LIVIVO - The Search Portal for Life Sciences

zur deutschen Oberfläche wechseln
Advanced search

Search results

Result 1 - 10 of total 37

Search options

  1. Article ; Online: Correction: Information flow dynamics between geopolitical risk and major asset returns.

    Umar, Zaghum / Bossman, Ahmed / Choi, Sun-Yong / Vo, Xuan Vinh

    PloS one

    2023  Volume 18, Issue 11, Page(s) e0294959

    Abstract: This corrects the article DOI: 10.1371/journal.pone.0284811.]. ...

    Abstract [This corrects the article DOI: 10.1371/journal.pone.0284811.].
    Language English
    Publishing date 2023-11-21
    Publishing country United States
    Document type Published Erratum
    ZDB-ID 2267670-3
    ISSN 1932-6203 ; 1932-6203
    ISSN (online) 1932-6203
    ISSN 1932-6203
    DOI 10.1371/journal.pone.0294959
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  2. Article ; Online: The cryptocurrency environmental attention and green bond connectedness.

    Umar, Zaghum / Bossman, Ahmed / Iqbal, Najaf

    Environmental science and pollution research international

    2023  Volume 30, Issue 53, Page(s) 114667–114677

    Abstract: We study the dynamic connectedness between green bonds and the cryptocurrency environmental attention index (ICEA), using the TVP-VAR methodology. The spillovers increase with the level of environmental attention, suggesting cross-market activism by ... ...

    Abstract We study the dynamic connectedness between green bonds and the cryptocurrency environmental attention index (ICEA), using the TVP-VAR methodology. The spillovers increase with the level of environmental attention, suggesting cross-market activism by green investors. Denmark, the Euro area, Hong Kong, Australia, and the US are the source of spillovers, while Japan, the UK, and Switzerland are major recipients. The return spillovers exceed volatility spillovers and rise in strength during COVID-19 and the geopolitics-induced military hostilities in Ukraine. Several imperative implications of the findings are notable for policymakers, market participants, and practitioners.
    MeSH term(s) Humans ; Australia ; COVID-19 ; Hong Kong ; Japan ; Military Personnel
    Language English
    Publishing date 2023-10-13
    Publishing country Germany
    Document type Journal Article
    ZDB-ID 1178791-0
    ISSN 1614-7499 ; 0944-1344
    ISSN (online) 1614-7499
    ISSN 0944-1344
    DOI 10.1007/s11356-023-30136-0
    Database MEDical Literature Analysis and Retrieval System OnLINE

    Full text online

    More links

    Kategorien

    In stock of ZB MED Bonn / Germany

    Z 5915: Show issues

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  3. Article ; Online: For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment.

    Gubareva, Mariya / Umar, Zaghum / Sokolova, Tatiana / Antonyuk, Valentina

    PloS one

    2023  Volume 18, Issue 5, Page(s) e0285027

    Abstract: This paper analyzes the risk-return characteristics of socially responsible investing by employing a time-varying capital gain and Sharpe ratio analysis for various investment horizons. We employ the MSCI ESG (environmental, social and governance) ... ...

    Abstract This paper analyzes the risk-return characteristics of socially responsible investing by employing a time-varying capital gain and Sharpe ratio analysis for various investment horizons. We employ the MSCI ESG (environmental, social and governance) leaders indices in ten markets encompassing Australia, Canada, Europe, Japan, UK, USA, China, India, Russia, and South Africa. Our sample ranges from 2007-2020. We document that ESG investments have very desirable return and hedging attributes for investors in these markets, and especially so in the USA and emerging markets.
    MeSH term(s) Investments ; Organizations ; China ; Morals ; Canada
    Language English
    Publishing date 2023-05-01
    Publishing country United States
    Document type Journal Article ; Research Support, Non-U.S. Gov't
    ZDB-ID 2267670-3
    ISSN 1932-6203 ; 1932-6203
    ISSN (online) 1932-6203
    ISSN 1932-6203
    DOI 10.1371/journal.pone.0285027
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  4. Article ; Online: Correction

    Zaghum Umar / Ahmed Bossman / Sun-Yong Choi / Xuan Vinh Vo

    PLoS ONE, Vol 18, Iss 11, p e

    Information flow dynamics between geopolitical risk and major asset returns.

    2023  Volume 0294959

    Abstract: This corrects the article DOI:10.1371/journal.pone.0284811.]. ...

    Abstract [This corrects the article DOI:10.1371/journal.pone.0284811.].
    Keywords Medicine ; R ; Science ; Q
    Language English
    Publishing date 2023-01-01T00:00:00Z
    Publisher Public Library of Science (PLoS)
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  5. Article ; Online: Information flow dynamics between geopolitical risk and major asset returns.

    Umar, Zaghum / Bossman, Ahmed / Choi, Sun-Yong / Vo, Xuan Vinh

    PloS one

    2023  Volume 18, Issue 4, Page(s) e0284811

    Abstract: We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure ... ...

    Abstract We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure information flows at multi-term scales. Our empirical results indicate that (i) in the short term, crude oil and Russian equity show opposite responses to GPR; (ii) in the medium and long term, GPR information increases the risk in the financial market; and (iii) the efficiency of the financial asset markets can be confirmed on a long-term scale. These findings have important implications for market participants, such as investors, portfolio managers, and policymakers.
    MeSH term(s) Humans ; Entropy ; Ethnicity ; Petroleum ; Russia
    Chemical Substances Petroleum
    Language English
    Publishing date 2023-04-25
    Publishing country United States
    Document type Journal Article ; Research Support, Non-U.S. Gov't
    ZDB-ID 2267670-3
    ISSN 1932-6203 ; 1932-6203
    ISSN (online) 1932-6203
    ISSN 1932-6203
    DOI 10.1371/journal.pone.0284811
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  6. Article ; Online: Information flow dynamics between geopolitical risk and major asset returns.

    Zaghum Umar / Ahmed Bossman / Sun-Yong Choi / Xuan Vinh Vo

    PLoS ONE, Vol 18, Iss 4, p e

    2023  Volume 0284811

    Abstract: We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure ... ...

    Abstract We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure information flows at multi-term scales. Our empirical results indicate that (i) in the short term, crude oil and Russian equity show opposite responses to GPR; (ii) in the medium and long term, GPR information increases the risk in the financial market; and (iii) the efficiency of the financial asset markets can be confirmed on a long-term scale. These findings have important implications for market participants, such as investors, portfolio managers, and policymakers.
    Keywords Medicine ; R ; Science ; Q
    Language English
    Publishing date 2023-01-01T00:00:00Z
    Publisher Public Library of Science (PLoS)
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  7. Article ; Online: Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels.

    Umar, Zaghum / Choi, Sun-Yong / Teplova, Tamara / Sokolova, Tatiana

    PloS one

    2023  Volume 18, Issue 8, Page(s) e0288377

    Abstract: Are green investments decoupled from the dirty investment such as the fossil fuel markets? We address this issue by extending the literature on environmental, social, and governance (ESG) assets by examining the dynamic relationship between fossil fuels ... ...

    Abstract Are green investments decoupled from the dirty investment such as the fossil fuel markets? We address this issue by extending the literature on environmental, social, and governance (ESG) assets by examining the dynamic relationship between fossil fuels and digital ESG assets proxied by green cryptocurrencies using the TVP-VAR(Time-varying parameter vector auto regression) spillover framework. Furthermore, we analyze the hedging attributes of green cryptocurrencies and fossil fuels in a minimum connectedness framework. The main findings are as follows: First, green cryptocurrencies are the main shock transmitters in all asset systems. Second, the dynamic connectedness between green cryptocurrencies and fossil fuels increased during the COVID-19 and Russia-Ukraine conflicts. Third, green cryptocurrencies have shown considerable hedging effectiveness against the fossil fuels. Our study has important implications for investors, regulators, and policy makers, such as shifting to green cryptocurrencies, regulation of carbon footprint, and promoting eco-friendly assets.
    MeSH term(s) Humans ; COVID-19/epidemiology ; Administrative Personnel ; Carbon Footprint ; Fossil Fuels ; Investments
    Chemical Substances Fossil Fuels
    Language English
    Publishing date 2023-08-03
    Publishing country United States
    Document type Journal Article
    ZDB-ID 2267670-3
    ISSN 1932-6203 ; 1932-6203
    ISSN (online) 1932-6203
    ISSN 1932-6203
    DOI 10.1371/journal.pone.0288377
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  8. Article ; Online: COVID-19 and the quantile connectedness between energy and metal markets.

    Ghosh, Bikramaditya / Pham, Linh / Teplova, Tamara / Umar, Zaghum

    Energy economics

    2022  Volume 117, Page(s) 106420

    Abstract: This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper quantiles, ... ...

    Abstract This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper quantiles, with stronger dependence among the variables at the upper quantiles. Among the energy metals, cobalt is the least connected to the energy markets. Finally, our empirical results show a switch in the net connectedness indexes of energy metals and clean energy after January 2021. Our results have implication for investors and policy makers for energy and metal under various market conditions.
    Language English
    Publishing date 2022-11-26
    Publishing country Netherlands
    Document type Journal Article
    ZDB-ID 2000893-4
    ISSN 1873-6181 ; 0140-9883
    ISSN (online) 1873-6181
    ISSN 0140-9883
    DOI 10.1016/j.eneco.2022.106420
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  9. Article: Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis.

    Bossman, Ahmed / Umar, Zaghum / Teplova, Tamara

    Journal of economic asymmetries

    2022  Volume 26, Page(s) e00257

    Abstract: The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented challenges for market participants, policymakers, and practitioners. This study envisages this issue from the perspective of real estate investment trusts (REITs), ... ...

    Abstract The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented challenges for market participants, policymakers, and practitioners. This study envisages this issue from the perspective of real estate investment trusts (REITs), which is a relatively less analysed segment. We examine the impact of the COVID-19 pandemic on REIT returns for 12 top REIT regimes spread across America, Asia, and Europe under the bullish, bearish, and normal market conditions over the COVID-19 period (specifically from February 02, 2020, to January 24, 2022). We employ the quantile-on-quantile regression and causality-in-quantiles approach. We document a strong (weak) predictive power of COVID-19 cases on REIT returns within the lower (upper) conditioned quantiles. Our findings are of importance to market participants, practitioners, and regulators across REIT regimes.
    Language English
    Publishing date 2022-06-03
    Publishing country Canada
    Document type Journal Article
    ZDB-ID 2571389-9
    ISSN 1703-4949
    ISSN 1703-4949
    DOI 10.1016/j.jeca.2022.e00257
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  10. Article: Oil price shocks and the term structure of the US yield curve: a time-frequency analysis of spillovers and risk transmission.

    Umar, Zaghum / Gubareva, Mariya / Teplova, Tamara / Alwahedi, Wafa

    Annals of operations research

    2022  , Page(s) 1–25

    Abstract: This paper investigates the influence of oil demand, oil supply, and risk-driven shocks on the yield curve in the US between 1995 and 2020. The US term-structure shape is modeled by three structural factors, the level, slope, and curvature. Their ... ...

    Abstract This paper investigates the influence of oil demand, oil supply, and risk-driven shocks on the yield curve in the US between 1995 and 2020. The US term-structure shape is modeled by three structural factors, the level, slope, and curvature. Their empirical analysis is performed according to the Diebold-Li modified variant of the widely used Nelson-Siegel model. The technique of wavelet analysis allows investigating the interrelation of shocks in oil prices and the US yield curve along time and frequency domains, simultaneously. We report on low, medium, and high coherence zones, relative to the oil price movements and the changes in the three yield-curve factors. The low coherence intervals indicate the potential for the three latent factors to be used for creating diversification strategies capable of hedging adverse dynamics in the oil market, potentially workable through global crises. We document the variability of dynamic patterns observable for the US sovereign yield factors on per-type-of-shock basis, evidencing the potential role of the US sovereign debt investments for designing cross-asset hedge strategies for commodity and fixed-income markets.
    Language English
    Publishing date 2022-06-04
    Publishing country United States
    Document type Journal Article
    ISSN 0254-5330
    ISSN 0254-5330
    DOI 10.1007/s10479-022-04786-1
    Database MEDical Literature Analysis and Retrieval System OnLINE

    Full text online

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

To top