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Zaghum Umar
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The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Z Umar, O Polat, SY Choi, T Teplova
Finance Research Letters 48, 102976, 2022
2652022
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
M Balcilar, D Gabauer, Z Umar
Resources Policy 73, 102219, 2021
2272021
A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets
Z Umar, M Gubareva
Journal of Behavioral and Experimental Finance 28, 100404, 2020
2242020
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
SJH Shahzad, R Ferrer, L Ballester, Z Umar
International Review of Financial Analysis 52, 9-26, 2017
1952017
COVID–19 media coverage and ESG leader indices
M Akhtaruzzaman, S Boubaker, Z Umar
Finance Research Letters 45, 102170, 2022
1742022
The static and dynamic connectedness of environmental, social, and governance investments: International evidence
Z Umar, D Kenourgios, S Papathanasiou
Economic Modelling 93, 2020
1692020
Dynamic connectedness of oil price shocks and exchange rates
F Malik, Z Umar
Energy Economics 84, 104501, 2019
1692019
A tale of company fundamentals vs sentiment driven pricing: The case of GameStop
Z Umar, M Gubareva, I Yousaf, S Ali
Journal of Behavioral and Experimental Finance 30, 100501, 2021
1372021
Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis
Z Umar, M Gubareva, T Teplova, DK Tran
Finance Research Letters 47, 102725, 2022
1222022
The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels
Z Umar, M Gubareva, T Teplova
Resources Policy 73, 102164, 2021
1172021
Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression
Z Umar, A Bossman, SY Choi, T Teplova
Finance Research Letters 48, 102991, 2022
1122022
The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies
Z Umar, F Jareño, M de la O González
Technological Forecasting and Social Change, 121025, 2021
992021
Islamic vs conventional equities in a strategic asset allocation framework
Z Umar
Pacific-Basin Finance Journal 42, 1-10, 2017
912017
Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data
A Zaremba, Z Umar, M Mikutowski
Economics Letters 181, 90-94, 2019
892019
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
DY Aharon, Z Umar, XV Vo
Financial Innovation 7 (1), 1-25, 2021
882021
Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
A Zaremba, R Kizys, DY Aharon, Z Umar
Finance Research Letters 44, 102042, 2022
852022
Oil price shocks and the return and volatility spillover between industrial and precious metals
Z Umar, F Jareño, A Escribano
Energy Economics 99, 105291, 2021
842021
Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis
Z Umar, M Gubareva, DK Tran, T Teplova
Research in International Business and Finance, 101493, 2021
842021
Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness
Z Umar, F Jareño, A Escribano
Resources Policy 73, 102147, 2021
832021
Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era
Z Umar, F Jareño, A Escribano
Applied Economics 54 (9), 1030-1054, 2022
772022
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