Risk network of global energy markets
- Creator: Uddin, Gazi Salah , Luo, Tianqi , Yahya, Muhammad , Jayasekera, Ranadeva , Rahman, Md Lutfur , Okhrin, Yarema
- Resource Type: journal article
- Date: 2023
Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas
- Creator: Rahman, Md Lutfur , Shahzad, Syed Jawad Hussain , Uddin, Gazi Salah , Dutta, Anupan
- Resource Type: journal article
- Date: 2022
ESG investment: What do we learn from its interaction with stock, currency and commodity markets?
- Creator: Andersson, Emil , Hoque, Mahim , Rahman, Md Lutfur , Uddin, Gazi Salah , Jayasekera, Ranadeva
- Resource Type: journal article
- Date: 2022
Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
- Creator: Rahman, Md Lutfur , Troster, Victor , Uddin, Gazi Salah , Yahya, Muhammad
- Resource Type: journal article
- Date: 2022
Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
- Creator: Shahzad, Syed Jawad Hussain , Arreola-Hernandez, Jose , Rahman, Md Lutfur , Uddin, Gazi Salah , Yahya, Muhammad
- Resource Type: journal article
- Date: 2021
Equity return predictability, its determinants, and profitable trading strategies
- Creator: Rahman, Md Lutfur , Khan, Mahbub , Vigne, Samuel A. , Uddin, Gazi Salah
- Resource Type: journal article
- Date: 2021
Quantile relationship between Islamic and non-Islamic equity markets
- Creator: Rahman, Md Lutfur , Hedström, Axel , Uddin, Gazi Salah , Kang, Sang Hoon
- Resource Type: journal article
- Date: 2021
Re-examining the real option characteristics of gold for gold mining companies
- Creator: Shahzad, Syed Jawad Hussain , Rahman, Md Lutfur , Lucey, Brian M. , Uddin, Gazi Salah
- Resource Type: journal article
- Date: 2021
The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
- Creator: Makkonen, Adam , Vallström, Daniel , Uddin, Gazi Salah , Rahman, Md Lutfur , Haddad, Michel Ferreira Cardia
- Resource Type: journal article
- Date: 2021
On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
- Creator: Ahmad, Wasim , Prakash, Ravi , Uddin, Gazi Salah , Chahal, Rishman Jot Kaur , Rahman, Md. Lutfur , Dutta, Anupam
- Resource Type: journal article
- Date: 2020
Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
- Creator: Uddin, Gazi Salah , Rahman, Md Lutfur , Hedström, Axel , Ahmed, Ali
- Resource Type: journal article
- Date: 2019
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis
- Creator: Labidi, Chiaz , Rahman, Md Lutfur , Hedström, Axel , Uddin, Gazi Salah , Bekiros, Stelios
- Resource Type: journal article
- Date: 2018
Supply and demand driven oil price changes and their non-linear impact on precious metal returns: a Markov regime switching approach
- Creator: Uddin, Gazi Salah , Rahman, Md Lutfur , Shahzad, Syed Jawad Hussain , Rehman, Mobeen Ur
- Resource Type: journal article
- Date: 2018