Zaghum Umar : Citation Profile

Zayed University

22

H index

44

i10 index

1595

Citations

RESEARCH PRODUCTION:

122

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 159
   Journals where Zaghum Umar has often published
   Relations with other researchers
   Recent citing documents: 360.    Total self citations: 70 (4.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pum40
   Updated: 2025-03-08    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Zaremba, Adam (8)

Jareño, Francisco (6)

Yousaf, Imran (5)

Riaz, Yasir (5)

Boubaker, Sabri (4)

Akhtaruzzaman, Md (3)

Kenourgios, Dimitris (3)

Oliyide, Johnson (2)

Ali, Shoaib (2)

Vo, Xuan Vinh (2)

Esparcia, Carlos (2)

Olson, Dennis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zaghum Umar.

Is cited by:

Yousaf, Imran (72)

Ali, Shoaib (53)

Tiwari, Aviral (29)

Corbet, Shaen (24)

Gabauer, David (21)

Abakah, Emmanuel (20)

Maghyereh, Aktham (18)

Chishti, Muhammad Zubair (16)

Uddin, Gazi (16)

Papathanasiou, Spyros (15)

Billah, Syed (15)

Cites to:

Diebold, Francis (149)

Yilmaz, Kamil (133)

Gabauer, David (95)

GUPTA, RANGAN (88)

Shahzad, Syed Jawad Hussain (88)

Zaremba, Adam (75)

Antonakakis, Nikolaos (71)

Tiwari, Aviral (60)

Kenourgios, Dimitris (58)

Jareño, Francisco (58)

Bouri, Elie (58)

Main data

Where Zaghum Umar has published?

Journals with more than one article published# docs
Applied Economics16
Finance Research Letters12
Research in International Business and Finance8
Pacific-Basin Finance Journal8
Energy Economics7
Resources Policy6
The North American Journal of Economics and Finance5
Journal of Behavioral and Experimental Finance4
International Journal of Finance & Economics4
International Review of Financial Analysis3
Economic Modelling3
International Review of Economics & Finance3
Emerging Markets Review3
The European Journal of Finance2
The Quarterly Review of Economics and Finance2
PLOS ONE2
Energies2
Emerging Markets Finance and Trade2
Palgrave Communications2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4

Recent works citing Zaghum Umar (2025 and 2024)

YearTitle of citing document
2024Direct Fractional Auction. (2024). Yang, KE ; Gleyzer, Boris ; Taubman, Dmitriy ; Rassekh, Farhad. In: Papers. RePEc:arx:papers:2411.11606.

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2025Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach. (2025). Yulianita, Anna ; Robiani, Bernadette ; Shodrokova, Xenaneira. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:1:p:113-132.

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2024.

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2024Geopolitical Risk and Emerging Markets Sovereign Risk Premia. (2024). Romero, José ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1282.

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2024.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024.

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2024Sectoral Performance of ESG Enabled Stocks during COVID-19 Pandemic in the Indian Stock Market. (2024). Kalyani, Sushil ; Arora, Geetika ; Sharma, Prashant ; Jindal, Padmini ; Olasiuk, Hanna. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-25.

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2024Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh ; Aziz, Aulia Luqman ; Pradipta, Indry Aristianto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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2024Public attention, sentiment and the default of Silicon Valley Bank. (2024). Burghof, Hans-Peter ; Bales, Stephan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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2024Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Bossman, Ahmed ; Agyei, Samuel Kwaku ; Yang, Junhua ; Marfo-Yiadom, Edward ; Gubareva, Mariya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Zhang, Yulian ; Liu, Tiantian ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2024Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?. (2024). Wang, Mengxin ; Li, Yanling ; Liao, Gaoke. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006667.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed ; Huang, Shoujun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902.

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2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Shan, Shan ; Kchouri, Bilal ; Li, Aixi ; Xiao, Xunyong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2024Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Gupta, Prashant ; Rao, Amar ; Dash, Saumya Ranjan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Paparas, Dimitrios ; Ghosh, Anandita ; Gubareva, Mariya ; Vo, Xuan Vinh. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299.

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2024African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

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2024Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures. (2024). Cocca, Teodoro ; Pomberger, Stefan ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003888.

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2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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2024How connected is the oil-bank network? Firm-level and high-frequency evidence. (2024). GUPTA, RANGAN ; Zhang, Yunhan ; Ji, Qiang ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x.

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2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

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2024How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2024Oil market cyclical shocks and fiscal stance in OPEC+. (2024). Sohag, Kazi ; Samargandi, Nahla ; Kalina, Irina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224007217.

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2024From turbulence to resilience: A bibliometric insight into the complex interactions between energy price volatility and green finance. (2024). Razi, Ummara ; Karim, Sitara. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017651.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497.

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2024COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets. (2024). Lin, Boqiang ; Cai, Sijie ; Que, Dingfei ; Ye, Yingjin ; Wang, Chonghao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s036054422403175x.

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2024Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus. (2024). Soltane, Feriel ; Sassi, Syrine ; Benmabrouk, Houda ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004751.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Lu, Ran ; Zhou, Xiangjing ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Connectedness across meme assets and sectoral markets: Determinants and portfolio management. (2024). Elsayed, Ahmed ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Alam, Md Kausar. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001091.

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2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Goodell, John W ; Pham, Linh ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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More than 100 citations found, this list is not complete...

Works by Zaghum Umar:

YearTitleTypeCited
2021The sovereign yield curve and credit ratings in GIIPS In: International Review of Finance.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2020On the effect of credit rating announcements on sovereign bonds: International evidence In: International Economics.
[Full Text][Citation analysis]		article4
2020On the effect of credit rating announcements on sovereign bonds: International evidence.(2020) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article67
2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article40
2021The impact of COVID-19 induced panic on the return and volatility of precious metals In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article23
2021The impact of COVID-19 induced panic on the return and volatility of precious metals.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2022Return and volatility connectedness of the non-fungible tokens segments In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article9
2023Trade competitiveness and the aggregate returns in global stock markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2022Is greenness an optimal hedge for sectoral stock indices? In: Economic Modelling.
[Full Text][Citation analysis]		article25
2017The demand of energy from an optimal portfolio choice perspective In: Economic Modelling.
[Full Text][Citation analysis]		article7
2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence In: Economic Modelling.
[Full Text][Citation analysis]		article63
2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article15
2022COVID-19 related media sentiment and the yield curve of G-7 economies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2024Quantile connectedness of oil price shocks with socially responsible investments In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
[Full Text][Citation analysis]		article27
2020Is there an illiquidity premium in frontier markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article13
2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities In: Emerging Markets Review.
[Full Text][Citation analysis]		article3
2024Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article0
2022Spillovers between sovereign yield curve components and oil price shocks In: Energy Economics.
[Full Text][Citation analysis]		article9
2023COVID-19 and the quantile connectedness between energy and metal markets In: Energy Economics.
[Full Text][Citation analysis]		article25
2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds In: Energy Economics.
[Full Text][Citation analysis]		article17
2024Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources In: Energy Economics.
[Full Text][Citation analysis]		article0
2019Dynamic connectedness of oil price shocks and exchange rates In: Energy Economics.
[Full Text][Citation analysis]		article86
2021Oil shocks and equity markets: The case of GCC and BRICS economies In: Energy Economics.
[Full Text][Citation analysis]		article27
2021Oil price shocks and the return and volatility spillover between industrial and precious metals In: Energy Economics.
[Full Text][Citation analysis]		article36
2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article74
2021Media sentiment and short stocks performance during a systemic crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2024Are investment grade Sukuks decoupled from the conventional yield curve? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2022COVID–19 media coverage and ESG leader indices In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2022COVID-19 Media Coverage and ESG Leader Indices.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2022Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article50
2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets In: Finance Research Letters.
[Full Text][Citation analysis]		article45
2022Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression In: Finance Research Letters.
[Full Text][Citation analysis]		article40
2022The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article19
2022Network connectedness of environmental attention—Green and dirty assets In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2023The relationship between global risk aversion and returns from safe-haven assets In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2023The impact of the US yield curve on sub-Saharan African equities In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Changes in shares outstanding and country stock returns around the world In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2024Interaction effects in the cross-section of country and industry returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2015Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession In: Journal of Economics and Business.
[Full Text][Citation analysis]		article9
2014Stocks for the long run? Evidence from emerging markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2022Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article20
2019Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals In: Resources Policy.
[Full Text][Citation analysis]		article18
2019Exploring the time and frequency domain connectedness of oil prices and metal prices In: Resources Policy.
[Full Text][Citation analysis]		article37
2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness In: Resources Policy.
[Full Text][Citation analysis]		article34
2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels In: Resources Policy.
[Full Text][Citation analysis]		article52
2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy.
[Full Text][Citation analysis]		article114
2023Quantile connectedness between oil price shocks and exchange rates In: Resources Policy.
[Full Text][Citation analysis]		article0
2017Islamic vs conventional equities in a strategic asset allocation framework In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article21
2021Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article11
2021Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article22
2021The relationship between yield curve components and equity sectorial indices: Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article15
2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equities In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article9
2022Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2022Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article19
2023Network connectedness of the term structure of yield curve and global Sukuks In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2020Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19 In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2024Sukuk liquidity and creditworthiness during COVID-19 In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2022A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty In: Research in Economics.
[Full Text][Citation analysis]		article4
2021Connectedness between cryptocurrency and technology sectors: International evidence In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article19
2022Network connectedness dynamics of the yield curve of G7 countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2021Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article8
2021Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy In: Research in International Business and Finance.
[Full Text][Citation analysis]		article16
2021Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis In: Research in International Business and Finance.
[Full Text][Citation analysis]		article24
2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2024The term structure of yield curve and connectedness among ESG investments In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2024Return and volatility spillovers among oil price shocks and international green bond markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2021The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article26
2023The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article0
2020The inflation hedging capacity of Islamic and conventional equities In: Journal of Economic Studies.
[Full Text][Citation analysis]		article6
2022Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article9
2022Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2020Waste Management and Prediction of Air Pollutants Using IoT and Machine Learning Approach In: Energies.
[Full Text][Citation analysis]		article8
2021Smart Fire Detection and Deterrent System for Human Savior by Using Internet of Things (IoT) In: Energies.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2023Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events? In: JRFM.
[Full Text][Citation analysis]		article3
2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities In: Risks.
[Full Text][Citation analysis]		article9
2023Returns and Volatility Connectedness among the EurozoDne Equity Markets In: Post-Print.
[Citation analysis]		paper1
2024Returns and volatility connectedness among the Eurozone equity markets.(2024) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS In: Complexity.
[Full Text][Citation analysis]		article1
2023Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article10
2023Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article6
2023The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure In: Palgrave Communications.
[Full Text][Citation analysis]		article1
2024Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure In: Palgrave Communications.
[Full Text][Citation analysis]		article0
2021Return and volatility transmission between oil price shocks and agricultural commodities In: PLOS ONE.
[Full Text][Citation analysis]		article25
2021The impact of the Covid-19 related media coverage upon the five major developing markets In: PLOS ONE.
[Full Text][Citation analysis]		article5
2022Strategic asset allocation and the demand for real estate: international evidence In: Empirical Economics.
[Full Text][Citation analysis]		article3
2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies In: Financial Innovation.
[Full Text][Citation analysis]		article35
2022Seven centuries of commodity co-movement: a wavelet analysis approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2016Financing constraints on the size distribution of industrial firms: the Chinese experience In: Applied Economics.
[Full Text][Citation analysis]		article2
2018Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states In: Applied Economics.
[Full Text][Citation analysis]		article11
2019Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? In: Applied Economics.
[Full Text][Citation analysis]		article8
2021Spillover and risk transmission in the components of the term structure of eurozone yield curve In: Applied Economics.
[Full Text][Citation analysis]		article5
2021The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis In: Applied Economics.
[Full Text][Citation analysis]		article22
2022Astonishing insights: emerging market debt spreads throughout the pandemic In: Applied Economics.
[Full Text][Citation analysis]		article2
2022ASEAN-5 forex rates and crude oil: Markov regime-switching analysis In: Applied Economics.
[Full Text][Citation analysis]		article8
2022Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era In: Applied Economics.
[Full Text][Citation analysis]		article9
2023Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis In: Applied Economics.
[Full Text][Citation analysis]		article3
2023Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility In: Applied Economics.
[Full Text][Citation analysis]		article2
2023Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies In: Applied Economics.
[Full Text][Citation analysis]		article2
2023Does global value chain participation induce economic growth? Evidence from panel threshold regression In: Applied Economics.
[Full Text][Citation analysis]		article4
2023Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments In: Applied Economics.
[Full Text][Citation analysis]		article3
2023Composite equity issuance and the cross-section of country and industry returns In: Applied Economics.
[Full Text][Citation analysis]		article0
2024Patterns of unconventional monetary policy spillovers during a systemic crisis In: Applied Economics.
[Full Text][Citation analysis]		article0
2024The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic In: Applied Economics.
[Full Text][Citation analysis]		article0
2019The demand for eurozone stocks and bonds in a time-varying asset allocation framework In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2021Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2022The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article8
In: .
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2022Financial contagion in real economy: The key role of policy uncertainty In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2023Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2024Beyond traditional financial asset classes: The demand for infrastructure in a multi‐period asset allocation framework In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2021Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team