A5045581563- Market Dynamics and Volatility
- Energy, Environment, Economic Growth
- Monetary Policy and Economic Impact
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Blockchain Technology Applications and Security
- Complex Systems and Time Series Analysis
- COVID-19 Pandemic Impacts
- Energy, Environment, and Transportation Policies
- Sustainable Finance and Green Bonds
- Global Energy Security and Policy
- Economic Sanctions and International Relations
- Global Energy and Sustainability Research
- Global trade and economics
- Risk Management in Financial Firms
- Stock Market Forecasting Methods
- Global Financial Crisis and Policies
- Natural Resources and Economic Development
- Insurance and Financial Risk Management
- Corporate Finance and Governance
- International Business and FDI
- COVID-19 impact on air quality
- Islamic Finance and Banking Studies
- Banking stability, regulation, efficiency
- International Development and Aid
University of Ghana
2022-2024
University of Cape Coast
2020-2024
The University of Adelaide
2016-2024
Sultan Zainal Abidin University
2023-2024
Abstract This research explores the distributional and directional predictabilities among Fintech, Bitcoin, artificial intelligence stocks from March 2018 to January 2021 using nonparametric causality‐in‐quantile crossquantilogram approaches. We also examine connectedness across assets a quantile VAR approach. The results indicate existence of bidirectional causality‐in‐variance between variables in normal market. find that predictability is oscillatory over time lags. Finally, we observe...
This paper examines the coherence of extreme returns between green bonds and a unique set stocks. We use novel quantile cross-spectral methodology spectral coherency model, cross-quantilogram correlation approach, windowed time-lagged cross-correlation, scalogram difference models as estimation techniques. The study period spans from 28 November 2008 to 23 September 2020. Our measure stocks comprises constituents MSCI Global Environment Price Index: Alternative Energy, Green Building,...
This paper examines the time-varying spillover effects and connectedness of Bitcoin price with clean renewable energy stocks using quantile VAR framework. We use daily indices spanning from 1 January 2014, to 18 October 2022. Before probing between markets examined, we first examine mean-based averaged connectedness. These results indicate that receives more shocks in system than it transmits. Additionally, emerges as a net receiver return index evolution among driven mainly by own shocks....