M. Naeem
Economics and Econometrics · Energy Economics · 2019–2021
A researcher in the Science corpus: 12 papers; trusts 20 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 267 citations into it
- Finance — 136 citations into it
- Renewable Energy, Sustainability and the Environment — 57 citations into it
- Information Systems — 28 citations into it
Whom M. Naeem trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jozef Baruník
- Lutz Kilian
- Francis X. Diebold
- Juan Carlos Reboredo
- Ibrahim Dincer
- L. Pham
- Elie Bouri
- Syed Jawad Hussain Shahzad
- Faruk Balli
- Qiang Ji
Who trusts M. Naeem overall
Papers from M. Naeem's perspective
Ordered by how strongly the researchers M. Naeem trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Generalized autoregressive conditional heteroskedasticity
- Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
- Measuring Economic Policy Uncertainty
- Measuring the frequency dynamics of financial connectedness and systemic risk
- Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (Finance Research Letters)
- Renewable energy and sustainable development: a crucial review
- Volatility estimation for Bitcoin: A comparison of GARCH models
- Spillover network of commodity uncertainties (Energy Economics)
- Financial markets under the global pandemic of COVID-19 (Finance Research Letters)
Their papers
- Spillover network of commodity uncertainties (2019) — 155 citations
- Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach (2021) — 165 citations
- Asymmetric volatility spillover among Chinese sectors during COVID-19 (2021) — 189 citations
- Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021) — 152 citations
- Asymmetric spillovers between green bonds and commodities (2021) — 156 citations
- Asymmetric and time-frequency spillovers among commodities using high-frequency data (2021) — 63 citations
- Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears (2021) — 139 citations
- Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (2021) — 185 citations
- Tail dependence between bitcoin and green financial assets (2021) — 242 citations
- Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020) — 227 citations
- Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020) — 389 citations
- Connectedness of cryptocurrencies and prevailing uncertainties (2020) — 52 citations