Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture RE Dahl, A Oglend, M Yahya Journal of Commodity Markets 20, 100111, 2020 | 172 | 2020 |
Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach M Yahya, A Oglend, RE Dahl Energy Economics 80, 277-296, 2019 | 115 | 2019 |
Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes M Yahya, S Ghosh, K Kanjilal, A Dutta, GS Uddin Energy 202, 117777, 2020 | 86 | 2020 |
Stock market contagion during the COVID-19 pandemic in emerging economies GS Uddin, M Yahya, GG Goswami, B Lucey, A Ahmed International review of economics & finance 79, 302-309, 2022 | 85 | 2022 |
Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments M Yahya, K Kanjilal, A Dutta, GS Uddin, S Ghosh Energy Economics, 105116, 2021 | 81 | 2021 |
The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty P Igeland, L Schroeder, M Yahya, Y Okhrin, GS Uddin Renewable Energy 221, 119746, 2024 | 33 | 2024 |
Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil M Yahya, A Dutta, E Bouri, C Wadström, GS Uddin Renewable Energy 197, 594-605, 2022 | 32 | 2022 |
Impact of COVID-19 on global energy markets A Dutta, E Bouri, GS Uddin, M Yahya IAEE Energy Forum Covid-19 Issue 2020, 26-29, 2020 | 32 | 2020 |
Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience ML Rahman, V Troster, GS Uddin, M Yahya International Review of Financial Analysis 79, 101992, 2022 | 27 | 2022 |
Salmon stock market prices revealing salmon price information RE Dahl, A Oglend, M Yahya Marine Resource Economics 36 (2), 173-190, 2021 | 19 | 2021 |
Asymmetric interdependence between currency markets' volatilities across frequencies and time scales SJH Shahzad, J Arreola‐Hernandez, ML Rahman, GS Uddin, M Yahya International Journal of Finance & Economics, 2020 | 17 | 2020 |
Price volatility dynamics in aquaculture fish markets RE Dahl, M Yahya Aquaculture Economics & Management 23 (3), 321-340, 2019 | 17 | 2019 |
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets Y Okhrin, GS Uddin, M Yahya Energy Economics 125, 106853, 2023 | 13 | 2023 |
Risk network of global energy markets GS Uddin, T Luo, M Yahya, R Jayasekera, ML Rahman, Y Okhrin Energy Economics 125, 106882, 2023 | 12 | 2023 |
Investment opportunities in the energy market: What can be learnt from different energy sectors GS Uddin, M Sahamkhadam, M Yahya, O Tang International Journal of Finance & Economics 28 (4), 3611-3636, 2023 | 8 | 2023 |
In search of light in the darkness: What can we learn from ethical, sustainable and green investments? GS Uddin, M Yahya, A Ahmed, D Park, S Tian International Journal of Finance & Economics 29 (2), 1451-1495, 2024 | 6 | 2024 |
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures C Ewald, J Hadina, E Haugom, G Lien, S Størdal, M Yahya Finance Research Letters 58, 103916, 2023 | 5 | 2023 |
Analysis of forecasting models in an electricity market under volatility MGS Uddin, O Tang, M Sahamkhadam, F Taghizadeh-Hesary, M Yahya, ... ADBI Working Paper Series, 2021 | 4 | 2021 |
Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different? GS Uddin, M Yahya, D Park, A Hedström, S Tian International Review of Economics & Finance 92, 1028-1044, 2024 | 3 | 2024 |
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets M Yahya, MR Allahdadi, GS Uddin, D Park, GJ Wang Finance Research Letters 59, 104748, 2024 | 3 | 2024 |