Syed Abul Basher, Perry Sadorsky
Shaker Ahmed, Mostafa Monzur Hasan, Md Rajib Kamal
Abstract We examine the effect of the Russia–Ukraine crisis on the European stock markets. Because of increased political uncertainty, geographic proximity and the ramifications of the fresh sanctions imposed on Russia, the European stock markets tended to react negatively to this crisis. We find th...
Syed Abul Basher, Alfred A. Haug, Perry Sadorsky
Muntasir Murshed, Muntaha Masud Tanha
This paper makes a novel attempt to model the nonlinear association between renewable energy consumption and crude oil prices concerning four net oil-importing South Asian economies: Bangladesh, India, Pakistan and Sri Lanka. Using annual data from 1990 to 2018, the long-run elasticity estimates con...
Syed Abul Basher, Alfred A. Haug, Perry Sadorsky
The impact that oil-market shocks have on stock prices in oil exporting countries has implications for both domestic and international investors. We derive the shocks driving oil prices from an oil market model that explicitly identifies speculative trading in the crude oil market. We study the nonl...
Muhammad Saeed Meo, Mohammad Ashraful Ferdous Chowdhury, Ghulam Mustafa Shaikh, Mubbshar Ali et al.
This study scrutinized the asymmetric impact of oil prices, exchange rate, and inflation on tourism demand in Pakistan using [Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014) Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In Festschrift in honor of peter schm...
Anupam Dutta, Elie Bouri, Md Hasib Noor
The emission of CO2 has emerged as one of the key factors behind the significant growth of clean energy sources that are less carbon-intensive than conventional energy bases. However, investigating the link between the carbon emission market and the market of clean energy stocks remains extremely un...
Valéri Natanelov, Mohammad Jahangir Alam, Andrew M. McKenzie, Guido Van Huylenbroeck
Seong‐Min Yoon, Md Al Mamun, Gazi Salah Uddin, Sang Hoon Kang
We extend the prior literature on market connectedness and spillover by quantifying the size of return connectedness across markets (assets). Applying the network spillover methodology, we perform both static and dynamic analyses to quantify the net spillover shock transmission from one market to an...
Md Al Mamun, Kazi Sohag, Muhammad Shahbaz, Shawkat Hammoudeh
Using a large sample of 25 Organization for Economic Co-operation and Development (OECD) countries, we provide evidence that the growth of equity and credit markets promotes cleaner energy (biomass renewable energy, non biomass renewable energy, and total bio and non-bio renewable energy) production...
Md. Kausar Alam, Mosab I. Tabash, Mabruk Billah, Sanjeev Kumar et al.
The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been greatly impacted. Due to the ongoing conflict, financial markets across the world have experienced a strong dynamic re...
Md Lutfur Rahman, Abu Amin, Mohammed Abdullah Al Mamun
We examine how the Australian stock market responded to the uncertainties created by the COVID-19 pandemic and whether the stimulus package offered by the Government helped restore confidence in the market. This study finds a negative stock market reaction to the pandemic announcement, however, amon...
Roni Bhowmik, Shouyang Wang
In the field of business research method, a literature review is more relevant than ever. Even though there has been lack of integrity and inflexibility in traditional literature reviews with questions being raised about the quality and trustworthiness of these types of reviews. This research provid...
Md. Bokhtiar Hasan, M. Kabir Hassan, Md. Mamunur Rashid, Yasser Alhenawi
This study evaluates the safe-haven role of twelve assets against the US stock market during the 2008 global financial crisis (GFC) and the COVID-19 pandemic. Our results show that silver and the Islamic stock index were safe havens during the 2008 GFC, and the Islamic stock index and Tether have be...
Qasim Raza Syed, Roni Bhowmik, Festus Fatai Adedoyin, Andrew Adewale Alola et al.
In recent times, economic policy uncertainty (EPU) and geopolitical risk (GPR) are increasing significantly where the economy and environment are affected by these factors. Therefore, the goal of this paper is to investigate whether EPU and GPR impede CO 2 emissions in BRICST countries. We employ se...