K. Al-Yahyaee

Economics and Econometrics · 2007–2020

A researcher in the Science corpus: 14 papers; trusts 24 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 242 citations into it; #19,357 of 23,481 by trust here, #4,930 by citations
• Finance — 126 citations into it
• Information Systems — 47 citations into it
• Renewable Energy, Sustainability and the Environment — 41 citations into it
• Accounting — 20 citations into it
• Statistics and Probability — 9 citations into it
• Economics & Operations Research — 5 citations into it

Whom K. Al-Yahyaee trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Clifford G. Holderness
2. Walid Mensi
3. Perry Sadorsky
4. Gian Piero Aielli
5. Dayong Zhang
6. Robert F. Engle
7. A. H. Dyhrberg
8. Andrew Urquhart
9. Shawkat Hammoudeh
10. Juan Carlos Reboredo

Who trusts K. Al-Yahyaee overall

1. Walid Mensi
2. Fan Fang
3. Mobeen Ur Rehman
4. M. Naeem
5. Ahmet Sensoy

Papers from K. Al-Yahyaee's perspective

Ordered by how strongly the researchers K. Al-Yahyaee trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dynamic Conditional Correlation
2. Generalized autoregressive conditional heteroskedasticity
3. Shock and volatility transmission in the oil, US and Gulf equity markets
4. Speculators, Commodities and Cross-Market Linkages
5. Dynamic Conditional Correlation: On Properties and Estimation
6. Performance of global Islamic versus conventional share indices: International evidence
7. Systemic risk in European sovereign debt markets: A CoVaR-copula approach
8. Wavelets in Economics and Finance: Past and Future
9. Business Cycle Synchronization and the Euro: a Wavelet Analysis ∗
10. Oil shocks and stock markets revisited: Measuring connectedness from a global perspective

Their papers

• Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018) — 254 citations
• Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach (2017) — 157 citations
• Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches (2019) — 134 citations
• Why cryptocurrency markets are inefficient: The impact of liquidity and volatility (2020) — 125 citations
• Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020) — 119 citations
• Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum (2019) — 138 citations
• Energy, precious metals, and GCC stock markets: Is there any risk spillover? (2019) — 127 citations
• Asymmetric risk spillovers between oil and agricultural commodities (2018) — 120 citations
• Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets (2018) — 156 citations
• Stock market efficiency: A comparative analysis of Islamic and conventional stock markets (2018) — 138 citations
• The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes (2017) — 114 citations
• Extreme dependence and risk spillovers between oil and Islamic stock markets (2017) — 125 citations
• The information content of cash dividend announcements in a unique environment (2011) — 122 citations
• Capital Structure and Financial Performance: Evidence from Oman (2007) — 143 citations