A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets

Z Umar, M Gubareva - Journal of Behavioral and Experimental Finance, 2020 - Elsevier
We apply wavelet analyses to examine the impact of the Covid-19 fueled panic on the
volatility of major fiat and cryptocurrency markets during January–May, 2020. There is high …

Toward a cohesive understanding of ecological complexity

F Riva, C Graco-Roza, GN Daskalova, EJ Hudgins… - Science …, 2023 - science.org
Ecological systems are quintessentially complex systems. Understanding and being able to
predict phenomena typical of complex systems is, therefore, critical to progress in ecology …

Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis

Z Umar, M Gubareva, DK Tran, T Teplova - Research in international …, 2021 - Elsevier
We apply wavelet analyses to study how the Covid-19 fueled panic influenced the volatility
of ESG (environmental, social and governance) leaders' indices encompassing the World …

Flights-to-quality from EM bonds to safe-haven US Treasury securities: A time-frequency analysis

M Gubareva, Z Umar, T Teplova… - Emerging Markets Finance …, 2023 - Taylor & Francis
ABSTRACT We study 2001–2020 flight-to-quality episodes encompassing two planetary-
scale crises: the Global Financial Crisis (GFC) of 2007–2008 and the coronavirus-triggered …

[HTML][HTML] International transmission of shocks and African forex markets

S Huang, A Bossman, M Gubareva, T Teplova - Energy Economics, 2024 - Elsevier
We explore the influence of oil price and geopolitical risk (GPR) on the international
transmission of shocks within African forex markets. To gauge the dynamics of shock …

The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic

H Soltani, J Taleb, M Boujelbène Abbes - European Journal of …, 2023 - emerald.com
Purpose This paper aims to analyze the connectedness between Gulf Cooperation Council
(GCC) stock market index and cryptocurrencies. It investigates the relevant impact of …

Can fiat currencies really hedge Pax gold? Evidence from range-based DCC models

Y Trichilli, H Kharrat… - EuroMed Journal of …, 2024 - emerald.com
Purpose This paper assesses the co-movement between Pax gold and six fiat currencies. It
also investigates the optimal time-varying hedge ratios in order to examine the properties of …

Competitive Productivity (CP) as an emergent phenomenon: Methods for modelling micro, meso, and macro levels

H Winzar, C Baumann, A Soboleva, SH Park… - International Journal of …, 2022 - Elsevier
This paper argues that hospitality enterprises are a part of a complex-adaptive system. The
exploration of Competitive Productivity (CP) and related concepts at the macro, meso, and …

[HTML][HTML] African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk

S Huang, M Gubareva, T Teplova, A Bossman - Energy Economics, 2024 - Elsevier
This study investigates the African forex (FX), geopolitical risk (GPR) and oil associations,
resorting to the quantile-based causality, parametric quantile regression (QR), and non …

Revealing spatial spillover effect in high-tech industry agglomeration from a high-skilled labor flow network perspective

C Wang, L Wang, Y Xue, R Li - Journal of Systems Science and …, 2022 - Springer
Understanding the high-tech industrial agglomeration from a spatial-spillover perspective is
essential for cities to gain economic and technological competitive advantages. Along with …