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Syed Mabruk Billah

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024. "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, vol. 133(C).

    Cited by:

    1. Usman, Ojonugwa & Ibrahim, Blend & Ozkan, Oktay & Ike, George N., 2025. "Role of fourth industrial revolution on dirty and clean energy under bearish, neutral and bullish market conditions: A quantile-on-quantile Granger causality approach," Energy, Elsevier, vol. 322(C).
    2. Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025. "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    3. Su, Xianfang & Zhao, Yachao, 2025. "Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    4. Zeng, Hongjun & Abedin, Mohammad Zoynul & Lucey, Brian & Ma, Shenglin, 2025. "Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks," International Review of Financial Analysis, Elsevier, vol. 97(C).
    5. Yan, Xiang & Xin, Boqing & Cheng, Changgao & Han, Zhiyong, 2024. "Unpacking energy consumption in China's urbanization: Industry development, population growth, and spatial expansion," Research in International Business and Finance, Elsevier, vol. 70(PA).
    6. Su, Xianfang & Zhao, Yachao, 2025. "Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?," Global Finance Journal, Elsevier, vol. 64(C).
    7. Ghaemi Asl, Mahdi & Ben Jabeur, Sami & Goodell, John W. & Omri, Anis, 2024. "Mitigating digital market risk with conventional, green, and Islamic bonds: Fresh insights from new hybrid deep learning models," Finance Research Letters, Elsevier, vol. 68(C).

  2. Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024. "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, vol. 95(PB).

    Cited by:

    1. Ustaoglu, Buse & Ustaoglu, Erkan, 2025. "Music stocks and music tokens: Extreme connectedness and portfolio applications," International Review of Economics & Finance, Elsevier, vol. 98(C).
    2. Younis, Ijaz & Naeem, Muhammad Abubakr & Shah, Waheed Ullah & Tang, Xuan, 2025. "Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises," Research in International Business and Finance, Elsevier, vol. 73(PA).
    3. Naeem, Muhammad Abubakr & Arfaoui, Nadia & Yarovaya, Larisa, 2025. "The contagion effect of artificial intelligence across innovative industries: From blockchain and metaverse to cleantech and beyond," Technological Forecasting and Social Change, Elsevier, vol. 210(C).
    4. Wang, Jikai & Qiao, Gaoxiu, 2025. "Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets," Research in International Business and Finance, Elsevier, vol. 77(PA).
    5. Assaf, Ata & Al-Shboul, Mohammad & Mokni, Khaled & Demir, Ender, 2025. "Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors," Emerging Markets Review, Elsevier, vol. 65(C).
    6. Ren, Xiaohang & Wang, Shengxin & Mao, Weifang & Gozgor, Giray, 2025. "Greening the energy industry: An efficiency analysis of China's listed new energy companies and its market spillovers," Energy Economics, Elsevier, vol. 145(C).
    7. Jiang, Dongming & Jia, Fang & Han, Xiaoyu, 2025. "Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets," Energy Economics, Elsevier, vol. 144(C).
    8. Naeem, Muhammad Abubakr, 2024. "Navigating median and extreme volatility in stock markets: Implications for portfolio strategies," International Review of Economics & Finance, Elsevier, vol. 95(C).
    9. Gao, Wang & Jin, Xiaoman & Zhang, Hongwei & He, Miao, 2025. "The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach," Energy Economics, Elsevier, vol. 142(C).
    10. Khan, Nasir & Mejri, Sami & Hammoudeh, Shawkat, 2024. "How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts," Energy Economics, Elsevier, vol. 138(C).
    11. Shu, Mingyu & Liu, Baoliu & ouyang, Wenpei & Sun, Rengui & Lin, Yaoyang, 2025. "Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 663(C).

  3. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).

    Cited by:

    1. Ramesh, Shietal & Low, Rand Kwong Yew & Faff, Robert, 2025. "Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market," Energy Economics, Elsevier, vol. 143(C).
    2. Ustaoglu, Buse & Ustaoglu, Erkan, 2025. "Music stocks and music tokens: Extreme connectedness and portfolio applications," International Review of Economics & Finance, Elsevier, vol. 98(C).
    3. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
    4. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    5. Mbarek, Marouene & Msolli, Badreddine, 2025. "Tokens and cryptocurrencies: Evidence from asymmetric frequency connectedness approach," Research in International Business and Finance, Elsevier, vol. 77(PA).
    6. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024. "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, vol. 133(C).
    7. Proelss, Juliane & Schweizer, Denis & Sévigny, Stéphane, 2025. "PolitiFi: Just another meme, or instrumental for winning elections?," Finance Research Letters, Elsevier, vol. 72(C).
    8. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    9. Ustaoglu, Erkan, 2025. "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    10. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025. "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, vol. 144(C).

  4. Billah, Mabruk & Hadhri, Sinda & Hoque, Mohammad Enamul & Balli, Faruk, 2024. "A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).

    Cited by:

    1. Hoque, Mohammad Enamul & Sahabuddin, Mohammad & Bilgili, Faik, 2024. "Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 303-320.
    2. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    3. Helmi, Mohamad Husam & Cui, Jinxin & Elsayed, Ahmed H. & Hoque, Mohammad Enamul, 2025. "Higher-order moment and cross-moment spillovers among MENA stock markets: Insights from geopolitical risks and global fear," Research in International Business and Finance, Elsevier, vol. 77(PA).
    4. Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025. "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    5. Lin, Xudong & Meng, Yiqun & Zhu, Hao, 2024. "Exploring hedging potentials of green bonds against oil price shocks: Evidence from quantile-on-quantile connectedness measures," Finance Research Letters, Elsevier, vol. 65(C).
    6. Addi, Abdelhamid & Foglia, Matteo & Wang, Gang-Jin & Miglietta, Federica, 2025. "Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems," Research in International Business and Finance, Elsevier, vol. 74(C).
    7. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).

  5. Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024. "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1416-1433.

    Cited by:

    1. Waheed Ullah Shah & Ibtissem Missaoui & Ijaz Younis & Xiyu Liu, 2025. "Climate risk co-movements effect on South Asia’s emerging stock market for financial inclusion," Future Business Journal, Springer, vol. 11(1), pages 1-20, December.
    2. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    3. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    4. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    5. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).
    6. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025. "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, vol. 144(C).

  6. Mabruk Billah & Mohammad Enamul Hoque & Faruk Balli & Jaspreet Kaur & Sanjeev Kumar, 2024. "Downside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies," Applied Economics, Taylor & Francis Journals, vol. 56(59), pages 8900-8933, December.

    Cited by:

    1. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    2. Huang, Wei-Qiang & Dai, Jing, 2025. "Optimal portfolio selection of China's green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 208-237.
    3. Gubareva, Mariya & Shafiullah, Muhammad & Teplova, Tamara, 2025. "Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets," Energy Economics, Elsevier, vol. 141(C).
    4. Batra, Shallu & Tiwari, Aviral Kumar & Yadav, Mahender & Danso, Albert, 2025. "Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices," Technological Forecasting and Social Change, Elsevier, vol. 210(C).
    5. Faruk Balli & Iftekhar Hassan Chowdhury & Mabruk Billiah, 2025. "How closely is the US stock market linked to Caribbean tax havens?," Economics Bulletin, AccessEcon, vol. 45(1), pages 166-176.
    6. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).

  7. Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Lucey, Brian, 2024. "Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses," Global Finance Journal, Elsevier, vol. 61(C).

    Cited by:

    1. Wan, Jieru & Han, Liyan & Wu, You, 2025. "Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrencies," Finance Research Letters, Elsevier, vol. 74(C).
    2. Ren, Yi-Shuai & Ma, Chaoqun & Wang, Yiran, 2024. "A new financial regulatory framework for digital finance: Inspired by CBDC," Global Finance Journal, Elsevier, vol. 62(C).
    3. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).

  8. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.

    Cited by:

    1. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
    2. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    3. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    4. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).

  9. Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024. "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, vol. 60(C).

    Cited by:

    1. Khan, Naveed & Yaya, OlaOluwa S. & Vo, Xuan Vinh & Zada, Hassan, 2025. "Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities," Resources Policy, Elsevier, vol. 103(C).
    2. Haq, Inzamam Ul & Naeem, Muhammad Abubakr & Huo, Chunhui & Bakry, Walid, 2025. "Unveiling time-frequency linkages among diverse cryptocurrency classes and climate change concerns," International Review of Economics & Finance, Elsevier, vol. 99(C).
    3. Gao, Wang & Jin, Xiaoman & Zhang, Hongwei & He, Miao, 2025. "The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach," Energy Economics, Elsevier, vol. 142(C).

  10. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).

    Cited by:

    1. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    2. Kaur Rajbeer & Kumar Parveen & Radulescu Magdalena & Mohd Sharif & Dascalu Nicoleta, 2025. "Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 19(1), pages 1-26.
    3. Su, Xianfang & Zhao, Yachao, 2025. "Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?," Global Finance Journal, Elsevier, vol. 64(C).

  11. Kapar, Burcu & Billah, Syed Mabruk & Rana, Faisal & Balli, Faruk, 2024. "An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1442-1467.

    Cited by:

    1. Fetais, Alanoud Hamad & Aysan, Ahmet Faruk & Nagayev, Ruslan, 2024. "Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects," Journal of Multinational Financial Management, Elsevier, vol. 74(C).
    2. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    3. Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024. "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, vol. 96(PB).

  12. Faruk Balli & Mabruk Billah & Iftekhar Chowdhury, 2023. "Impact of the Russia–Ukraine war on hospitality equity markets," Tourism Economics, , vol. 29(8), pages 2206-2215, December.

    Cited by:

    1. Faruk Balli & Md Iftekhar Hassan Chowdhury & Mabruk Billiah, 2025. "An examination of the oil market at the outset of the Russia-Ukraine conflict," Economics Bulletin, AccessEcon, vol. 45(1), pages 118-129.

  13. Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023. "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, vol. 127(PB).

    Cited by:

    1. Jeong, Woojin & Park, Seongwan & Lee, Seungyun & Son, Bumho & Lee, Jaewook & Ko, Hyungjin, 2024. "Influence and predictive power of sentiment: Evidence from the lithium market," Finance Research Letters, Elsevier, vol. 68(C).
    2. Xu, Changxin & Chen, Zixu & Zhu, Wenjun & Zhi, Jiaqi & Yu, Yue & Shi, Changfeng, 2025. "Time-frequency spillover and early warning of climate risk in international energy markets and carbon markets: From the perspective of complex network and machine learning," Energy, Elsevier, vol. 318(C).
    3. Mohammad Enamul Hoque & M. Kabir Hassan & Luca Pezzo, 2024. "Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1338-1356, August.
    4. Xie He & Shigeyuki Hamori, 2023. "The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers," Discussion Papers 2315, Graduate School of Economics, Kobe University.
    5. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
    6. Wang, Jianuo & Enilov, Martin & Kizys, Renatas, 2024. "Does M&A activity spin the cycle of energy prices?," Energy Economics, Elsevier, vol. 137(C).
    7. Hoque, Mohammad Enamul & Sahabuddin, Mohammad & Bilgili, Faik, 2024. "Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 303-320.
    8. Lei, Heng & Xue, Minggao & Ye, Jing, 2024. "The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications," Energy Economics, Elsevier, vol. 132(C).
    9. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    10. Su, Xianfang & Zhao, Yachao, 2025. "Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    11. Chiappari, Mattia & Scotti, Francesco & Flori, Andrea, 2024. "Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    12. Ye, Rendao & Xiao, Jian & Zhang, Yilan, 2024. "Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 1061-1079.
    13. Su, Xianfang & Zhao, Yachao, 2025. "Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    14. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    15. Rao, Amar & Lucey, Brian & Kumar, Satish, 2025. "Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads," Energy Economics, Elsevier, vol. 141(C).
    16. Zhao, Lu-Tao & Liu, Hai-Yi & Chen, Xue-Hui, 2024. "How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence," Journal of Commodity Markets, Elsevier, vol. 33(C).
    17. Bo Yu & Zhijia Chang, 2024. "Connectedness of Carbon Price and Energy Price under Shocks: A Study Based on Positive and Negative Price Volatility," Sustainability, MDPI, vol. 16(12), pages 1-26, June.
    18. Wang, Kai-Hua & Wen, Cui-Ping & Xu, Bao-Chang & Li, Xin, 2024. "Receiver or transmitter? Unlocking the role of green technology innovation in sustainable development, energy, and carbon markets," Technology in Society, Elsevier, vol. 79(C).
    19. Almeida, Dora & Ferreira, Paulo & Dionísio, Andreia & Aslam, Faheem, 2025. "Exploring the connection between geopolitical risks and energy markets," Energy Economics, Elsevier, vol. 141(C).
    20. Chu, Wen-Jun & Fan, Li-Wei & Zhou, P., 2024. "Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis," Energy Economics, Elsevier, vol. 138(C).
    21. Jiang, Dongming & Jia, Fang & Han, Xiaoyu, 2025. "Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets," Energy Economics, Elsevier, vol. 144(C).
    22. Ren, Yinghua & Wang, Nairong & Zhu, Huiming, 2025. "Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    23. Ustaoglu, Erkan, 2025. "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    24. Xiaoqing Wang & Wenxin Jin & Baochang Xu & Kaihua Wang, 2025. "Volatility in Carbon Futures Amid Uncertainties: Considering Geopolitical and Economic Policy Factors," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(4), pages 308-325, April.
    25. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025. "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, vol. 144(C).

  14. Billah, Mabruk & Balli, Faruk & Hoxha, Indrit, 2023. "Extreme connectedness of agri-commodities with stock markets and its determinants," Global Finance Journal, Elsevier, vol. 56(C).

    Cited by:

    1. Xiang, Youtao & Borjigin, Sumuya, 2024. "Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship," Global Finance Journal, Elsevier, vol. 62(C).
    2. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
    3. Hector O. Zapata & Junior E. Betanco & Maria Bampasidou & Michael Deliberto, 2023. "A Cyclical Phenomenon among Stock & Commodity Markets," JRFM, MDPI, vol. 16(7), pages 1-13, July.
    4. Zhou, Xuewei & Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe, 2024. "Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
    5. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    6. Chen, Xiangyu & Tongurai, Jittima, 2024. "Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    7. Kumar, Sanjeev & Jain, Reetika & Narain, & Balli, Faruk & Billah, Mabruk, 2023. "Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 547-593.
    8. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024. "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, vol. 133(C).
    9. Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024. "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
    10. Zeng, Hongjun & Abedin, Mohammad Zoynul & Lucey, Brian & Ma, Shenglin, 2025. "Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks," International Review of Financial Analysis, Elsevier, vol. 97(C).
    11. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    12. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).
    13. Ali, Shoaib & Umar, Muhammad & Naveed, Muhammad & Shan, Shan, 2024. "Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach," Energy Economics, Elsevier, vol. 134(C).

  15. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).

    Cited by:

    1. Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025. "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    2. Nini Johana Marín-Rodríguez & Juan David González-Ruiz & Alejandro Valencia-Arias, 2023. "Incorporating Green Bonds into Portfolio Investments: Recent Trends and Further Research," Sustainability, MDPI, vol. 15(20), pages 1-32, October.
    3. Patel, Ritesh & Kumar, Sanjeev & Agnihotri, Shalini, 2025. "Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    4. Ata Assaf & Ender Demir & Oguz Ersan, 2025. "What drives the return and volatility spillover between DeFis and cryptocurrencies?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1302-1318, April.
    5. Su, Xianfang & Zhao, Yachao, 2025. "Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?," Global Finance Journal, Elsevier, vol. 64(C).
    6. Faruk Balli & Iftekhar Hassan Chowdhury & Mabruk Billiah, 2025. "How closely is the US stock market linked to Caribbean tax havens?," Economics Bulletin, AccessEcon, vol. 45(1), pages 166-176.
    7. Hadhri, Sinda, 2024. "The role of migration fear in (dis)connecting stock markets," Finance Research Letters, Elsevier, vol. 61(C).
    8. Ustaoglu, Erkan, 2025. "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    9. Assaf, Ata & Klotzle, Marcelo Cabus & Palazzi, Rafael Baptista & Demir, Ender, 2025. "Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 73(PA).

  16. Kumar, Sanjeev & Jain, Reetika & Narain, & Balli, Faruk & Billah, Mabruk, 2023. "Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 547-593.

    Cited by:

    1. Han, SeungOh, 2025. "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, vol. 72(C).
    2. Zeinedini, Shabnam & Karimi, Mohammad Sharif & Khanzadi, Azad & Falahati, Ali, 2024. "Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars," Resources Policy, Elsevier, vol. 99(C).
    3. Ito, Kakeru & Yoshiba, Toshinao, 2025. "Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management: Dynamic skew-t copula approach," International Review of Economics & Finance, Elsevier, vol. 97(C).
    4. Salami, Monsurat Ayojimi & Tanrıvermiş, Harun & Tanrıvermiş, Yesim, 2024. "Influence of Ukraine invasion by Russia on Turkish markets," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
    5. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    6. 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, vol. 93(PA), pages 582-610.
    7. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024. "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, vol. 133(C).
    8. Choi, Ki-Hong & Nekhili, Ramzi & Mensi, Walid & Boubaker, Ferihane Zaraa & Yoon, Seong-Min, 2024. "Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    9. Ijaz, Muhammad Shahzad & Ali, Shoaib & Du, Anna Min & Khurram, Mahrukh, 2025. "Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective," International Review of Economics & Finance, Elsevier, vol. 98(C).
    10. Walid Mensi & Anoop S. Kumar & Hee-Un Ko & Sang Hoon Kang, 2024. "Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 507-538, June.
    11. Stefan Cristian Gherghina & Daniel Stefan Armeanu & Jean Vasile Andrei & Camelia Catalina Joldes, 2024. "Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(4), pages 16454-16510, December.
    12. Mensi, Walid & El Khoury, Rim & Al-Kharusi, Sami & Kang, Sang Hoon, 2024. "Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    13. Naeem, Muhammad Abubakr & Arfaoui, Nadia, 2023. "Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises," Energy Economics, Elsevier, vol. 127(PB).
    14. Olivier Niyitegeka & Alexis Habiyaremye, 2024. "Financial Contagion between German and BRICS Stock Markets under Multiscale Scrutiny," JRFM, MDPI, vol. 17(9), pages 1-19, September.

  17. Billah, Mabruk & Elsayed, Ahmed H. & Hadhri, Sinda, 2023. "Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).

    Cited by:

    1. Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024. "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    2. Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023. "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, vol. 127(PB).
    3. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    4. Kumar, Sanjeev & Jain, Reetika & Narain, & Balli, Faruk & Billah, Mabruk, 2023. "Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 547-593.
    5. Elsayed, Ahmed H. & Khalfaoui, Rabeh & Nasreen, Samia & Gabauer, David, 2024. "The impact of oil shocks on green, clean, and socially responsible markets," Energy Economics, Elsevier, vol. 136(C).
    6. Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025. "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    7. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024. "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, vol. 133(C).
    8. Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024. "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1416-1433.
    9. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    10. Helmi, Mohamad Husam & Elsayed, Ahmed H. & Khalfaoui, Rabeh, 2024. "The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis," Finance Research Letters, Elsevier, vol. 64(C).
    11. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).
    12. Hadhri, Sinda, 2024. "The role of migration fear in (dis)connecting stock markets," Finance Research Letters, Elsevier, vol. 61(C).
    13. Elsayed, Ahmed H. & Asutay, Mehmet & ElAlaoui, Abdelkader O. & Bin Jusoh, Hashim, 2024. "Volatility spillover across spot and futures markets: Evidence from dual financial system," Research in International Business and Finance, Elsevier, vol. 71(C).
    14. Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024. "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, vol. 94(C).
    15. Xu, Danyang & Hu, Yang & Corbet, Shaen & Lang, Chunlin, 2024. "Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation," Research in International Business and Finance, Elsevier, vol. 70(PA).

  18. Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer & Rahman, Mashuk & Boujlil, Rhada, 2023. "Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets," Global Finance Journal, Elsevier, vol. 58(C).

    Cited by:

    1. Xiang, Youtao & Borjigin, Sumuya, 2024. "Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship," Global Finance Journal, Elsevier, vol. 62(C).
    2. Anwer, Zaheer & Khan, Muhammad Arif & Hassan, M. Kabir & Singh, Manjeet Kaur Harnek, 2024. "Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms," Research in International Business and Finance, Elsevier, vol. 71(C).
    3. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    4. Mensi, Walid & Lee, Yeonjeong & Al-Kharusi, Sami & Yoon, Seong-Min, 2024. "Switching spillovers and connectedness between Sukuk and international Islamic stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
    5. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    6. Su, Xianfang & He, Jian, 2024. "Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies," Energy Economics, Elsevier, vol. 139(C).
    7. Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025. "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    8. Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Wali Ullah, G.M., 2025. "Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets," Global Finance Journal, Elsevier, vol. 64(C).
    9. Su, Xianfang & Zhao, Yachao, 2025. "Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    10. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    11. Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024. "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    12. Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024. "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, vol. 63(C).
    13. Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024. "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, vol. 94(C).
    14. Zakaria Boulanouar & Ghassane Benrhmach & Rihab Grassa & Sonia Abdennadher & Mariam Aldhaheri, 2024. "Exploring the predictive power of artificial neural networks in linking global Islamic indices with a local Islamic index," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.

  19. Muhammad Abubakr Naeem & Mabruk Billah & Mohamed Marei & Faruk Balli, 2022. "Quantile connectedness between Sukuk bonds and the impact of COVID-19," Applied Economics Letters, Taylor & Francis Journals, vol. 29(15), pages 1378-1387, September.

    Cited by:

    1. Ummara Razi & Calvin W. H. Cheong & Sahar Afshan & Arshian Sharif, 2025. "The ripple effects of energy price volatility on equity and debt markets: a Morlet wavelet analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 197-223, March.
    2. Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024. "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    3. Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025. "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
    4. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    5. Naeem, Muhammad Abubakr & Hamouda, Foued & Karim, Sitara, 2024. "Tail risk spillover effects in commodity markets: A comparative study of crisis periods," Journal of Commodity Markets, Elsevier, vol. 33(C).
    6. Naeem, Muhammad Abubakr & Nguyen, Thi Thu Ha & Karim, Sitara & Lucey, Brian M., 2023. "Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits," Finance Research Letters, Elsevier, vol. 58(PA).

  20. Balli, Faruk & Billah, Mabruk & Balli, Hatice Ozer & De Bruin, Anne, 2022. "Spillovers between Sukuks and Shariah-compliant equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).

    Cited by:

    1. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    2. Billah, Mabruk & Elsayed, Ahmed H. & Hadhri, Sinda, 2023. "Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
    3. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    4. Mensi, Walid & Lee, Yeonjeong & Al-Kharusi, Sami & Yoon, Seong-Min, 2024. "Switching spillovers and connectedness between Sukuk and international Islamic stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
    5. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    6. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    7. Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024. "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1416-1433.
    8. Ali, Fahad & Bouri, Elie & Naifar, Nader & Shahzad, Syed Jawad Hussain & AlAhmad, Mohammad, 2022. "An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets," Research in International Business and Finance, Elsevier, vol. 63(C).
    9. Lu, Xunfa & Huang, Nan & Mo, Jianlei & Ye, Zhitao, 2023. "Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic," Energy Economics, Elsevier, vol. 125(C).
    10. Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer & Rahman, Mashuk & Boujlil, Rhada, 2023. "Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets," Global Finance Journal, Elsevier, vol. 58(C).
    11. Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024. "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, vol. 94(C).
    12. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).
    13. Sanjay Kumar Rout & Hrushikesh Mallick, 2022. "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 697-734, December.

  21. Billah, Mabruk & Karim, Sitara & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2022. "Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness," Research in International Business and Finance, Elsevier, vol. 62(C).

    Cited by:

    1. Kuang, Wei, 2023. "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, vol. 271(C).
    2. Benlagha, Noureddine & Karim, Sitara & Naeem, Muhammad Abubakr & Lucey, Brian M. & Vigne, Samuel A., 2022. "Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries," Energy Economics, Elsevier, vol. 115(C).
    3. Xie, Qichang & Bi, Yanhao & Xi, Yiyu & Xu, Xin, 2025. "The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets," Energy Economics, Elsevier, vol. 144(C).
    4. Su, Chi-Wei & Pang, Li-Dong & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises," Energy, Elsevier, vol. 274(C).
    5. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2023. "Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic," Research in International Business and Finance, Elsevier, vol. 66(C).
    6. Muhammad Naveed & Shoaib Ali & Aviral Kumar Tiwari, 2025. "Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.
    7. Hadi, Dlawar Mahdi & Karim, Sitara & Naeem, Muhammad Abubakr & Lucey, Brian M., 2023. "Turkish Lira crisis and its impact on sector returns," Finance Research Letters, Elsevier, vol. 52(C).
    8. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    9. Younis, Ijaz & Shah, Waheed Ullah & Hkiri, Besma & Qureshi, Fiza & Longsheng, Cheng, 2023. "Risk co-movements and portfolio strategies between energy, gold and BRICS markets," Resources Policy, Elsevier, vol. 82(C).
    10. Kayani, Umar & Hasnaoui, Amir & Khan, Maaz & Zahoor, Nadia & Nawaz, Farrukh, 2024. "Analyzing fossil fuel commodities' return spillovers during the Russia and Ukraine crisis in the energy market," Energy Economics, Elsevier, vol. 135(C).
    11. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
    12. Siddique, Md Abubakar & Nobanee, Haitham & Karim, Sitara & Naz, Farah, 2022. "Investigating the role of metal and commodity classes in overcoming resource destabilization," Resources Policy, Elsevier, vol. 79(C).
    13. N. Arfaoui & M.A. Naeem & S. Boubaker & N. Mirza & S. Karim, 2023. "Interdependence of Clean Energy and Green Markets with Cryptocurrencies," Post-Print hal-04435467, HAL.
    14. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    15. Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Yi, Shangkun & Zhang, Weiping, 2023. "COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    16. 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, vol. 69(C).
    17. Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023. "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, vol. 86(PB).
    18. Ji, Hao & Naeem, Muhammad & Zhang, Jing & Tiwari, Aviral Kumar, 2024. "Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective," Energy Economics, Elsevier, vol. 136(C).
    19. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
    20. Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024. "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, vol. 95(C).
    21. Naeem, Muhammad Abubakr & Hamouda, Foued & Karim, Sitara & Vigne, Samuel A., 2023. "Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 557-575.
    22. Wang, Suhui, 2023. "Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets," Journal of Commodity Markets, Elsevier, vol. 29(C).
    23. Naeem, Muhammad Abubakr & Gul, Raazia & Farid, Saqib & Karim, Sitara & Lucey, Brian M., 2023. "Assessing linkages between alternative energy markets and cryptocurrencies," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 513-529.
    24. Ouyang, Zisheng & Zhou, Xuewei, 2023. "Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions," Research in International Business and Finance, Elsevier, vol. 65(C).
    25. Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023. "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, vol. 123(C).
    26. Qi, Shaozhou & Pang, Lidong & Li, Xinqiang & Huang, Lin, 2025. "The dynamic connectedness in the “carbon-energy-green finance” system: The role of climate policy uncertainty and artificial intelligence," Energy Economics, Elsevier, vol. 143(C).
    27. Huang, Zhigang & Zhang, Weilan, 2024. "Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate—The time-frequency and quantile connectivity perspective," Research in International Business and Finance, Elsevier, vol. 72(PB).
    28. Charfeddine, Lanouar & Benlagha, Noureddine & Khediri, Karim Ben, 2022. "An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens," Research in International Business and Finance, Elsevier, vol. 62(C).
    29. Fahmi Ghallabi & Ahmed Ghorbel & Sitara Karim, 2025. "Decoding systemic risks across commodities and emerging market stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-23, December.
    30. Amro Saleem Alamaren & Korhan K. Gokmenoglu & Nigar Taspinar, 2024. "Volatility spillovers among leading cryptocurrencies and US energy and technology companies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-37, December.
    31. Siddique, Md Abubakar & Nobanee, Haitham & Karim, Sitara & Naz, Farah, 2023. "Do green financial markets offset the risk of cryptocurrencies and carbon markets?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 822-833.
    32. Abubakr Naeem, Muhammad & Iqbal, Najaf & Lucey, Brian M. & Karim, Sitara, 2022. "Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    33. Su, Chi Wei & Song, Xin Yue & Dou, Junyi & Qin, Meng, 2025. "Fossil fuels or renewable energy? The dilemma of climate policy choices," Renewable Energy, Elsevier, vol. 238(C).
    34. Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024. "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, vol. 69(C).
    35. Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024. "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, vol. 94(C).
    36. Duc Hong Vo & Minh Phuoc-Bao Tran, 2023. "Do geopolitical risks from the economic powers dominate world gold return? Evidence from the quantile connectedness approach," Economic Change and Restructuring, Springer, vol. 56(6), pages 4661-4688, December.
    37. Naeem, Muhammad Abubakr & Shahzad, Mohammad Rahim & Karim, Sitara & Assaf, Rima, 2023. "Tail risk transmission in technology-driven markets," Global Finance Journal, Elsevier, vol. 57(C).
    38. Ouyang, Zisheng & Zhou, Xuewei & Wang, Gang-jin & Liu, Shuwen & Lu, Min, 2024. "Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 909-928.
    39. Nyakurukwa, Kingstone & Seetharam, Yudhvir, 2023. "Quantile and asymmetric return connectedness among BRICS stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    40. Xu, Dandan & Liu, Yuting, 2024. "How does technological progress affect provincial financial resilience? Evidence at the provincial level in China," Emerging Markets Review, Elsevier, vol. 60(C).
    41. Evžen Kočenda & Daniel Bartušek & Evžen Kocenda, 2024. "Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities," CESifo Working Paper Series 11494, CESifo.
    42. Qin, Jingrui & Cong, Xiaoping & Ma, Di & Rong, Xueyun, 2024. "Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate," Energy Economics, Elsevier, vol. 136(C).
    43. Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022. "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, vol. 79(C).
    44. Feng, Haoyuan & Liu, Yue & Wu, Jie & Guo, Kun, 2023. "Financial market spillovers and macroeconomic shocks: Evidence from China," Research in International Business and Finance, Elsevier, vol. 65(C).
    45. Chen, Yan & Wang, Gang-Jin & Zhu, You & Xie, Chi & Uddin, Gazi Salah, 2023. "Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China," Global Finance Journal, Elsevier, vol. 58(C).
    46. Ustaoglu, Erkan, 2025. "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    47. Wang, Jue & Zhou, Yuqin & Wu, Shan, 2025. "Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets," Renewable Energy, Elsevier, vol. 238(C).
    48. Naeem, Muhammad Abubakr & Karim, Sitara & Abrar, Afsheen & Yarovaya, Larisa & Shah, Adil Ahmad, 2023. "Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
    49. Pandey, Dharen Kumar & Kumari, Vineeta & Palma, Alessia & Goodell, John W., 2024. "Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict," Finance Research Letters, Elsevier, vol. 60(C).
    50. Naeem, Muhammad Abubakr & Sadorsky, Perry & Karim, Sitara, 2023. "Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets," Energy Economics, Elsevier, vol. 126(C).
    51. Banerjee, Ameet Kumar & Boubaker, Sabri & Al-Nassar, Nassar S., 2024. "Climate policy initiatives, green finance, and carbon risk interconnectedness," Finance Research Letters, Elsevier, vol. 67(PA).
    52. Nazlioglu, Saban & Kucukkaplan, Ilhan & Kilic, Emre & Altuntas, Mehmet, 2022. "Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence," Research in International Business and Finance, Elsevier, vol. 62(C).
    53. Abban, Olivier Joseph & Xing, Yao Hong & Nuţă, Alina Cristina & Nuţă, Florian Marcel & Borah, Prasad Siba & Ofori, Charles & Jing, Yao Jing, 2023. "Policies for carbon-zero targets: Examining the spillover effects of renewable energy and patent applications on environmental quality in Europe," Energy Economics, Elsevier, vol. 126(C).
    54. Chishti, Muhammad Zubair & Arfaoui, Nadia & Cheong, Calvin W.H., 2023. "Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency: A province level evidence from China," Energy Economics, Elsevier, vol. 126(C).
    55. Jareño, Francisco & Yousaf, Imran, 2023. "Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities," International Review of Financial Analysis, Elsevier, vol. 89(C).
    56. Wu, Hao & Huang, Yuan, 2025. "Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    57. Izunna Anyikwa & Andrew Phiri, 2023. "Connectedness and spillover between African equity, commodity, foreign exchange and cryptocurrency markets during the COVID-19 and Russia-Ukraine conflict," Future Business Journal, Springer, vol. 9(1), pages 1-18, December.
    58. Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023. "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).

  22. Mabruk Billah & Faruk Balli & Hatice Ozer Balli, 2022. "Spillovers on sectoral sukuk returns: evidence from country level analysis," Applied Economics, Taylor & Francis Journals, vol. 54(38), pages 4402-4432, August.

    Cited by:

    1. Balli, Faruk & Billah, Mabruk & Balli, Hatice Ozer & De Bruin, Anne, 2022. "Spillovers between Sukuks and Shariah-compliant equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    2. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    3. Billah, Mabruk & Elsayed, Ahmed H. & Hadhri, Sinda, 2023. "Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
    4. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    5. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    6. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    7. Muhammad Safdar Sial & Jacob Cherian & Abdelrhman Meero & Asma Salman & Abdul Aziz Abdul Rahman & Sarminah Samad & Constantin Viorel Negrut, 2022. "Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices," Risks, MDPI, vol. 10(3), pages 1-13, March.
    8. Billah, Mabruk & Karim, Sitara & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2022. "Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness," Research in International Business and Finance, Elsevier, vol. 62(C).
    9. Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024. "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, vol. 94(C).
    10. Yousaf, Imran & Hunjra, Ahmed Imran & Alshater, Muneer M. & Bouri, Elie & Li, Yanshuang, 2023. "Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    11. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).
    12. Philips, Abiodun S., 2023. "Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets," Energy, Elsevier, vol. 263(PE).

  23. Md. Kausar Alam & Mosab I. Tabash & Mabruk Billah & Sanjeev Kumar & Suhaib Anagreh, 2022. "The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets," JRFM, MDPI, vol. 15(8), pages 1-20, August.

    Cited by:

    1. Han, SeungOh, 2025. "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, vol. 72(C).
    2. Balsalobre-Lorente, Daniel & Sinha, Avik & Murshed, Muntasir, 2023. "Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics," Energy Economics, Elsevier, vol. 125(C).
    3. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    4. Mohamed Beraich & Karim Amzile & Jaouad Laamire & Omar Zirari & Mohamed Amine Fadali, 2022. "Volatility Spillover Effects of the US, European and Chinese Financial Markets in the Context of the Russia–Ukraine Conflict," IJFS, MDPI, vol. 10(4), pages 1-18, October.
    5. Mohamed F. Abd El-Aal & Abdelsamiea Tahsin Abdelsamiea, 2023. "The impact of Russian Energy Resources on the Economic Growth of the EU: Using Computational Intelligence Algorithms," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 597-602, November.
    6. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    7. Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
    8. Hartwell, Christopher A. & Zadorozhna, Olha, 2024. "The connections that bind: Political connectivity in the face of geopolitical disruption," Journal of International Management, Elsevier, vol. 30(3).
    9. Mohammed Amine Mouffok & Omar Mouffok & Wassila Bouabdallah, 2025. "The impact of commodity prices on developed and emerging financial markets during COVID-19 pandemic and Russia–Ukraine war: evidence from the Dynamic ARDL approach," SN Business & Economics, Springer, vol. 5(7), pages 1-26, July.
    10. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia & Brzeszczyński, Janusz, 2025. "Energy in turmoil: Industry resilience to uncertainty during the global energy crisis," Applied Energy, Elsevier, vol. 389(C).
    11. Krzysztof Dmytrów & Beata Bieszk-Stolorz & Joanna Landmesser-Rusek, 2022. "Sustainable Energy in European Countries: Analysis of Sustainable Development Goal 7 Using the Dynamic Time Warping Method," Energies, MDPI, vol. 15(20), pages 1-17, October.
    12. Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024. "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, vol. 95(C).
    13. Liu, Han & Yang, Peng & He, Yongda & Oxley, Les & Guo, Pengwei, 2024. "Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model," Energy Economics, Elsevier, vol. 129(C).
    14. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024. "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, vol. 133(C).
    15. Oktay Ozkan & Salah Abosedra & Arshian Sharif & Andrew Adewale Alola, 2024. "Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-19, June.
    16. Ullah, Assad & Riaz, Adeel, 2025. "The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression," Energy, Elsevier, vol. 320(C).
    17. Pandey, Dharen Kumar & Lucey, Brian M. & Kumar, Satish, 2023. "Border disputes, conflicts, war, and financial markets research: A systematic review," Research in International Business and Finance, Elsevier, vol. 65(C).
    18. Ijaz, Muhammad Shahzad & Ali, Shoaib & Du, Anna Min & Khurram, Mahrukh, 2025. "Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective," International Review of Economics & Finance, Elsevier, vol. 98(C).
    19. Haibo Jia & Hao Yun & Khalid Khan, 2025. "Does the Russia-Ukraine war cause exchange rate depreciation? Evidence from the rouble exchange rate," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 24(2), pages 225-239, May.
    20. Guo, Yaoqi & Li, Yingli & Liu, Yongheng & Zhang, Hongwei, 2023. "The impact of geopolitical relations on the evolution of cobalt trade network from the perspective of industrial chain," Resources Policy, Elsevier, vol. 85(PA).
    21. Roy, Archi & Soni, Anchal & Deb, Soudeep, 2023. "A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets," Energy Economics, Elsevier, vol. 124(C).
    22. Farrukh Nawaz & Mrestyal Khan & Umar Kayani & Indry Aristianto Pradipta & Aulia Luqman Aziz, 2024. "Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 597-604, November.
    23. Balash, Vladimir & Faizliev, Alexey, 2024. "Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events," Energy Economics, Elsevier, vol. 129(C).
    24. Shivam Azad & S. L. Tulasi Devi, 2025. "Sustainable development and investor confidence: The safe‐haven appeal of green‐bond issuing firms," Sustainable Development, John Wiley & Sons, Ltd., vol. 33(1), pages 1249-1268, February.
    25. Mensi, Walid & El Khoury, Rim & Al-Kharusi, Sami & Kang, Sang Hoon, 2024. "Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    26. Shroff, Sumita & Agrawal, Nidhi & Paliwal, Udai Lal & Yadav, Miklesh Prasad, 2025. "How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach," Research in International Business and Finance, Elsevier, vol. 75(C).
    27. Yadav, Miklesh Prasad & Abedin, Mohammad Zoynul & Sinha, Neena & Arya, Vandana, 2024. "Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion," Research in International Business and Finance, Elsevier, vol. 67(PA).
    28. Karamti, Chiraz & Jeribi, Ahmed, 2023. "Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    29. Piotr Fiszeder & Marta Ma³ecka, 2022. "Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 939-967, December.
    30. Hongjun Zeng & Abdullahi D. Ahmed & Ran Lu, 2024. "The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 68(3), pages 653-677, July.
    31. Naima BENTOUIR, 2022. "The Russia-Ukraine invasion toward increasing food security threat for population: An empirical study using T-GARCH model," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(633), W), pages 173-184, Winter.
    32. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions," Finance Research Letters, Elsevier, vol. 51(C).
    33. Ni, Guohua & CHERIF, Houda HADJ & Chen, Zhenling, 2024. "Measuring dynamic spillovers between crude oil and grain commodity markets: A comparative analysis of demand and supply shocks," Finance Research Letters, Elsevier, vol. 67(PA).
    34. Biswas, Priti & Jain, Prachi & Maitra, Debasish, 2024. "Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war," Journal of Commodity Markets, Elsevier, vol. 34(C).
    35. Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024. "Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?," Research in International Business and Finance, Elsevier, vol. 69(C).
    36. Gao, Wang & Zhang, Hongwei, 2024. "The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques," Technological Forecasting and Social Change, Elsevier, vol. 207(C).
    37. Niu, Zibo & Wang, Chenlu & Zhang, Hongwei, 2023. "Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models," International Review of Financial Analysis, Elsevier, vol. 89(C).
    38. Patel, Ritesh & Kumar, Sanjeev & Bouri, Elie & Iqbal, Najaf, 2023. "Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 143-162.

  24. Muhammad Abubakr Naeem & Mustafa Raza Rabbani & Sitara Karim & Syed Mabruk Billah, 2021. "Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 16(2), pages 234-252, December.

    Cited by:

    1. Naeem, Muhammad Abubakr & Yousaf, Imran & Karim, Sitara & Yarovaya, Larisa & Ali, Shoaib, 2023. "Tail-event driven NETwork dependence in emerging markets," Emerging Markets Review, Elsevier, vol. 55(C).
    2. Naeem, Muhammad Abubakr & Appiah, Michael & Karim, Sitara & Yarovaya, Larisa, 2023. "What abates environmental efficiency in African economies? Exploring the influence of infrastructure, industrialization, and innovation," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
    3. Chopra, Monika & Mehta, Chhavi, 2023. "Going green: Do green bonds act as a hedge and safe haven for stock sector risk?," Finance Research Letters, Elsevier, vol. 51(C).
    4. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
    5. N. Arfaoui & M.A. Naeem & S. Boubaker & N. Mirza & S. Karim, 2023. "Interdependence of Clean Energy and Green Markets with Cryptocurrencies," Post-Print hal-04435467, HAL.
    6. Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Sulong, Zunaidah, 2023. "Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications," Resources Policy, Elsevier, vol. 81(C).
    7. Anwer, Zaheer & Farid, Saqib & Khan, Ashraf & Benlagha, Noureddine, 2023. "Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 418-431.
    8. Wang, Yiding & Zhao, Xiaojun & Shang, Junyan, 2025. "Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China," Energy Economics, Elsevier, vol. 143(C).
    9. Karim, Sitara & Naeem, Muhammad Abubakr & Shafiullah, Muhammad & Lucey, Brian M. & Ashraf, Sania, 2023. "Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram," Finance Research Letters, Elsevier, vol. 54(C).
    10. Karim, Sitara & Lucey, Brian M. & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2023. "The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?," Emerging Markets Review, Elsevier, vol. 54(C).

  25. Faruk Balli & Mabruk Billah & Hatice Ozer Balli & Anne De Bruin, 2021. "Spillovers to sectoral equity returns: do liquidity and financial positions matter?," Applied Economics, Taylor & Francis Journals, vol. 53(27), pages 3097-3130, June.

    Cited by:

    1. Balli, Faruk & Billah, Mabruk & Balli, Hatice Ozer & De Bruin, Anne, 2022. "Spillovers between Sukuks and Shariah-compliant equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    2. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    3. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    4. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    5. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    6. Dang, Tam Hoang Nhat & Balli, Faruk & Balli, Hatice Ozer & Gabauer, David & Nguyen, Thi Thu Ha, 2024. "Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 121-139.
    7. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
    8. Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer & Rahman, Mashuk & Boujlil, Rhada, 2023. "Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets," Global Finance Journal, Elsevier, vol. 58(C).
    9. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).
    10. Kapar, Burcu & Billah, Syed Mabruk & Rana, Faisal & Balli, Faruk, 2024. "An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1442-1467.

  26. Faruk Balli & Mabruk Billah & Hatice Ozer Balli & Russell Gregory-Allen, 2020. "Economic uncertainties, macroeconomic announcements and sukuk spreads," Applied Economics, Taylor & Francis Journals, vol. 52(35), pages 3748-3769, July.

    Cited by:

    1. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
    2. Sercan Demiralay & Erhan Kilincarslan, 2024. "Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 545-584, October.
    3. Balli, Faruk & Billah, Mabruk & Balli, Hatice Ozer & De Bruin, Anne, 2022. "Spillovers between Sukuks and Shariah-compliant equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    4. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    5. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    6. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    7. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
    8. Yuanting Xia & Wenxiu Hu & Zhenxing Su, 2022. "Economic Policy Uncertainty, Social Financing Scale and Local Fiscal Sustainability: Evidence from Local Governments in China," Sustainability, MDPI, vol. 14(12), pages 1-19, June.
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