Zaghum Umar

Research output

Working papers

1. David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Post-Print hal-04583804, HAL.
   • Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, vol. 64(C).
2. Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023. "Returns and Volatility Connectedness among the EurozoDne Equity Markets," Post-Print hal-04434044, HAL.
   • Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker, 2024. "Returns and volatility connectedness among the Eurozone equity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3103-3122, July.
3. M. Akhtaruzzaman & S. Boubaker & Z. Umar, 2022. "COVID\textendash19 Media Coverage and ESG Leader Indices," Post-Print hal-04445028, HAL.
4. Zaghum Umar & Saqib Aziz & Dima Tawil, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Post-Print hal-03330197, HAL.
   • Umar, Zaghum & Aziz, Saqib & Tawil, Dima, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).

Articles

1. Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024. "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
2. Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh, 2024. "Are investment grade Sukuks decoupled from the conventional yield curve?," International Review of Financial Analysis, Elsevier, vol. 91(C).
3. Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker, 2024. "Returns and volatility connectedness among the Eurozone equity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3103-3122, July.
   • Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023. "Returns and Volatility Connectedness among the EurozoDne Equity Markets," Post-Print hal-04434044, HAL.
4. Umar, Zaghum & Usman, Muhammad & Umar, Muhammad & Ktaish, Farah, 2024. "Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources," Energy Economics, Elsevier, vol. 136(C).
5. Zaghum Umar & Oluwasegun Babatunde Adekoya & Johnson Ayobami Oliyide & Tamara Teplova, 2024. "The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic," Applied Economics, Taylor & Francis Journals, vol. 56(3), pages 360-374, January.
6. Iqbal, Najaf & Umar, Zaghum & Ruman, Asif M. & Jiang, Shaohua, 2024. "The term structure of yield curve and connectedness among ESG investments," Research in International Business and Finance, Elsevier, vol. 67(PA).
7. Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum, 2024. "Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 348-363.
8. Umar, Zaghum & Zaremba, Adam & Umutlu, Mehmet & Mercik, Aleksander, 2024. "Interaction effects in the cross-section of country and industry returns," Journal of Banking & Finance, Elsevier, vol. 165(C).
9. Francisco Jareño & Ana Escribano & Zaghum Umar, 2024. "Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-1, December.
10. Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024. "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 88-92.
11. Malik, Farooq & Umar, Zaghum, 2024. "Quantile connectedness of oil price shocks with socially responsible investments," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
12. Zaghum Umar & Ahmed Bossman & Najaf Iqbal & Tamara Teplova, 2024. "Patterns of unconventional monetary policy spillovers during a systemic crisis," Applied Economics, Taylor & Francis Journals, vol. 56(14), pages 1611-1621, March.
13. Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024. "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
14. Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024. "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, vol. 61(C).
15. Zaghum Umar & Adam Zaremba & Ammar Ali Gull & Tatiana Sokolova, 2024. "Beyond traditional financial asset classes: The demand for infrastructure in a multi‐period asset allocation framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2581-2592, July.
16. Renatas Kizys & Wael Rouatbi & Zaghum Umar & Adam Zaremba, 2024. "Air temperature and sovereign bond returns," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 33(2), pages 179-209, May.
17. Usman, Muhammad & Umar, Zaghum & Choi, Sun-Yong & Teplova, Tamara, 2024. "Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 281-293.
18. Umar, Zaghum & Hadhri, Sinda & Abakah, Emmanuel Joel Aikins & Usman, Muhammad & Umar, Muhammad, 2024. "Return and volatility spillovers among oil price shocks and international green bond markets," Research in International Business and Finance, Elsevier, vol. 69(C).
19. Umar, Zaghum & Mokni, Khaled & Manel, Youssef & Gubareva, Mariya, 2024. "Dynamic spillover between oil price shocks and technology stock indices: A country level analysis," Research in International Business and Finance, Elsevier, vol. 69(C).
20. Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023. "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
21. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh, 2023. "Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict," Finance Research Letters, Elsevier, vol. 52(C).
22. Zaghum Umar & Ayesha Sayed & Mariya Gubareva & Xuan Vinh Vo, 2023. "Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility," Applied Economics, Taylor & Francis Journals, vol. 55(22), pages 2521-2535, May.
23. Zaghum Umar & Mukhriz Izraf Azman Aziz & Adam Zaremba & Dang Khoa Tran, 2023. "Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies," Applied Economics, Taylor & Francis Journals, vol. 55(23), pages 2676-2693, May.
24. Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023. "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, vol. 53(C).
25. Umar, Zaghum & Abrar, Afsheen & Hadhri, Sinda & Sokolova, Tatiana, 2023. "The connectedness of oil shocks, green bonds, sukuks and conventional bonds," Energy Economics, Elsevier, vol. 119(C).
26. Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023. "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, vol. 65(C).
27. Mariya Gubareva & Zaghum Umar & Tamara Teplova & Xuan Vinh Vo, 2023. "Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(2), pages 338-362, January.
28. Bikramaditya Ghosh & Hayfa Kazouz & Zaghum Umar, 2023. "Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events?," JRFM, MDPI, vol. 16(5), pages 1-12, April.
29. Muhammad Usman & Zaghum Umar & Mariya Gubareva & Dang Khoa Tran, 2023. "Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments," Applied Economics, Taylor & Francis Journals, vol. 55(52), pages 6091-6114, November.
30. Francisco Jareño & Ana Escribano & Zaghum Umar, 2023. "The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-12, December.
31. Umar, Zaghum & Bossman, Ahmed, 2023. "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, vol. 83(C).
32. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023. "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, vol. 51(C).
33. Muhammad Azeem Qureshi & Tanveer Ahsan & Ammar Ali Gull & Zaghum Umar, 2023. "The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 20(4), pages 872-891, November.
34. Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023. "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, vol. 117(C).
35. Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023. "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
36. Jithin P & Sania Ashraf & Zaghum Umar, 2023. "Does global value chain participation induce economic growth? Evidence from panel threshold regression," Applied Economics, Taylor & Francis Journals, vol. 55(24), pages 2788-2800, May.
37. Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023. "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
38. Mariya Gubareva & Zaghum Umar, 2023. "Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 112-126, January.
39. Huaigang Long & Mardy Chiah & Adam Zaremba & Zaghum Umar, 2023. "Composite equity issuance and the cross-section of country and industry returns," Applied Economics, Taylor & Francis Journals, vol. 55(56), pages 6627-6645, December.
40. Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, vol. 64(C).
    • David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Post-Print hal-04583804, HAL.
41. Zaghum Umar & Mariya Gubareva & Tatiana Sokolova, 2023. "Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis," Applied Economics, Taylor & Francis Journals, vol. 55(12), pages 1371-1387, March.
42. Mariya Gubareva & Zaghum Umar & Tamara Teplova & Dang K. Tran, 2023. "Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(6), pages 1707-1719, May.
43. Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023. "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, vol. 56(C).
44. Zaghum Umar & Francisco Jareño & Ana Escribano, 2022. "Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(2), pages 313-333, July.
45. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
46. Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022. "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, vol. 109(C).
47. Umar, Zaghum & Riaz, Yasir & Aharon, David Y., 2022. "Network connectedness dynamics of the yield curve of G7 countries," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 275-288.
48. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022. "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, vol. 48(C).
49. Zaghum Umar & Adam Zaremba & Dennis Olson, 2022. "Seven centuries of commodity co-movement: a wavelet analysis approach," Applied Economics Letters, Taylor & Francis Journals, vol. 29(4), pages 355-359, February.
50. Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022. "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
51. Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022. "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
52. Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Junior, Peterson Owusu, 2022. "A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty," Research in Economics, Elsevier, vol. 76(3), pages 189-205.
53. Akhtaruzzaman, Md & Boubaker, Sabri & Umar, Zaghum, 2022. "COVID–19 media coverage and ESG leader indices," Finance Research Letters, Elsevier, vol. 45(C).
54. Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022. "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
55. Aristeidis Samitas & Elias Kampouris & Zaghum Umar, 2022. "Financial contagion in real economy: The key role of policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1633-1682, April.
56. Mukhriz Izraf Azman Aziz & Zaghum Umar & Mariya Gubareva & Tatiana Sokolova & Xuan Vinh Vo, 2022. "ASEAN-5 forex rates and crude oil: Markov regime-switching analysis," Applied Economics, Taylor & Francis Journals, vol. 54(54), pages 6234-6253, November.
57. Sania Ashraf & Jithin P & Zaghum Umar, 2022. "The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2080316-208, December.
58. Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022. "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, vol. 117(C).
59. Zaghum Umar & Francisco Jareño & Ana Escribano, 2022. "Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era," Applied Economics, Taylor & Francis Journals, vol. 54(9), pages 1030-1054, February.
60. Ahmed Bossman & Tamara Teplova & Zaghum Umar & Gang Jin Wang, 2022. "Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS," Complexity, Hindawi, vol. 2022, pages 1-14, September.
61. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "The impact of the Russia-Ukraine conflict on the connectedness of financial markets," Finance Research Letters, Elsevier, vol. 48(C).
62. Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara & Tran, Dang K., 2022. "Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 47(PB).
63. Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022. "Network connectedness of environmental attention—Green and dirty assets," Finance Research Letters, Elsevier, vol. 50(C).
64. Mariya Gubareva & Zaghum Umar & Tatiana Sokolova & Xuan Vinh Vo, 2022. "Astonishing insights: emerging market debt spreads throughout the pandemic," Applied Economics, Taylor & Francis Journals, vol. 54(18), pages 2067-2076, April.
65. Shoaib Ali & Imran Yousaf & Zaghum Umar, 2022. "Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 477-487, February.
66. Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022. "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
67. Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022. "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
68. Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022. "The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 49(C).
69. Zaghum Umar & Dennis Olson, 2022. "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, vol. 62(5), pages 2461-2513, May.
70. Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum, 2022. "Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets," Finance Research Letters, Elsevier, vol. 44(C).
71. Umar, Zaghum & Alwahedi, Wafa & Zaremba, Adam & Vo, Xuan Vinh, 2022. "Return and volatility connectedness of the non-fungible tokens segments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
72. Yasir Riaz & Choudhry T. Shehzad & Zaghum Umar, 2021. "The sovereign yield curve and credit ratings in GIIPS," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 895-916, September.
73. Umar, Zaghum & Riaz, Yasir & Zaremba, Adam, 2021. "Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020," Finance Research Letters, Elsevier, vol. 43(C).
74. Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021. "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
75. Zaghum Umar & Francisco Jareño & Ana Escribano, 2021. "Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis," The European Journal of Finance, Taylor & Francis Journals, vol. 27(9), pages 880-896, June.
76. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021. "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, vol. 73(C).
77. Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya, 2021. "Media sentiment and short stocks performance during a systemic crisis," International Review of Financial Analysis, Elsevier, vol. 78(C).
78. Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara, 2021. "Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis," Research in International Business and Finance, Elsevier, vol. 58(C).
79. Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021. "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
80. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021. "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, vol. 99(C).
81. Muhammad Irfan & Muhammad Aksam Iftikhar & Sana Yasin & Umar Draz & Tariq Ali & Shafiq Hussain & Sarah Bukhari & Abdullah Saeed Alwadie & Saifur Rahman & Adam Glowacz & Faisal Althobiani, 2021. "Role of Hybrid Deep Neural Networks (HDNNs), Computed Tomography, and Chest X-rays for the Detection of COVID-19," IJERPH, MDPI, vol. 18(6), pages 1-14, March.
82. Z Umar & AS Qureshi & R Shahid & F Deeba, 2021. "Histological and histomorphometric study of the cranial digestive tract of ostriches (Struthio camelus) with advancing age," Veterinární medicína, Czech Academy of Agricultural Sciences, vol. 66(4), pages 127-139.
83. Zaghum Umar & Mariya Gubareva, 2021. "The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis," Applied Economics, Taylor & Francis Journals, vol. 53(27), pages 3193-3206, June.
84. Tiwari, Aviral Kumar & Umar, Zaghum & Alqahtani, Faisal, 2021. "Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach," Research in International Business and Finance, Elsevier, vol. 57(C).
85. Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021. "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, vol. 96(C).
86. Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021. "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, vol. 73(C).
87. Umar, Zaghum & Yousaf, Imran & Zaremba, Adam, 2021. "Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy," Research in International Business and Finance, Elsevier, vol. 58(C).
88. Zaghum Umar & Mariya Gubareva & Muhammad Naeem & Ayesha Akhter, 2021. "Return and volatility transmission between oil price shocks and agricultural commodities," PLOS ONE, Public Library of Science, vol. 16(2), pages 1-18, February.
89. Umar, Zaghum & Gubareva, Mariya, 2021. "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
90. Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2021. "Commodity financialisation and price co-movement: Lessons from two centuries of evidence," Finance Research Letters, Elsevier, vol. 38(C).
91. Umar, Zaghum & Aziz, Saqib & Tawil, Dima, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    • Zaghum Umar & Saqib Aziz & Dima Tawil, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Post-Print hal-03330197, HAL.
92. Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021. "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
93. David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021. "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
94. Abdul Rehman & Muhammad Ahmed Qureshi & Tariq Ali & Muhammad Irfan & Saima Abdullah & Sana Yasin & Umar Draz & Adam Glowacz & Grzegorz Nowakowski & Abdullah Alghamdi & Abdulaziz A. Alsulami & Mariusz , 2021. "Smart Fire Detection and Deterrent System for Human Savior by Using Internet of Things (IoT)," Energies, MDPI, vol. 14(17), pages 1-30, September.
95. Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021. "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
96. Zaghum Umar & Mariya Gubareva & Tatiana Sokolova, 2021. "The impact of the Covid-19 related media coverage upon the five major developing markets," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-28, July.
97. Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal, 2021. "Connectedness between cryptocurrency and technology sectors: International evidence," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 910-922.
98. Yanping Zhao & Zaghum Umar & Xuan Vinh Vo, 2021. "Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1843-1860, November.
99. Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021. "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 73(C).
100. Zaghum Umar & Yasir Riaz & Adam Zaremba, 2021. "Spillover and risk transmission in the components of the term structure of eurozone yield curve," Applied Economics, Taylor & Francis Journals, vol. 53(18), pages 2141-2157, April.
101. Zaghum Umar & Dimitrios Kenourgios & Muhammad Naeem & Khadija Abdulrahman & Salma Al Hazaa, 2020. "The inflation hedging capacity of Islamic and conventional equities," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(6), pages 1377-1399, May.
102. Ayaz Hussain & Umar Draz & Tariq Ali & Saman Tariq & Muhammad Irfan & Adam Glowacz & Jose Alfonso Antonino Daviu & Sana Yasin & Saifur Rahman, 2020. "Waste Management and Prediction of Air Pollutants Using IoT and Machine Learning Approach," Energies, MDPI, vol. 13(15), pages 1-22, August.
103. Naeem, Muhammad & Umar, Zaghum & Ahmed, Sheraz & Ferrouhi, El Mehdi, 2020. "Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
104. Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020. "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, vol. 93(C), pages 112-124.
105. Dimitrios Kenourgios & Zaghum Umar & Paraskevi Lemonidi, 2020. "On the effect of credit rating announcements on sovereign bonds: International evidence," International Economics, CEPII research center, issue 163, pages 58-71.
     • Kenourgios, Dimitrios & Umar, Zaghum & Lemonidi, Paraskevi, 2020. "On the effect of credit rating announcements on sovereign bonds: International evidence," International Economics, Elsevier, vol. 163(C), pages 58-71.
106. Umar, Zaghum & Gubareva, Mariya, 2020. "A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
107. Stereńczak, Szymon & Zaremba, Adam & Umar, Zaghum, 2020. "Is there an illiquidity premium in frontier markets?," Emerging Markets Review, Elsevier, vol. 42(C).
108. Yasir Riaz & Choudhry Tanveer Shehzad & Zaghum Umar, 2019. "Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid?," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1588-1601, March.
109. Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019. "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, vol. 181(C), pages 90-94.
110. Zaghum Umar & Choudhry Tanveer Shehzad & Aristeidis Samitas, 2019. "The demand for eurozone stocks and bonds in a time-varying asset allocation framework," The European Journal of Finance, Taylor & Francis Journals, vol. 25(11), pages 994-1011, July.
111. Malik, Farooq & Umar, Zaghum, 2019. "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, vol. 84(C).
112. Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris, 2019. "Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
113. Umar, Zaghum & Nasreen, Samia & Solarin, Sakiru Adebola & Tiwari, Aviral Kumar, 2019. "Exploring the time and frequency domain connectedness of oil prices and metal prices," Resources Policy, Elsevier, vol. 64(C).
114. Zaghum Umar & Syed Jawad Hussain Shahzad & Román Ferrer & Francisco Jareño, 2018. "Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states," Applied Economics, Taylor & Francis Journals, vol. 50(42), pages 4500-4521, September.
115. Umar, Zaghum, 2017. "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, vol. 61(C), pages 478-494.
116. Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017. "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 9-26.
117. Zaghum Umar & Tahir Suleman, 2017. "Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities," Risks, MDPI, vol. 5(2), pages 1-18, March.
118. Umar, Zaghum, 2017. "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 1-10.
119. Qigang Yuan & Yanping Zhao & Hui Shang & Wei Zhang & Zaghum Umar, 2016. "Financing constraints on the size distribution of industrial firms: the Chinese experience," Applied Economics, Taylor & Francis Journals, vol. 48(41), pages 3899-3911, September.
120. Spierdijk, Laura & Umar, Zaghum, 2015. "Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession," Journal of Economics and Business, Elsevier, vol. 79(C), pages 1-37.
121. Spierdijk, Laura & Umar, Zaghum, 2014. "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 217-238.