تصفح College of Business and Economics حسب المؤلف "Rehman, Mobeen Ur"
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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 ...