IDEAS home Printed from https://ideas.repec.org/d/g/gsadeau.html

Publications

by alumni of

University of Adelaide → Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Omokolade Akinsomi & Emmanuel Abakah, 2025, "Time-varying effect of policy uncertainty, financial stress, global risk aversion and geopolitical risks factors on office yields in Europe," ERES, European Real Estate Society (ERES), number eres2025_225, Jan.
  2. Buhari Doğan & Sami Ben Jabeur & Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah, 2025, "Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets," Post-Print, HAL, number hal-05493944, Jan, DOI: 10.1016/j.ribaf.2024.102626.

2024

  1. Zaghum Zaghum Umar & Sinda Hadhri & Emmanuel Joel Aikins Abakah & Muhammad Usman & Muhammad Umar, 2024, "Return and volatility spillovers among oil price shocks and international green bond markets," Post-Print, HAL, number hal-05240432, Apr, DOI: 10.1016/j.ribaf.2024.102254.

2023

  1. Zunaidah Sulong & Mohammad Abdullah & Emmanuel J. A. Abakah & David Adeabah & Simplice Asongu, 2023, "Russia-Ukraine war and G7 debt markets: Evidence from public sentiment towards economic sanctions during the conflict," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 23/057, Jan.
  2. Tn-Lan Le & John Goodell & Rabeh Khalfaoui & Emmanuel Joel Aikins Abakah & Buhari Doğan, 2023, "The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds," Post-Print, HAL, number hal-04350324, Nov, DOI: 10.1007/s10668-023-04153-5.

2022

  1. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.

2021

  1. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.

2020

  1. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.

Journal articles

2026

  1. Fuszder, Md. Habibur Rahman & Sulong, Zunaidah & Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins, 2026, "Does cybersecurity risk affect bank liquidity creation?," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110140.
  2. Akinsomi, Omokolade & Abakah, Emmanuel Joel Aikins & Lee, Chi-Chuan, 2026, "Impact of global risk aversion on real estate market returns," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109177.
  3. Fuszder, Md.Habibur Rahman & Abdullah, Mohammad & Sulong, Zunaidah & Abakah, Emmanuel Joel Aikins, 2026, "Cybersecurity risk and bank competition," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102313.
  4. Nader Trabelsi & Emmanuel Joel Aikins Abakah & Miklesh Prasad Yadav & Aviral Kumar Tiwari, 2026, "Causal dynamics among fintech, communication and digital payments firms," Electronic Commerce Research, Springer, volume 26, issue 3, pages 2553-2580, June, DOI: 10.1007/s10660-025-10002-6.
  5. Aviral Kumar Tiwari & Mehrad Asadi & Mohammad Abdullah & Emmanuel Joel Aikins Abakah & Rubaiyat Ahsan Bhuiyan, 2026, "Sports tokens and sports equities: A downside tail risk analysis with portfolio implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-30, December, DOI: 10.1186/s40854-025-00885-7.

2025

  1. Sulong, Zunaidah & Fuszder, Md. Habibur Rahman & Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins, 2025, "Cybersecurity risk and bank risk-taking," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101080.
  2. Dankwah, Boakye & Abakah, Emmanuel Joel Aikins & Agbloyor, Elikplimi Komla & Lee, Chi-Chuan, 2025, "Dynamic connections between Africa's emerging equity markets and global financial assets," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101337.
  3. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Akinsomi, Omokolade & Tiwari, Aviral Kumar, 2025, "Geopolitical risk and real estate stock crash," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107333.
  4. Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2025, "Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100478.
  5. Abdullah, Mohammad & Adeabah, David & Lee, Chi-Chuan & Abakah, Emmanuel Joel Aikins & Bhuiyan, Rubaiyat Ahsan, 2025, "Does climate risk drive digital asset returns?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 666, issue C, DOI: 10.1016/j.physa.2025.130530.
  6. Doğan, Buhari & Ben Jabeur, Sami & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins, 2025, "Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102626.
  7. Abakah, Emmanuel Joel Aikins & Odoom, Raphael & Abdullah, Mohammad & Lee, Chi-Chuan & Rehman, Mohd Ziaur, 2025, "Marketing tokens and marketing stocks: Tail risk connections with portfolio implications," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2025.102784.
  8. TN-Lan Le & John W. Goodell & Rabeh Khalfaoui & Emmanuel Joel Aikins Abakah & Buhari Doğan, 2025, "The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 27, issue 3, pages 6507-6538, March, DOI: 10.1007/s10668-023-04153-5.
  9. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Chi-Chuan Lee, 2025, "Markov-switching multifractal volatility spillovers among European stock markets during crisis periods," Applied Economics, Taylor & Francis Journals, volume 57, issue 19, pages 2389-2406, April, DOI: 10.1080/00036846.2024.2324846.
  10. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Nana Kwasi Karikari & Elikplimi Komla Agbloyor & Chi-Chuan Lee, 2025, "Quantile correlation between fintech stocks and crypto-assets," Applied Economics, Taylor & Francis Journals, volume 57, issue 57, pages 9743-9769, December, DOI: 10.1080/00036846.2024.2423898.

2024

  1. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024, "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102126.
  2. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Adeabah, David & Sahay, Vinita S., 2024, "Time-varying relationship between international monetary policy and energy markets," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107339.
  3. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Abdullah, Mohammad & Ji, Qiang & Sulong, Zunaidah, 2024, "Monetary policy uncertainty and ESG performance across energy firms," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107699.
  4. Abakah, Emmanuel Joel Aikins & Shao, David Xuefeng & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2024, "Asymmetric relationship between carbon market and energy markets," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133656.
  5. Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024, "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104693.
  6. Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024, "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105114.
  7. Abakah, Emmanuel Joel Aikins & Goodell, John W. & Sulong, Zunaidah & Abdullah, Mohammad, 2024, "Wavelet quantile correlation between DeFi assets and banking stocks," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106272.
  8. Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024, "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100989.
  9. Abakah, Emmanuel Joel Aikins & Brahim, Mariem & Carlotti, Jean-Etienne & Tiwari, Aviral Kumar & Mensi, Walid, 2024, "Extreme downside risk connectedness and portfolio hedging among the G10 currencies," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100503.
  10. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024, "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101910.
  11. Asafo-Adjei, Emmanuel & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Lee, Chi-Chuan, 2024, "Risk synchronization in Australia stock market: A sector analysis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 582-610, DOI: 10.1016/j.iref.2024.03.042.
  12. Abakah, Emmanuel Joel Aikins & Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Hammoudeh, Shawkat, 2024, "Energy tokens and green energy markets under crisis periods: A quantile downside tail risk dependence analysis," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103636.
  13. 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, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102254.
  14. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Tiwari, Aviral Kumar & Wali Ullah, G M, 2024, "Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102273.
  15. Emmanuel Joel Aikins Abakah & Nader Trabelsi & Aviral Kumar Tiwari & Samia Nasreen, 2024, "Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 5, pages 792-839, September, DOI: 10.1108/JRF-04-2024-0095.
  16. Sudeshna Ghosh & Aviral Kumar Tiwari & Buhari Doğan & Emmanuel Joel Aikins Abakah, 2024, "The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2501-2524, June, DOI: 10.1007/s10614-023-10415-1.
  17. Adeolu Olusegun Adewuyi & Olusegun S. Adeboye & Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah, 2024, "A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 116-166.
  18. Aviral Kumar Tiwari & Satish Kumar & Emmanuel Joel Aikins Abakah, 2024, "Correction: Correlation and price spillover effects among green assets," Annals of Operations Research, Springer, volume 341, issue 2, pages 1357-1357, October, DOI: 10.1007/s10479-024-06185-0.
  19. Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024, "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 323-344, June, DOI: 10.1007/s12197-023-09657-4.
  20. Aviral Kumar Tiwari & Sangram Keshari Jena & Emmanuel Joel Aikins Abakah & Seong-Min Yoon, 2024, "Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy," Applied Economics, Taylor & Francis Journals, volume 56, issue 2, pages 186-201, January, DOI: 10.1080/00036846.2023.2166896.
  21. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Mohd Ziaur Rehman & Chi-Chuan Lee, 2024, "Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence," Applied Economics, Taylor & Francis Journals, volume 56, issue 3, pages 286-300, January, DOI: 10.1080/00036846.2023.2167921.

2023

  1. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Chi‐Chuan Lee & Matthew Ntow‐Gyamfi, 2023, "Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks," International Review of Finance, International Review of Finance Ltd., volume 23, issue 1, pages 187-205, March, DOI: 10.1111/irfi.12393.
  2. Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023, "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101030.
  3. Hammoudeh, Shawkat & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adeabah, David, 2023, "Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions," Emerging Markets Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.ememar.2023.101072.
  4. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023, "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106498.
  5. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Doğan, Buhari & Ghosh, Sudeshna, 2023, "Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106606.
  6. Tiwari, Aviral Kumar & Trabelsi, Nader & Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Lee, Chien-Chiang, 2023, "An empirical analysis of the dynamic relationship between clean and dirty energy markets," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106766.
  7. Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Adeleke, Musefiu Adebowale & Abakah, Emmanuel Joel Aikins, 2023, "A time-varying Granger causality analysis between water stock and green stocks using novel approaches," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107010.
  8. Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023, "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107100.
  9. Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2023, "U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102514.
  10. Abakah, Emmanuel Joel Aikins & Adeabah, David & Tiwari, Aviral Kumar & Abdullah, Mohammad, 2023, "Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102948.
  11. Abdullah, Mohammad & Adeabah, David & Abakah, Emmanuel Joel Aikins & Lee, Chi-Chuan, 2023, "Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104062.
  12. Kyophilavong, Phouphet & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2023, "Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103160.
  13. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Mefteh-Wali, Salma & Owusu, Patrick, 2023, "Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103430.
  14. Abakah, Emmanuel Joel Aikins & Wali Ullah, GM & Adekoya, Oluwasegun B. & Osei Bonsu, Christiana & Abdullah, Mohammad, 2023, "Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 218-243, DOI: 10.1016/j.iref.2023.04.028.
  15. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Adekoya, Oluwasegun B. & Oteng-Abayie, Eric Fosu, 2023, "An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices," Technological Forecasting and Social Change, Elsevier, volume 186, issue PA, DOI: 10.1016/j.techfore.2022.122134.
  16. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Ghosh, Sudeshna & Doğan, Buhari, 2023, "Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches," Technological Forecasting and Social Change, Elsevier, volume 192, issue C, DOI: 10.1016/j.techfore.2023.122566.
  17. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Johnson Ayobami Oliyide & Kingsley Opoku Appiah, 2023, "Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 1, pages 286-327, May, DOI: 10.1108/IJMF-09-2021-0428.
  18. Aarzoo Sharma & Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Freeman Brobbey Owusu, 2023, "A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 3, pages 478-501, July, DOI: 10.1108/SEF-02-2023-0070.
  19. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Imhotep Paul Alagidede & Shawkat Hammoudeh, 2023, "Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis," Empirical Economics, Springer, volume 65, issue 3, pages 1027-1103, September, DOI: 10.1007/s00181-023-02366-1.
  20. Sangram Keshari Jena & Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & David Roubaud, 2023, "Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain," Applied Economics, Taylor & Francis Journals, volume 55, issue 12, pages 1312-1327, March, DOI: 10.1080/00036846.2022.2097183.
  21. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & OlaOluwa Simon Yaya & Kingsley Opoku Appiah, 2023, "Tail risk dependence, co-movement and predictability between green bond and green stocks," Applied Economics, Taylor & Francis Journals, volume 55, issue 2, pages 201-222, January, DOI: 10.1080/00036846.2022.2085869.
  22. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Emmanuel Kwesi Arthur & Luis Alberiko Gil-Alana, 2023, "The influence of economic policy uncertainty shocks on art market," Applied Economics, Taylor & Francis Journals, volume 55, issue 29, pages 3404-3421, June, DOI: 10.1080/00036846.2022.2114999.
  23. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.

2022

  1. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022, "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101735.
  2. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105891.
  3. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adewuyi, Adeolu O. & Lee, Chien-Chiang, 2022, "Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106235.
  4. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
  5. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022, "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102535.
  6. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei, 2022, "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100692.
  7. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 443-472, DOI: 10.1016/j.jebo.2021.11.026.
  8. Jena, Sangram Keshari & Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Hammoudeh, Shawkat, 2022, "The connectedness in the world petroleum futures markets using a Quantile VAR approach," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100222.
  9. Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Tripathy, Trilochan, 2022, "Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102910.
  10. Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022, "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 141-152, DOI: 10.1016/j.iref.2021.11.016.
  11. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Aarzoo Sharma & Dorika Jeremiah Mwamtambulo, 2022, "Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors," JRFM, MDPI, volume 15, issue 10, pages 1-17, October.
  12. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Salma Mefteh-Wali, 2022, "Connectedness and directional spillovers in energy sectors: international evidence," Applied Economics, Taylor & Francis Journals, volume 54, issue 22, pages 2554-2569, May, DOI: 10.1080/00036846.2021.1998326.
  13. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis," Cogent Economics & Finance, Taylor & Francis Journals, volume 10, issue 1, pages 2159736-215, December, DOI: 10.1080/23322039.2022.2159736.

2021

  1. Shahbaz, Muhammad & Trabelsi, Nader & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Jiao, Zhilun, 2021, "Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105655.
  2. Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
  3. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
  4. Le, TN-Lan & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2021, "Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution," Technological Forecasting and Social Change, Elsevier, volume 162, issue C, DOI: 10.1016/j.techfore.2020.120382.
  5. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Le, TN-Lan & Leyva-de la Hiz, Dante I., 2021, "Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, volume 163, issue C, DOI: 10.1016/j.techfore.2020.120434.
  6. Sangram Keshari Jena & Aviral Kumar Tiwari & Ashutosh Dash & Emmanuel Joel Aikins Abakah, 2021, "Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management," JRFM, MDPI, volume 14, issue 11, pages 1-22, November.
  7. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Luis A. Gil-Alana & Moses Kenneth Abakah, 2021, "Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach," JRFM, MDPI, volume 14, issue 12, pages 1-43, December.
  8. Luis A. Gil‐Alana & Emmanuel Joel Aikins Abakah & Moses Kenneth Abakah, 2021, "Financial stress spillover across Asian Countries," Review of Financial Economics, John Wiley & Sons, volume 39, issue 2, pages 146-162, April, DOI: 10.1002/rfe.1113.

2020

  1. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020, "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 680-691, DOI: 10.1016/j.iref.2020.06.035.
  2. Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero, 2020, "Cryptocurrencies and stock market indices. Are they related?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101063.
  3. Luis Alberiko Gil-Alana & Robert Mudida & Emmanuel Joel Aikins Abakah, 2020, "Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 57, pages 6171-6182, December, DOI: 10.1080/00036846.2020.1785619.

2018

  1. Emmanuel Joel Aikins Abakah & Paul Alagidede & Lord Mensah & Kwaku Ohene-Asare, 2018, "Non-linear approach to Random Walk Test in selected African countries," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 3, pages 362-376, April, DOI: 10.1108/IJMF-10-2017-0235.

Chapters

2026

  1. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah, 2026, "Risk Contagion Across Top Global Rare Earth Elements Firms," Economics, Law, and Institutions in Asia Pacific, Springer, chapter 0, in: Han Phoumin & Rabindra Nepal & Farhad Taghizadeh-Hesary, "Critical Minerals Supply Chains Security and Resiliency in the ASEAN, Vol. 1", DOI: 10.1007/978-981-96-9358-0_10.

2024

  1. Godfred Amewu & Saint Kuttu & Elikplimi Komla Agbloryor & Emmanuel Joel Aikins Abakah, 2024, "Assessing the Impact of Socio-Political Risk on Natural Resources in Africa," Advances in African Economic, Social and Political Development, Springer, in: Mohammed Amidu & Abdallah Ali-Nakyea & Joshua Yindenaba Abor, "Taxation and Management of Natural Resources in Africa", DOI: 10.1007/978-3-031-58124-3_3.
  2. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".

2023

  1. Michael Effah Asamoah & Emmanuel Joel Aikins Abakah & Lungile Ntsalaze, 2023, "COVID-19 pandemic and sustainable and responsible investment: agenda for reform and prevention of another crisis," Chapters, Edward Elgar Publishing, chapter 23, in: Joshua Y. Abor, "Sustainable and Responsible Investment in Developing Markets".

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