics, 2024, 56, (3), 286-300 View citations (5)
14. Return and volatility spillovers among oil price shocks and international green bond markets
    Research in International Business and Finance, 2024, 69, (C) View citations (6)
15. Risk synchronization in Australia stock market: A sector analysis
    International Review of Economics & Finance, 2024, 93, (PA), 582-610 View citations (1)
16. Tail risk intersection between tech-tokens and tech-stocks
    Global Finance Journal, 2024, 61, (C) View citations (1)
17. The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas
    Computational Economics, 2024, 63, (6), 2501-2524
18. Time-varying relationship between international monetary policy and energy markets
    Energy Economics, 2024, 131, (C) View citations (6)

2023

19. A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period
    Studies in Economics and Finance, 2023, 41, (3), 478-501
20. A time-varying Granger causality analysis between water stock and green stocks using novel approaches
    Energy Economics, 2023, 126, (C) View citations (2)
21. An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
    Technological Forecasting and Social Change, 2023, 186, (PA) View citations (13)
22. An empirical analysis of the dynamic relationship between clean and dirty energy markets
    Energy Economics, 2023, 124, (C) View citations (17)
23. Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications
    International Review of Economics & Finance, 2023, 87, (C), 218-243 View citations (12)
24. Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
    Resources Policy, 2023, 80, (C) View citations (4)
25. Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches
    Technological Forecasting and Social Change, 2023, 192, (C) View citations (21)
26. Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks
    International Review of Financial Analysis, 2023, 90, (C) View citations (20)
27. Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications
    Finance Research Letters, 2023, 56, (C) View citations (22)
28. Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
    Energy Economics, 2023, 118, (C) View citations (24)
29. Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions
    Emerging Markets Review, 2023, 57, (C) View citations (1)
30. How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis
    Emerging Markets Review, 2023, 55, (C) View citations (1)
31. Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain
    Applied Economics, 2023, 55, (12), 1312-1327 View citations (1)
32. Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques
    Resources Policy, 2023, 82, (C)
33. Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis
    Empirical Economics, 2023, 65, (3), 1027-1103 View citations (4)
34. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
    International Review of Finance, 2023, 23, (1), 187-205 View citations (15)
35. Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach
    Energy Economics, 2023, 120, (C) View citations (4)
36. Tail risk contagion across electricity markets in crisis periods
    Energy Economics, 2023, 127, (PB) View citations (5)
37. Tail risk dependence, co-movement and predictability between green bond and green stocks
    Applied Economics, 2023, 55, (2), 201-222 View citations (8)
38. The influence of economic policy uncertainty shocks on art market
    Applied Economics, 2023, 55, (29), 3404-3421 View citations (1)
39. U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging
    International Review of Financial Analysis, 2023, 87, (C) View citations (16)
40. US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach
    Applied Economics, 2023, 55, (3), 283-292
    See also Working Paper US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach, CESifo Working Paper Series (2021) View citations (2) (2021)

2022

41. Connectedness and directional spillovers in energy sectors: international evidence
    Applied Economics, 2022, 54, (22), 2554-2569 View citations (5)
42. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
    Global Finance Journal, 2022, 51, (C) View citations (149)
43. Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
    JRFM, 2022, 15, (10), 1-17 View citations (7)
44. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
    International Review of Economics & Finance, 2022, 78, (C), 141-152 View citations (3)
45. Persistence in US Treasury bonds
    Finance Research Letters, 2022, 45, (C) View citations (2)
46. Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
    Energy Economics, 2022, 113, (C) View citations (103)
47. Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
    Finance Research Letters, 2022, 47, (PA) View citations (10)
48. Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks
    Resources Policy, 2022, 78, (C) View citations (1)
49. The connectedness in the world petroleum futures markets using a Quantile VAR approach
    Journal of Commodity Markets, 2022, 27, (C) View citations (22)
50. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
    Journal of Economic Behavior & Organization, 2022, 193, (C), 443-472 View citations (12)
51. The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis
    Cogent Economics & Finance, 2022, 10, (1), 2159736 View citations (1)
52. The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
    The North American Journal of Economics and Finance, 2022, 62, (C) View citations (9)
53. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
    Energy Economics, 2022, 108, (C) View citations (20)

2021

54. Economic policy uncertainty: Persistence and cross-country linkages
    Research in International Business and Finance, 2021, 58, (C) View citations (6)
    See also Working Paper Economic Policy Uncertainty: Persistence and Cross-Country Linkages, CESifo Working Paper Series (2020) View citations (1) (2020)
55. Financial stress spillover across Asian Countries
    Review of Financial Economics, 2021, 39, (2), 146-162
56. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
    JRFM, 2021, 14, (12), 1-43 View citations (3)
57. Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic
    Technological Forecasting and Social Change, 2021, 163, (C) View citations (37)
58. Re-examination of international bond market dependence: Evidence from a pair copula approach
    International Review of Financial Analysis, 2021, 74, (C) View citations (18)
59. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
    Energy Economics, 2021, 104, (C) View citations (46)
60. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
    Technological Forecasting and Social Change, 2021, 162, (C) View citations (107)
61. Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
    JRFM, 2021, 14, (11), 1-22 View citations (2)

2020

62. Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach
    Applied Economics, 2020, 52, (57), 6171-6182 View citations (3)
63. Cryptocurrencies and stock market indices. Are they related?
    Research in International Business and Finance, 2020, 51, (C) View citations (83)
64. Volatility persistence in cryptocurrency markets under structural breaks
    International Review of Economics & Finance, 2020, 69, (C), 680-691 View citations (25)

2018

65. Non-linear approach to Random Walk Test in selected African countries
    International Journal of Managerial Finance, 2018, 14, (3), 362-376 View citations (14)

Chapters

2024

1. Assessing the Impact of Socio-Political Risk on Natural Resources in Africa
   Springer
2. Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method
   Chapter 9 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 283-320

2023

3. COVID-19 pandemic and sustainable and responsible investment: agenda for reform and prevention of another crisis
   Chapter 23 in Sustainable and Responsible Investment in Developing Markets, 2023, pp 383-396