تصفح حسب المؤلف "Mobeen Ur, Rehman"

السجلات المعروضة 1 -- 3 من 3

    • Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies 

      Mobeen Ur, Rehman; Katsiampa, Paraskevi; Zeitun, Rami; Vo, Xuan Vinh ( Elsevier , 2023 , Article)
      This paper investigates the extreme dependence and risk spillovers between Bitcoin and the currencies of the BRICS and G7 economies. We find time-varying dependence between Bitcoin and all currencies. Moreover, when analysing ...

    • Do oil shocks affect the green bond market? 

      Mobeen Ur, Rehman; Raheem, Ibrahim D.; Zeitun, Rami; Vo, Xuan Vinh; Ahmad, Nasir ( Elsevier , 2022 , Article)
      This study examines the predictive power of oil shocks for the green bond markets. In line with this aim, we investigated the extent to which oil shocks could be used to accurately make in- and out-of-sample forecasts for ...

    • Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis 

      Mobeen Ur, Rehman; Nautiyal, Neeraj; Zeitun, Rami; Vo, Xuan Vinh; Ghardallou, Wafa ( Elsevier , 2024 , Article)
      This paper examines the multiscale comovement between the green bonds issued in developed countries and international oil-driven shocks. We extracted the oil shocks using a structural vector autoregressive model. The ...