All Outputs (7)

Oil Shocks and the Islamic Financial Market: Evidence from a Causality-in-Quantile Approach (2024)
Journal Article
Raheem, I. D., le Roux, S., & Rehman, M. U. (2024). Oil Shocks and the Islamic Financial Market: Evidence from a Causality-in-Quantile Approach. International Economics, 180, Article 100559. https://doi.org/10.1016/j.inteco.2024.100559

This study examines the nonlinear relationship between Islamic finance and oil shocks. Nonlinearity is viewed from the prism of nonparametric causality-in-quantile, and oil price is decomposed into demand, supply, and risk. Using a... Read More about Oil Shocks and the Islamic Financial Market: Evidence from a Causality-in-Quantile Approach.

Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach (2024)
Journal Article
Raheem, I. D., le Roux, S., & Rehman, M. U. (2024). Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach. International Economics, 180, 1-11. https://doi.org/10.1016/j.inteco.2024.100559

This study examines the nonlinear relationship between Islamic stock indices and oil shocks. Nonlinearity is viewed from the prism of nonparametric causality-in-quantile, and oil price is decomposed into demand, supply, and risk. The objective of thi... Read More about Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach.

Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets (2024)
Journal Article
Mensi, W., Rehman, M. U., Gök, R., Gemici, E., & Vo, X. V. (2024). Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. Research in International Business and Finance, 73(Part A), 1-22. https://doi.org/10.1016/j.ribaf.2024.102579

This study examines the dependence structure and risk spillovers between crude oil and eight major agricultural futures (wheat, corn, soybean coffee, cotton, lumber, cocoa, and live cattle) markets. It also analyzes the potential conditional diversif... Read More about Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets.

Portfolio risk and return between energy and non-energy stocks (2024)
Journal Article
Nautiyal, N., Alrababa'a, A. R., Rehman, M. U., Vo, X. V., & Saleh Al-Faryan, M. A. (2024). Portfolio risk and return between energy and non-energy stocks. Heliyon, 10(10), Article e31199. https://doi.org/10.1016/j.heliyon.2024.e31199

This paper aims to examine the potential for portfolio returns by adding together conventional and energy stocks with varying proportions. We examine the risk and return characteristics of a portfolio comprising energy and non-energ... Read More about Portfolio risk and return between energy and non-energy stocks.

Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data (2024)
Journal Article
Mensi, W., Ur-Rehman, M., Vo, X. V., & Kang, S. H. (2024). Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. Economic Analysis and Policy, 82, 449-479. https://doi.org/10.1016/j.eap.2024.03.021

This study examines the nonlinear multiscale relationships and spillovers among the main cryptocurrencies (Bitcoin, Bitcoin cash, Ethereum, Litecoin, DASH, Ripple, and Monero) using spillover index methodology and wavelet approaches to hourly and dai... Read More about Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data.

Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis (2024)
Journal Article
Ur Rehman, M., Nautiyal, N., Zeitun, R., Vinh Vo, X., & Ghardallou, W. (2024). Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. North American Journal of Economics and Finance, 72, Article 102122. https://doi.org/10.1016/j.najef.2024.102122

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 countries in our analysis compris... Read More about Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis.

The asymmetric role of temperature deviations in economic growth: Fresh evidence from global countries and panel quantile estimates (2024)
Journal Article
Apergis, N., & Ur Rehman, M. (2025). The asymmetric role of temperature deviations in economic growth: Fresh evidence from global countries and panel quantile estimates. International Journal of Finance and Economics, 31(1), 893-903. https://doi.org/10.1002/ijfe.2952

This work explores the role of weather shocks, measured as temperature deviations from their normal, in affecting GDP growth through a panel of 148 countries, spanning the period 1960–2019 and a panel quantile approach. The findings show that GDP gro... Read More about The asymmetric role of temperature deviations in economic growth: Fresh evidence from global countries and panel quantile estimates.