Browsing by Author "Rehman, Mobeen Ur"

Now showing items 1-3 of 3

    • Comovement and spillover among energy markets: A Comparison across different crisis periods 

      Rehman, Mobeen Ur; Nautiyal, Neeraj; Ghardallou, Wafa; Vo, Xuan Vinh; Zeitun, Rami ( Elsevier B.V. , 2023 , Article)
      We compare the comovement and spillover between returns of six developed energy markets during different crisis periods using wavelet multiple correlation and wavelet multiple cross-correlation. The considered countries ...

    • Green bonds’ connectedness with hedging and conditional diversification performance 

      Rehman, Mobeen Ur; Zeitun, Rami; Vo, Xuan Vinh; Ahmad, Nasir; Al-Faryan, Mamdouh Abdulaziz Saleh ( Elsevier Ltd , 2023 , Article)
      Investments in green assets are becoming increasingly significant, and they present a new asset class for investors. Consequently, the resulting connectedness among these green assets has implications for investments. Our ...

    • The impact of Twitter-based sentiment on US sectoral returns 

      Zeitun, Rami; Rehman, Mobeen Ur; Ahmad, Nasir; Vo, Xuan Vinh ( Elsevier , 2022 , Article)
      This paper scrutinizes the effect of Twitter-based sentiment on US sectoral returns using data from between 21 June 2010 and 13 April 2020. We apply causality in quantiles as a non-parametric measure, followed by a rolling ...