Search Results - "Shahzad, Syed Jawad Hussain"

The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach by Shahbaz, Muhammad, Zakaria, Muhammad, Shahzad, Syed Jawad Hussain, Mahalik, Mantu Kumar

“…This paper empirically examines the inter-linkages between energy consumption and economic growth in top ten energy-consuming countries i.e. China, the USA,…”
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Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices by Ferrer, Román, Shahzad, Syed Jawad Hussain, López, Raquel, Jareño, Francisco

“…This paper examines the time and frequency dynamics of connectedness among stock prices of U.S. clean energy companies, crude oil prices and a number of key…”
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Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis by Shahzad, Syed Jawad Hussain, Naifar, Nader, Hammoudeh, Shawkat, Roubaud, David

“…Given the recent collapse of oil prices, this study investigates the directional predictability from the oil market uncertainty to the sovereign credit default…”
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Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries by Naifar, Nader, Shahzad, Syed Jawad Hussain, Hammoudeh, Shawkat

“…This paper investigates the dynamic and nonlinear impact of oil price returns on the sovereign credit default swap (CDS) spreads for the oil-rich countries of…”
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Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers by Shahzad, Syed Jawad Hussain, Bouri, Elie, Kristoufek, Ladislav, Saeed, Tareq

“…The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the COVID-19 outbreak. To this end, we…”
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Testing the globalization-driven carbon emissions hypothesis: International evidence by Shahbaz, Muhammad, Kumar Mahalik, Mantu, Jawad Hussain Shahzad, Syed, Hammoudeh, Shawkat

“…We empirically investigate the dynamic relationship between globalization and CO2 emissions for 87 (high, middle and low-income) countries. We utilize the…”
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Hedging the downside risk of commodities through cryptocurrencies by Naeem, Muhammad Abubakr, Farid, Saqib, Balli, Faruk, Hussain Shahzad, Syed Jawad

“…Today, commodities are exposed to ever-increasing price volatilities due to extreme market uncertainties linked with financialization. The paper addresses a…”
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Asymmetric and time-frequency spillovers among commodities using high-frequency data by Caporin, Massimiliano, Naeem, Muhammad Abubakr, Arif, Muhammad, Hasan, Mudassar, Vo, Xuan Vinh, Hussain Shahzad, Syed Jawad

“…In this study, we examine the asymmetric short- and long-run spillover among commodities using realized variances and realized semivariances calculated through…”
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Regime specific spillover across cryptocurrencies and the role of COVID-19 by Shahzad, Syed Jawad Hussain, Bouri, Elie, Kang, Sang Hoon, Saeed, Tareq

“…The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing…”
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Measuring systemic risk in the global banking sector: A cross-quantilogram network approach by Baumöhl, Eduard, Bouri, Elie, Hoang, Thi-Hong-Van, Hussain Shahzad, Syed Jawad, Výrost, Tomáš

“…We propose a new systemic risk index based on the interdependence of extreme downside movements of stock returns using the cross-quantilogram and network…”
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Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach by Hernandez, Jose Areola, Shahzad, Syed Jawad Hussain, Uddin, Gazi Salah, Kang, Sang Hoon

“…The cost-effectiveness measures for production, processing, and transportation adopted by wheat, rice, and corn farmers, as well as the price fluctuations of…”
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Liquidity connectedness in cryptocurrency market by Hasan, Mudassar, Naeem, Muhammad Abubakr, Arif, Muhammad, Shahzad, Syed Jawad Hussain, Vo, Xuan Vinh

“…We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast…”
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Dynamic structural impacts of oil shocks on exchange rates: Lessons to learn by Ji, Qiang, Shahzad, Syed Jawad Hussain, Bouri, Elie, Suleman, Muhammad Tahir

“…This study explores the dynamic effects of different oil shocks on real exchange rates in net oil importers and exporters. Specifically, the connectedness…”
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Regional and copula estimation effects on EU and US energy equity portfolios by Hanif, Waqas, Arreola-Hernandez, Jose, Hussain Shahzad, Syed Jawad, Hoang, Thi Hong Van, Yoon, Seong-Min

“…The aim of this paper is to investigate the regional interdependence structure of energy equities in the US and in the EU. Based on weekly stock prices of 28…”
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Can Bitcoin Glitter More Than Gold for Investment Styles? by Naeem, Muhammad Abubakr, Hasan, Mudassar, Arif, Muhammad, Shahzad, Syed Jawad Hussain

“…We compare the hedging, safe-haven, and diversification potential of gold and Bitcoin for different investment styles and industry portfolios in the United…”
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Dynamic spillover effects among tourism, economic growth and macro-finance risk factors by Shahzad, Syed Jawad Hussain, Ferrer, Román

“…This paper examines spillover effects among international tourism growth, economic growth and a group of major macroeconomic and financial variables in the US…”
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How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S by Van Hoang, Thi Hong, Shahzad, Syed Jawad Hussain, Czudaj, Robert L., Bhat, Javed Ahmad

“…This paper investigates the interaction between energy consumption and oil shocks in the U.S. from 1974 to 2018 using monthly data. Its contributions rely on…”
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Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin by Hussain Shahzad, Syed Jawad, Bouri, Elie, Roubaud, David, Kristoufek, Ladislav

“…We compare gold and Bitcoin for the G7 stock markets, finding that gold and Bitcoin have distinct safe haven and hedging characteristics. Gold is an…”
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Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis by Shahbaz, Muhammad, Shahzad, Syed Jawad Hussain, Mahalik, Mantu Kumar

“…Using annual data from 1970 to 2014, this paper examines the effects of globalization on CO 2 emissions in Japan while accounting for economic growth and…”
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Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach by Shahzad, Syed Jawad Hussain, Shahbaz, Muhammad, Ferrer, Román, Kumar, Ronald Ravinesh

“…This paper examines the empirical validity of the tourism-led growth hypothesis in the top ten tourist destinations in the world (China, France, Germany,…”
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