Search Results - "Sharma, Susan Sunila"

Determinants of carbon dioxide emissions: Empirical evidence from 69 countries by Sharma, Susan Sunila

“…This study investigates the determinants of carbon dioxide emissions (CO 2) for a global panel consisting of 69 countries using a dynamic panel data model. To…”
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Research on Pandemics Special Issue of the Journal Emerging Markets Finance and Trade by Sha, Yezhou, Sharma, Susan Sunila

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The relationship between energy and economic growth: Empirical evidence from 66 countries by Sharma, Susan Sunila

“…In this study, we use dynamic panel data models to examine the impact of electricity and non-electricity variables on economic growth for a global panel…”
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Part A: Special Section on COVID-19 Research by Sharma, Susan Sunila, Sha, Yezhou

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An analysis of commodity markets: What gain for investors? by Narayan, Paresh Kumar, Narayan, Seema, Sharma, Susan Sunila

“…•We study whether commodity futures market predicts the commodity spot market.•Using historical daily data, we find that they do.•We show how investors can use…”
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Oil price and stock returns of consumers and producers of crude oil by Phan, Dinh Hoang Bach, Sharma, Susan Sunila, Narayan, Paresh Kumar

“…•We analyse producers and consumers of oil separately.•Stock returns of oil producers are affected positively by oil price changes.•For oil consumers, oil…”
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Stock return forecasting: Some new evidence by Phan, Dinh Hoang Bach, Sharma, Susan Sunila, Narayan, Paresh Kumar

“…This paper makes three contributions to the literature on forecasting stock returns. First, unlike the extant literature on oil price and stock returns, we…”
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Westerlund and Narayan predictability test: Step-by-step approach using COVID-19 and oil price data by Sharma, Susan Sunila

“…In this note, we provide a step-by-step approach of Westerlund and Narayan (WN, 2012, 2015) predictability test using COVID-19 and oil price data. This is an…”
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Does data frequency matter for the impact of forward premium on spot exchange rate? by Narayan, Paresh Kumar, Sharma, Susan Sunila

“…In this paper we take the forward premium and exchange rate literature forward by asking whether data frequency matters in that relationship. We use four…”
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The US–China trade war and corporate innovation: Evidence from China by Kong, Dongmin, Liu, Chen, Narayan, Paresh Kumar, Sharma, Susan Sunila

“…This study investigates the effect of the US–China trade war on corporate innovation in the context of China. We find that the first‐order effect of the trade…”
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Special Issue on the Pandemic Research by Sharma, Susan Sunila, Sha, Yezhou

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Gold and inflation(s) – A time-varying relationship by Lucey, Brian M., Sharma, Susan Sunila, Vigne, Samuel A.

“…What is the relationship between the price of gold and inflation? How stable is it – over time and across measures of inflation? We examine this for three…”
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Intraday volatility interaction between the crude oil and equity markets by Phan, Dinh Hoang Bach, Sharma, Susan Sunila, Narayan, Paresh Kumar

“…This paper investigates the price volatility interaction between the crude oil and equity markets in the US using 5-min data over the period 2009–2012. Our…”
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Pandemics and their impact on global economic and financial systems by Sharma, Susan Sunila, Rath, Badri Narayan, Devpura, Neluka

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Higher Moments and Exchange Rate Behavior by Khademalomoom, Siroos, Narayan, Paresh Kumar, Sharma, Susan Sunila

“…This paper uses 15‐minute exchange rate returns data for the six most liquid currencies (i.e., the Australian dollar, British pound, Canadian dollar, Euro,…”
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Can governance quality predict stock market returns? New global evidence by Narayan, Paresh Kumar, Sharma, Susan Sunila, Thuraisamy, Kannan S.

“…We develop country-level governance indices using governance risk factors and examine whether country-level governance can predict stock market returns. We…”
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Can consumer price index predict gold price returns? by Sharma, Susan Sunila

“…In this paper using data for 54 countries we test whether consumer price index (CPI) predicts gold price returns. Our test for predictability is based on a…”
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New evidence on oil price and firm returns by Narayan, Paresh Kumar, Sharma, Susan Sunila

“…In this paper, we examine the relationship between oil price and firm returns for 560 US firms listed on the NYSE. First, we find that oil price affects…”
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Does investor attention increase stock market volatility during the COVID-19 pandemic? by Wang, Hua, Xu, Liao, Sharma, Susan Sunila

“…We decompose investor attention to the COVID-19 pandemic into expected and unexpected segments and investigate their effects on realized and fundamental stock…”
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Economic policy uncertainty and financial stability–Is there a relation? by Phan, Dinh Hoang Bach, Iyke, Bernard Njindan, Sharma, Susan Sunila, Affandi, Yoga

“…This paper investigates the impact of economic policy uncertainty on financial stability. Using data for 23 countries over the period of 1996 to 2016, we show…”
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