Details about Syed Jawad Hussain Shahzad

Access statistics for papers by Syed Jawad Hussain Shahzad.

Last updated 2024-09-07. Update your information in the RePEc Author Service.

Short-id: psh874

Working Papers

2020

1. A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility
   Working Papers, University of Pretoria, Department of Economics View citations (5)
   See also Journal Article A note on oil price shocks and the forecastability of gold realized volatility, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (3) (2021)
2. Characteristics of spillovers between the US stock market and precious metals and oil
   Post-Print, HAL View citations (44)
   See also Journal Article Characteristics of spillovers between the US stock market and precious metals and oil, Resources Policy, Elsevier (2020) View citations (45) (2020)
3. From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (6)
4. Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (2)
5. Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach, Finance Research Letters, Elsevier (2021) View citations (9) (2021)
6. Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data
   Working Papers, University of Pretoria, Department of Economics View citations (1)
7. Spillovers and diversification potential of bank equity returns from developed and emerging America
   Post-Print, HAL View citations (16)
   See also Journal Article Spillovers and diversification potential of bank equity returns from developed and emerging America, The North American Journal of Economics and Finance, Elsevier (2020) View citations (16) (2020)
8. The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
   Working Papers, University of Pretoria, Department of Economics View citations (31)
   See also Journal Article The predictive power of oil price shocks on realized volatility of oil: A note, Resources Policy, Elsevier (2020) View citations (25) (2020)
9. The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States
   Working Papers, University of Pretoria, Department of Economics View citations (1)
10. Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (144)
    See also Journal Article Time and frequency connectedness among oil shocks, electricity and clean energy markets, Energy Economics, Elsevier (2020) View citations (144) (2020)

2019

11. Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach
    Post-Print, HAL View citations (35)
    See also Journal Article Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach, Resources Policy, Elsevier (2019) View citations (28) (2019)
12. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
    Post-Print, HAL View citations (17)
    See also Journal Article Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit, Journal of Quantitative Economics, Springer (2019) View citations (17) (2019)
13. Quantile coherency networks of international stock markets
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (45)
    See also Journal Article Quantile coherency networks of international stock markets, Finance Research Letters, Elsevier (2019) View citations (32) (2019)
14. Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
    Post-Print, HAL View citations (15)
    See also Journal Article Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe, Finance Research Letters, Elsevier (2019) View citations (15) (2019)
15. Spillover across Eurozone credit market sectors and determinants
    Post-Print, HAL View citations (16)
    See also Journal Article Spillover across Eurozone credit market sectors and determinants, Applied Economics, Taylor & Francis Journals (2019) View citations (21) (2019)
16. Testing the Globalization-Driven Carbon Emissions Hypothesis: International Evidence
    MPRA Paper, University Library of Munich, Germany View citations (47)
    See also Journal Article Testing the globalization-driven carbon emissions hypothesis: International evidence, International Economics, Elsevier (2019) View citations (47) (2019)
17. Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries
    Working Papers, Economic Research Forum

2018

18. A global network topology of stock markets: Transmitters and receivers of spillover effects
    Post-Print, HAL View citations (40)
    See also Journal Article A global network topology of stock markets: Transmitters and receivers of spillover effects, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (41) (2018)
19. A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
    Post-Print, HAL View citations (27)
    See also Journal Article A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) View citations (27) (2018)
20. A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
    Post-Print, HAL View citations (37)
21. Asymmetric risk spillovers between oil and agricultural commodities
    Post-Print, HAL View citations (77)
    See also Journal Article Asymmetric risk spillovers between oil and agricultural commodities, Energy Policy, Elsevier (2018) View citations (81) (2018)
22. Directional predictability and time-varying spillovers between stock markets and economic cycles
    Post-Print, HAL View citations (8)
    See also Journal Article Directional predictability and time-varying spillovers between stock markets and economic cycles, Economic Modelling, Elsevier (2018) View citations (11) (2018)
23. Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries
    MPRA Paper, University Library of Munich, Germany View citations (30)
    See also Journal Article Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries, The Journal of International Trade & Economic Development, Taylor & Francis Journals (2018) View citations (30) (2018)
24. Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
    Post-Print, HAL View citations (15)
    See also Journal Article Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (16) (2018)
25. Is Energy Consumption Sensitive to Foreign Capital Inflows and Currency Devaluation in Pakistan?
    MPRA Paper, University Library of Munich, Germany View citations (18)
    See also Journal Article Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan?, Applied Economics, Taylor & Francis Journals (2020) (2020)
26. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
    Post-Print, HAL View citations (54)
    See also Journal Article Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets, Energy Economics, Elsevier (2018) View citations (61) (2018)
27. Risk transmitters and receivers in global currency markets
    Post-Print, HAL View citations (9)
    See also Journal Article Risk transmitters and receivers in global currency markets, Finance Research Letters, Elsevier (2018) View citations (6) (2018)
28. The Influencing Factors of CO2 Emissions and the Role of Biomass Energy Consumption: Statistical Experience from G-7 Countries
    MPRA Paper, University Library of Munich, Germany View citations (11)
29. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
    Post-Print, HAL View citations (15)
    See also Journal Article Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks, International Review of Financial Analysis, Elsevier (2018) View citations (15) (2018)

2017

30. Bounds Testing Approach to Analyzing the Environment Kuznets Curve Hypothesis: The Role of Biomass Energy Consumption in the United States with Structural Breaks
    MPRA Paper, University Library of Munich, Germany View citations (55)
31. Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States
    MPRA Paper, University Library of Munich, Germany View citations (35)
32. How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis
    MPRA Paper, University Library of Munich, Germany View citations (7)
    See also Journal Article How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis, Applied Economics, Taylor & Francis Journals (2018) View citations (60) (2018)
33. Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis
    MPRA Paper, University Library of Munich, Germany View citations (18)
34. Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations
    MPRA Paper, University Library of Munich, Germany View citations (3)
35. Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries
    Post-Print, HAL View citations (14)
    See also Journal Article Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries, Journal of Economic Integration, Center for Economic Integration, Sejong University (2017) View citations (18) (2017)
36. The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets
    Working Papers, Economic Research Forum View citations (3)

2016

37. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
    Post-Print, HAL View citations (174)
    See also Journal Article Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets, Resources Policy, Elsevier (2016) View citations (185) (2016)
38. Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants, International Review of Economics & Finance, Elsevier (2017) View citations (9) (2017)
39. Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
    Post-Print, HAL View citations (5)
    See also Journal Article Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach, Economics Bulletin, AccessEcon (2016) View citations (7) (2016)
40. Financial development and environmental quality: The way forward
    MPRA Paper, University Library of Munich, Germany View citations (166)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (165)
41. Nexus between U.S Energy Sources and Economic Activity: Time-Frequency and Bootstrap Rolling Window Causality Analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
42. Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach, Tourism Management, Elsevier (2017) View citations (97) (2017)

2014

43. Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)
44. The European Financial System in Limelight
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices
   Energy Economics, 2024, 133, (C) View citations (4)
2. Financial inclusion and carbon emissions in Asia: Implications for environmental sustainability
   Economic and Political Studies, 2024, 12, (1), 88-104 View citations (3)
3. Hedge and safe haven role of commodities for the US and Chinese equity markets
   International Journal of Finance & Economics, 2024, 29, (2), 2381-2414 View citations (1)
4. Machine learning and the cross-section of cryptocurrency returns
   International Review of Financial Analysis, 2024, 94, (C) View citations (5)
5. Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
   Annals of Operations Research, 2024, 334, (1), 547-573 View citations (2)
6. The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis
   Financial Innovation, 2024, 10, (1), 1-31 View citations (1)

2023

7. Asymmetric and time-frequency based networks of currency markets
   Finance Research Letters, 2023, 55, (PB) View citations (3)
8. Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation
   Financial Innovation, 2023, 9, (1), 1-4 View citations (1)
9. NON-LINEAR EFFECTS OF TERRORISM ON ECONOMIC GROWTH IN PAKISTAN: ACCOUNTING FOR CAPITAL PER WORKER AND STRUCTURAL BREAKS
   The Singapore Economic Review (SER), 2023, 68, (02), 629-650
10. Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves
    Finance, 2023, 44, (3), 154-198
11. Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities
    Resources Policy, 2023, 81, (C) View citations (28)
12. Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications
    The Energy Journal, 2023, 44, (6), 211-243 View citations (1)
13. The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market
    International Journal of Finance & Economics, 2023, 28, (2), 1845-1857
14. Twitter sentiment and stock return volatility of US travel and leisure firms
    Economics Bulletin, 2023, 43, (2), 1133 - 1142

2022

15. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
    Finance Research Letters, 2022, 48, (C) View citations (3)
16. An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets
    Research in International Business and Finance, 2022, 63, (C) View citations (17)
17. Bubbles across Meme Stocks and Cryptocurrencies
    Finance Research Letters, 2022, 49, (C) View citations (10)
18. Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas
    The Energy Journal, 2022, 43, (1), 215-239
19. Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?
    The North American Journal of Economics and Finance, 2022, 59, (C) View citations (7)
20. Dependence dynamics of US REITs
    International Review of Financial Analysis, 2022, 81, (C) View citations (5)
21. Dependence dynamics of stock markets during COVID-19
    Emerging Markets Review, 2022, 51, (PB) View citations (7)
22. Do conventional currencies hedge cryptocurrencies?
    The Quarterly Review of Economics and Finance, 2022, 85, (C), 223-228 View citations (9)
23. Examining the asymmetries between equity and commodity ETFs during COVID-19
    Resources Policy, 2022, 79, (C) View citations (9)
24. Extreme tail network analysis of cryptocurrencies and trading strategies
    Finance Research Letters, 2022, 44, (C) View citations (23)
25. From pandemic to systemic risk: contagion in the U.S. tourism sector
    Current Issues in Tourism, 2022, 25, (1), 34-40 View citations (6)
26. Is geopolitical risk priced in the cross-section of cryptocurrency returns?
    Finance Research Letters, 2022, 49, (C) View citations (24)
27. Liquidity connectedness in cryptocurrency market
    Financial Innovation, 2022, 8, (1), 1-25 View citations (23)
28. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach
    EconStor Open Access Articles and Book Chapters, 2022 View citations (14)
    Also in Economic Modelling, 2022, 109, (C) (2022) View citations (14)
29. Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks
    The Energy Journal, 2022, 43, (1_suppl), 1-26 View citations (1)
30. Oil price risk exposure of BRIC stock markets and hedging effectiveness
    Annals of Operations Research, 2022, 313, (1), 145-170 View citations (6)
31. Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†
    Scottish Journal of Political Economy, 2022, 69, (2), 169-185 View citations (3)
32. Precious metals as hedge and safe haven for African stock markets
    Resources Policy, 2022, 78, (C) View citations (13)
33. Price explosiveness in cryptocurrencies and Elon Musk's tweets
    Finance Research Letters, 2022, 47, (PB) View citations (34)
34. Regime specific spillovers across US sectors and the role of oil price volatility
    Energy Economics, 2022, 107, (C) View citations (19)
35. Tail event-based sovereign credit risk transmission network during COVID-19 pandemic
    Finance Research Letters, 2022, 45, (C) View citations (10)
36. Tail risk transmission from commodity prices to sovereign risk of emerging economies
    Resources Policy, 2022, 78, (C) View citations (8)
37. The hedge asset for BRICS stock markets: Bitcoin, gold or VIX
    The World Economy, 2022, 45, (1), 292-316 View citations (35)
38. Toward environmental sustainability: how do urbanization, economic growth, and industrialization affect biocapacity in Brazil?
    Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, 2022, 24, (10), 11676-11696 View citations (4)

2021

39. A note on oil price shocks and the forecastability of gold realized volatility
    Applied Economics Letters, 2021, 28, (21), 1889-1897 View citations (3)
    See also Working Paper A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility, Working Papers (2020) View citations (5) (2020)
40. Asymmetric and time-frequency spillovers among commodities using high-frequency data
    Resources Policy, 2021, 70, (C) View citations (37)
41. Asymmetric efficiency of cryptocurrencies during COVID19
    Physica A: Statistical Mechanics and its Applications, 2021, 565, (C) View citations (58)
42. Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
    International Journal of Finance & Economics, 2021, 26, (2), 2436-2457 View citations (6)
43. Asymmetric volatility spillover among Chinese sectors during COVID-19
    International Review of Financial Analysis, 2021, 75, (C) View citations (72)
44. Causal nexus between crude oil and US corporate bonds
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 577-589 View citations (4)
45. Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
    Energy Policy, 2021, 153, (C) View citations (81)
46. Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
    Applied Economics, 2021, 53, (7), 761-780 View citations (5)
47. Dependence among metals and mining companies of the US and Europe during normal and crises periods
    Resources Policy, 2021, 73, (C) View citations (6)
48. Does Twitter Happiness Sentiment predict cryptocurrency?
    International Review of Finance, 2021, 21, (4), 1529-1538 View citations (12)
49. Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
    Resources Policy, 2021, 74, (C) View citations (53)
50. Financial integration in emerging economies: an application of threshold cointegration
    Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (4), 213-228 View citations (1)
51. Hedging the downside risk of commodities through cryptocurrencies
    Applied Economics Letters, 2021, 28, (2), 153-160 View citations (25)
52. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
    Financial Innovation, 2021, 7, (1), 1-23 View citations (59)
53. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic
    Resources Policy, 2021, 72, (C) View citations (95)
54. Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach
    Finance Research Letters, 2021, 38, (C) View citations (9)
    See also Working Paper Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach, Working Papers (2020) (2020)
55. Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach
    International Journal of Finance & Economics, 2021, 26, (2), 2904-2926 View citations (2)
56. On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons
    Pacific-Basin Finance Journal, 2021, 65, (C) View citations (5)
57. Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears
    International Review of Economics & Finance, 2021, 73, (C), 496-514 View citations (43)
58. Rapid rise of life expectancy in Bangladesh: Does financial development matter?
    International Journal of Finance & Economics, 2021, 26, (4), 4918-4931 View citations (13)
59. Re-examining the real option characteristics of gold for gold mining companies
    Resources Policy, 2021, 70, (C) View citations (1)
60. Regime specific spillover across cryptocurrencies and the role of COVID-19
    Financial Innovation, 2021, 7, (1), 1-24 View citations (60)
61. Sensitivity of US equity returns to economic policy uncertainty and investor sentiments
    The North American Journal of Economics and Finance, 2021, 57, (C) View citations (16)
62. Smooth Break Detection and De-Trending in Unit Root Testing
    Mathematics, 2021, 9, (4), 1-25 View citations (7)
63. Spillover and Drivers of Uncertainty among Oil and Commodity Markets
    Mathematics, 2021, 9, (4), 1-26 View citations (19)
64. Tail dependence risk and spillovers between oil and food prices
    The Quarterly Review of Economics and Finance, 2021, 80, (C), 195-209 View citations (19)
65. The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation: Evidence From Emerging Asian Economies
    SAGE Open, 2021, 11, (2), 21582440211006051 View citations (2)
66. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
    Finance Research Letters, 2021, 41, (C) View citations (11)
67. Time‐varying causal nexuses between economic growth and CO2 emissions in G‐7 countries: A bootstrap rolling window approach over 1820–2015
    International Journal of Finance & Economics, 2021, 26, (4), 6128-6148
68. U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach
    International Journal of Finance & Economics, 2021, 26, (3), 3569-3587 View citations (3)

2020

69. Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
    Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) View citations (28)
70. Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada
    The Journal of Real Estate Finance and Economics, 2020, 61, (1), 39-54 View citations (7)
71. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
    The Quarterly Review of Economics and Finance, 2020, 77, (C), 156-164 View citations (167)
72. Can Bitcoin Glitter More Than Gold for Investment Styles?
    SAGE Open, 2020, 10, (2), 2158244020926508 View citations (15)
73. Can happiness predict future volatility in stock markets?
    Research in International Business and Finance, 2020, 54, (C) View citations (19)
74. Characteristics of spillovers between the US stock market and precious metals and oil
    Resources Policy, 2020, 66, (C) View citations (45)
    See also Working Paper Characteristics of spillovers between the US stock market and precious metals and oil, Post-Print (2020) View citations (44) (2020)
75. Cryptocurrencies as hedges and safe-havens for US equity sectors
    The Quarterly Review of Economics and Finance, 2020, 75, (C), 294-307 View citations (54)
76. Do Bitcoin and other cryptocurrencies jump together?
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 396-409 View citations (40)
77. Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
    Energy Economics, 2020, 88, (C) View citations (19)
78. Dynamic spillover effects among tourism, economic growth and macro-finance risk factors
    Portuguese Economic Journal, 2020, 19, (3), 173-194 View citations (1)
79. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
    Journal of Economic Structures, 2020, 9, (1), 1-19 View citations (29)
80. Energy commodity uncertainties and the systematic risk of US industries
    Energy Economics, 2020, 85, (C) View citations (34)
81. Geopolitical Risk and Tourism Stocks of Emerging Economies
    Sustainability, 2020, 12, (21), 1-21 View citations (7)
82. Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan?
    Applied Economics, 2020, 50, (52), 5641-5658
    Also in Applied Economics, 2018, 50, (52), 5641-5658 (2018) View citations (18)
    See also Working Paper Is Energy Consumption Sensitive to Foreign Capital Inflows and Currency Devaluation in Pakistan?, MPRA Paper (2018) View citations (18) (2018)
83. Modelling inbound international tourism demand in small Pacific Island countries
    Applied Economics, 2020, 52, (10), 1031-1047 View citations (10)
84. Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies
    Energies, 2020, 13, (17), 1-19 View citations (23)
85. Oil price shocks, global financial markets and their connectedness
    Energy Economics, 2020, 88, (C) View citations (117)
86. On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches
    Finance Research Letters, 2020, 33, (C) View citations (20)
87. On the volatilities of tourism stocks and oil
    Annals of Tourism Research, 2020, 81, (C) View citations (5)
88. Regional and copula estimation effects on EU and US energy equity portfolios
    Applied Economics, 2020, 52, (49), 5311-5342 View citations (4)
89. Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S
    Energy Economics, 2020, 85, (C) View citations (14)
90. Revisiting the valuable roles of commodities for international stock markets
    Resources Policy, 2020, 66, (C) View citations (60)
91. Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities
    Mathematics, 2020, 8, (11), 1-17 View citations (2)
92. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
    Economic Modelling, 2020, 87, (C), 212-224 View citations (191)
93. Spillover among financial, industrial and consumer uncertainties. The case of EU member states
    International Review of Financial Analysis, 2020, 70, (C) View citations (7)
94. Spillovers across European sovereign credit markets and role of surprise and uncertainty
    Applied Economics, 2020, 52, (8), 851-865 View citations (9)
95. Spillovers and diversification potential of bank equity returns from developed and emerging America
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (16)
    See also Working Paper Spillovers and diversification potential of bank equity returns from developed and emerging America, Post-Print (2020) View citations (16) (2020)
96. Tail Dependence and Risk Spillover from the US to GCC Banking Sectors
    Mathematics, 2020, 8, (11), 1-18 View citations (4)
97. Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods
    International Economics, 2020, 161, (C), 66-82 View citations (15)
    Also in International Economics, 2020, (161), 66-82 (2020) View citations (8)
98. The predictive power of oil price shocks on realized volatility of oil: A note
    Resources Policy, 2020, 69, (C) View citations (25)
    See also Working Paper The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note, Working Papers (2020) View citations (31) (2020)
99. Time and frequency connectedness among oil shocks, electricity and clean energy markets
    Energy Economics, 2020, 91, (C) View citations (144)
    See also Working Paper Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets, CAMA Working Papers (2020) View citations (144) (2020)
100. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
     Physica A: Statistical Mechanics and its Applications, 2020, 553, (C) View citations (48)
101. Time and frequency relationship between household investors’ sentiment index and US industry stock returns
     Finance Research Letters, 2020, 36, (C) View citations (13)

2019

102. Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework
     Applied Economics, 2019, 51, (3), 219-238 View citations (13)
103. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
     Review of Quantitative Finance and Accounting, 2019, 52, (3), 901-921 View citations (22)
104. Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach
     Resources Policy, 2019, 62, (C), 588-601 View citations (28)
     See also Working Paper Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach, Post-Print (2019) View citations (35) (2019)
105. Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models
     Resources Policy, 2019, 61, (C), 210-230 View citations (27)
106. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility
     Energy Economics, 2019, 84, (C) View citations (25)
107. Co-explosivity in the cryptocurrency market
     Finance Research Letters, 2019, 29, (C), 178-183 View citations (136)
108. Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches
     Resources Policy, 2019, 62, (C), 602-615 View citations (32)
109. Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method
     International Journal of Finance & Economics, 2019, 24, (1), 540-557 View citations (18)
110. Exploring the effect of ICT and tourism on economic growth: a study of Israel
     Economic Change and Restructuring, 2019, 52, (3), 221-254 View citations (8)
111. Geopolitical risk and tourism demand in emerging economies
     Tourism Economics, 2019, 25, (6), 997-1005 View citations (22)
112. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
     Journal of Quantitative Economics, 2019, 17, (4), 885-912 View citations (17)
     See also Working Paper Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit, Post-Print (2019) View citations (17) (2019)
113. Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals
     Resources Policy, 2019, 63, (C), - View citations (26)
114. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
     Resources Policy, 2019, 64, (C) View citations (36)
115. How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S
     The Energy Journal, 2019, 40, (1_suppl), 167-210 View citations (2)
116. Is Bitcoin a better safe-haven investment than gold and commodities?
     International Review of Financial Analysis, 2019, 63, (C), 322-330 View citations (316)
117. Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach
     Physica A: Statistical Mechanics and its Applications, 2019, 536, (C) View citations (6)
118. Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach
     Finance Research Letters, 2019, 29, (C), 101-110 View citations (27)
119. Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis
     Economics Bulletin, 2019, 39, (2), 969-981 View citations (5)
120. Quantile coherency networks of international stock markets
     Finance Research Letters, 2019, 31, (C), 119-129 View citations (32)
     See also Working Paper Quantile coherency networks of international stock markets, EconStor Preprints (2019) View citations (45) (2019)
121. Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
     Finance Research Letters, 2019, 28, (C), 153-159 View citations (15)
     See also Working Paper Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe, Post-Print (2019) View citations (15) (2019)
122. Spillover across Eurozone credit market sectors and determinants
     Applied Economics, 2019, 51, (59), 6333-6349 View citations (21)
     See also Working Paper Spillover across Eurozone credit market sectors and determinants, Post-Print (2019) View citations (16) (2019)
123. Spillover network of commodity uncertainties
     Energy Economics, 2019, 81, (C), 914-927 View citations (102)
124. Spillovers from oil to precious metals: Quantile approaches
     Resources Policy, 2019, 61, (C), 508-521 View citations (63)
125. Testing the globalization-driven carbon emissions hypothesis: International evidence
     International Economics, 2019, 158, (C), 25-38 View citations (47)
     Also in International Economics, 2019, (158), 25-38 (2019) View citations (49)
     See also Working Paper Testing the Globalization-Driven Carbon Emissions Hypothesis: International Evidence, MPRA Paper (2019) View citations (47) (2019)

2018

126. A global network topology of stock markets: Transmitters and receivers of spillover effects
     Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 2136-2153 View citations (41)
     See also Working Paper A global network topology of stock markets: Transmitters and receivers of spillover effects, Post-Print (2018) View citations (40) (2018)
127. A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
     Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 104-127 View citations (27)
     See also Working Paper A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling, Post-Print (2018) View citations (27) (2018)
128. Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia
     International Economics, 2018, 156, (C), 15-30 View citations (6)
     Also in International Economics, 2018, (156), 15-30 (2018) View citations (6)
129. Asymmetric risk spillovers between oil and agricultural commodities
     Energy Policy, 2018, 118, (C), 182-198 View citations (81)
     See also Working Paper Asymmetric risk spillovers between oil and agricultural commodities, Post-Print (2018) View citations (77) (2018)
130. Directional predictability and time-varying spillovers between stock markets and economic cycles
     Economic Modelling, 2018, 69, (C), 301-312 View citations (11)
     See also Working Paper Directional predictability and time-varying spillovers between stock markets and economic cycles, Post-Print (2018) View citations (8) (2018)
131. Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
     Finance Research Letters, 2018, 27, (C), 65-79 View citations (31)
132. Distribution specific dependence and causality between industry-level U.S. credit and stock markets
     Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 114-133 View citations (11)
133. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach
     Resources Policy, 2018, 57, (C), 10-29 View citations (36)
134. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states
     Applied Economics, 2018, 50, (42), 4500-4521 View citations (22)
135. Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis
     Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 337-349 View citations (14)
136. Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach
     Sustainability, 2018, 10, (11), 1-20 View citations (21)
137. Effect of tourism on economic growth of Sri Lanka: accounting for capital per worker, exchange rate and structural breaks
     Economic Change and Restructuring, 2018, 51, (1), 49-68 View citations (16)
138. Extreme dependence and risk spillovers between oil and Islamic stock markets
     Emerging Markets Review, 2018, 34, (C), 42-63 View citations (89)
139. Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality
     International Journal of the Economics of Business, 2018, 25, (3), 441-454 View citations (11)
140. Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries
     The Journal of International Trade & Economic Development, 2018, 27, (8), 985-1009 View citations (30)
     See also Working Paper Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries, MPRA Paper (2018) View citations (30) (2018)
141. How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis
     Applied Economics, 2018, 50, (13), 1479-1494 View citations (60)
     See also Working Paper How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis, MPRA Paper (2017) View citations (7) (2017)
142. Industry-level determinants of the linkage between credit and stock markets
     Applied Economics, 2018, 50, (49), 5277-5301 View citations (1)
143. Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
     Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 433-450 View citations (16)
     See also Working Paper Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume, Post-Print (2018) View citations (15) (2018)
144. Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations
     Applied Economics, 2018, 50, (24), 2677-2697 View citations (13)
145. Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches
     Physica A: Statistical Mechanics and its Applications, 2018, 502, (C), 576-589 View citations (9)
146. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
     Energy Economics, 2018, 71, (C), 35-46 View citations (61)
     See also Working Paper Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets, Post-Print (2018) View citations (54) (2018)
147. Oil volatility and sovereign risk of BRICS
     Energy Economics, 2018, 70, (C), 258-269 View citations (68)
148. Precious metal returns and oil shocks: A time varying connectedness approach
     Resources Policy, 2018, 58, (C), 77-89 View citations (77)
149. Revisiting the threshold effect of remittances on total factor productivity growth in South Asia: a study of Bangladesh and India
     Applied Economics, 2018, 50, (26), 2860-2877 View citations (11)
150. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
     Energy Economics, 2018, 75, (C), 14-27 View citations (176)
151. Risk transmitters and receivers in global currency markets
     Finance Research Letters, 2018, 25, (C), 1-9 View citations (6)
     See also Working Paper Risk transmitters and receivers in global currency markets, Post-Print (2018) View citations (9) (2018)
152. Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
     Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 139-153 View citations (49)
153. Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach
     Energy Economics, 2018, 73, (C), 108-121 View citations (76)
154. The Determinants of Credit Risk: Analysis of US Industry-level Indices
     Global Business Review, 2018, 19, (5), 1152-1165
155. The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach
     Energy Economics, 2018, 71, (C), 282-301 View citations (180)
156. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
     Energy Economics, 2018, 76, (C), 1-20 View citations (339)
157. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
     International Review of Financial Analysis, 2018, 56, (C), 167-180 View citations (15)
     See also Working Paper Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks, Post-Print (2018) View citations (15) (2018)

2017

158. Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
     Economic Modelling, 2017, 60, (C), 211-230 View citations (38)
159. Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States
     Energy Economics, 2017, 68, (C), 548-565 View citations (66)
160. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
     Resources Policy, 2017, 53, (C), 208-218 View citations (85)
161. Can technology provide a glimmer of hope for economic growth in the midst of chaos? A case of Zimbabwe
     Quality & Quantity: International Journal of Methodology, 2017, 51, (2), 919-939 View citations (5)
162. Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit
     Renewable and Sustainable Energy Reviews, 2017, 70, (C), 185-192 View citations (97)
163. Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
     International Review of Economics & Finance, 2017, 47, (C), 46-61 View citations (9)
     See also Working Paper Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants, MPRA Paper (2016) View citations (2) (2016)
164. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
     Energy Economics, 2017, 68, (C), 327-339 View citations (55)
165. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach
     Emerging Markets Review, 2017, 32, (C), 130-147 View citations (27)
166. Electricity and growth nexus dynamics in Singapore: Fresh insights based on wavelet approach
     Energy Policy, 2017, 110, (C), 686-692 View citations (17)
167. Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
     Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 351-363 View citations (24)
168. Fertility and Financial Development in South Asia
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 133, (2), 645-668 View citations (6)
169. Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches
     Physica A: Statistical Mechanics and its Applications, 2017, 466, (C), 310-324 View citations (17)
170. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
     Journal of Banking & Finance, 2017, 75, (C), 258-279 View citations (209)
171. Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
     Economics Bulletin, 2017, 37, (4), 2374-2383
172. Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
     Energy Economics, 2017, 67, (C), 476-495 View citations (39)
173. Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries
     Journal of Economic Integration, 2017, 32, (4), 913-936 View citations (18)
     See also Working Paper Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries, Post-Print (2017) View citations (14) (2017)
174. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
     International Review of Financial Analysis, 2017, 52, (C), 9-26 View citations (90)
175. The impact of terrorism on industry returns and systematic risk in Pakistan
     Accounting Research Journal, 2017, 30, (4), 413-429
176. The lead-lag relationship between US industry-level credit and stock markets
     Journal of Economic Studies, 2017, 44, (4), 518-539 View citations (2)
177. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
     International Review of Economics & Finance, 2017, 49, (C), 453-483 View citations (62)
178. Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach
     Tourism Management, 2017, 60, (C), 223-232 View citations (97)
     See also Working Paper Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach, MPRA Paper (2016) View citations (1) (2016)

2016

179. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
     Resources Policy, 2016, 49, (C), 290-301 View citations (185)
     See also Working Paper Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets, Post-Print (2016) View citations (174) (2016)
180. CAPM estimates: Can data frequency and time period lend a hand?
     International Journal of Financial Engineering (IJFE), 2016, 03, (02), 1-12
181. Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
     Economics Bulletin, 2016, 36, (4), 2465-2473 View citations (7)
     See also Working Paper Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach, Post-Print (2016) View citations (5) (2016)
182. Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications
     Physica A: Statistical Mechanics and its Applications, 2016, 457, (C), 8-33 View citations (16)
183. Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2016, 127, (1), 179-194 View citations (32)

2015

184. Multiscale Systematic Risk: Empirical Evidence from Pakistan
     International Journal of Economics and Empirical Research (IJEER), 2015, 3, (12), 605-615

2014

185. Commodities and Stock Investment
     SAGE Open, 2014, 4, (3), 2158244014548846
186. IMPACT OF REMITTANCES ON FINANCIAL DEVELOPMENT IN SOUTH ASIA
     Review of Economic and Business Studies, 2014, (14), 11-29 View citations (6)

Chapters

2019

1. Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach
   Chapter 14 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 335-357 View citations (1)