Ushbu ish iqtibos qilgan ishlar

38 ta ish

Ish: Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets

1. International Journal of Energy Economics and Policy

   Tete Saepudin

   BoshqaOAOchiq kirish202117 iqtibos

   ABIABI:AkademIndex/2026.other.060056

2. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach

   Shekhar Mishra, Arshian Sharif, Sashikanta Khuntia +2

   Maqola20194 iqtibos

   ABIABI:AkademIndex/2026.other.010278

3. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach

   Afees A. Salisu, Kazeem O. Isah

   Maqola20174 iqtibos

   ABIABI:AkademIndex/2026.other.042520

4. A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia

   Chaker Aloui, Besma Hkiri, Shawkat Hammoudeh +1

   Maqola20184 iqtibos

   ABIABI:AkademIndex/2026.other.329450

5. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

   Akram Shavkatovich Hasanov, Salokhiddin Avazkhodjaev

   BobFinancial Risk and Volatility ModelingContributions to economics20224 iqtibos

   ABIABI:AkademIndex/2026.other.329465

6. Impulse response analysis in nonlinear multivariate models

   Gary Koop, M. Hashem Pesaran, Simon Potter

   Maqola19964 iqtibos

   ABIABI:AkademIndex/2026.other.398721

7. Pandemics and the emerging stock markets

   Afees A. Salisu, Abdulsalam Abidemi Sikiru, Xuan Vinh Vo

   MaqolaOAOchiq kirish20203 iqtibos

   ABIABI:AkademIndex/2026.other.243233

8. Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis

   Stelios Bekiros, Rangan Gupta, Anandamayee Majumdar

   Maqola20163 iqtibos

   ABIABI:AkademIndex/2026.other.329444

9. Does investor sentiment impact the returns and volatility of Islamic equities?

   Daniel Perez-Liston, Daniel Huerta, Sanzid Haq

   Maqola20143 iqtibos

   ABIABI:AkademIndex/2026.other.329446

10. Sentiment and stock market volatility revisited: A time–frequency domain approach

    Debasish Maitra, Saumya Ranjan Dash

    Maqola20173 iqtibos

    ABIABI:AkademIndex/2026.other.329449

11. Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries

    Yudong Wang, Chongfeng Wu, Li Yang

    Maqola20133 iqtibos

    ABIABI:AkademIndex/2026.other.329455

12. Asymmetric Effect of Renewable Energy Generation and Clean Energy on Green Economy Stock Price: A Nonlinear ARDL Approach

    Avazkhodjaev Salokhiddin Shakhabiddinovich, Noor Azuddin Yakob, Wee‐Yeap Lau

    Maqola20223 iqtibos

    ABIABI:AkademIndex/2026.other.329464

13. Significant modulation of variability and projected change in California winter precipitation by extratropical cyclone activity

    Edmund K. M. Chang, Cheng Zheng, Patrick E. Lanigan +2

    Maqola20152 iqtibos

    ABIABI:AkademIndex/2026.other.329434

14. The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model

    Paul M. Jones, Eric Olson

    Maqola20122 iqtibos

    ABIABI:AkademIndex/2026.other.329441

15. Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis

    Heni Boubaker, Hichem Rezgui

    Maqola20202 iqtibos

    ABIABI:AkademIndex/2026.other.329453

16. Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach

    Aftab Khan, Mansur Masih

    Maqola20212 iqtibos

    ABIABI:AkademIndex/2026.other.329454

17. Dynamic return and volatility connectedness between commodities and Islamic stock market indices

    Slah Bahloul, Imen Khemakhem

    Maqola20212 iqtibos

    ABIABI:AkademIndex/2026.other.329456

18. Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models

    Néjib Hachicha, Ahmed Ghorbel, Mohamed Chiheb Feki +2

    Maqola20212 iqtibos

    ABIABI:AkademIndex/2026.other.329458

19. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

    Francis X. Diebold, Kamil Yılmaz

    Maqola20112 iqtibos

    ABIABI:AkademIndex/2026.other.329473

20. 00/00694 Oil price shocks and stock market activity

    Maqola20002 iqtibos

    ABIABI:AkademIndex/2026.other.398732

21. Sarlavhasiz

    Boshqa2 iqtibos

    ABIABI:AkademIndex/2026.other.621557

22. Sarlavhasiz

    Boshqa2 iqtibos

    ABIABI:AkademIndex/2026.other.621574

23. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/2026.other.621558

24. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/2026.other.621559

25. Sarlavhasiz

    Boshqa1 iqtibos

    ABIABI:AkademIndex/2026.other.621560