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Modeling and forecasting electricity consumption amid the COVID-19 pandemic: Machine learning vs. nonlinear econometric time series models
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Elsevier
, 2023 , Article)
Accurately modeling and forecasting electricity consumption remains a challenging task due to the large number of the statistical properties that characterize this time series such as seasonality, trend, sudden changes, ...
On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
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Emerald Publishing
, 2022 , Article)
Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ...
Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries
(
Elsevier
, 2022 , Article)
COVID-19 has resulted in high volatility in financial markets across the world. The goal of this study is to investigate the impact of COVID-19-related news on the stock markets in Gulf Cooperation Council (GCC) countries. ...
Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs
(
Elsevier
, 2022 , Article)
This paper investigates digital financial bubbles amidst the COVID-19 pandemic. Using a sample of 9 DeFi tokens, 3 NFTs, Bitcoin, and Ethereum, we detect several bubbles overlapping the examined cryptoassets. We also uncover ...
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
(
Elsevier
, 2022 , Article)
This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ...
Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
(
Routledge
, 2023 , Article)
In this paper, we investigate whether investors can reap potential diversification or hedging benefits from holding green bonds in a portfolio containing a conventional financial asset during the COVID-19 pandemic. Using ...
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
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Elsevier
, 2021 , Article)
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional ...
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
(
Elsevier
, 2021 , Article)
Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, ...
Impact of global health crisis and oil price shocks on stock markets in the GCC
(
Elsevier
, 2022 , Article)
This study examines the impact of global COVID-19 cases and oil price shocks on the stock markets in the GCC. Using the Kalman filter to generate the unexpected oil price shocks, we find that, with the exception of Oman, ...
Resilience in the time of COVID-19: Lessons learned from Middle East and North Africa small- and medium-sized enterprises
(
John Wiley & Sons
, 2023 , Article)
We investigated the effects of the COVID-19 pandemic on small- and medium-sized enterprises in Jordan, Egypt, Tunisia, and Morocco. Using firm-level panel data from an enterprise survey, we highlight several new findings. ...