Browsing by Author "Mobeen Ur, Rehman"

Now showing items 1-3 of 3

    • Asymmetric pass through of energy commodities to US sectoral returns 

      Mobeen Ur, Rehman; Zeitun, Rami; Mardani, Abbas; Vo, Xuan Vinh; Eraslan, Veysel ( Elsevier , 2022 , Article)
      The influence of the international energy market on different economic aspects has increased significantly, especially after an escalation in the financialization of the energy market. Likewise following this trend, the ...

    • 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 ...