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  1. Article: Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict.

    Bossman, Ahmed / Gubareva, Mariya

    Heliyon

    2023  Volume 9, Issue 2, Page(s) e13626

    Abstract: In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top-seven emerging (E7) and developed (G7) stock markets. Our findings indicate ... ...

    Abstract In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top-seven emerging (E7) and developed (G7) stock markets. Our findings indicate that the impact of GPR on stock markets is not only market-specific but also asymmetric. Except for Russia and China, all E7 and G7 stocks respond positively to GPR in normal conditions. Among the E7 (G7) countries, stock markets from Brazil, China, Russia, and Turkey (France, Japan, and the US) are resilient to GPR in bearish stages. The portfolio and policy implications of our findings have been highlighted.
    Language English
    Publishing date 2023-02-11
    Publishing country England
    Document type Journal Article
    ZDB-ID 2835763-2
    ISSN 2405-8440
    ISSN 2405-8440
    DOI 10.1016/j.heliyon.2023.e13626
    Database MEDical Literature Analysis and Retrieval System OnLINE

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  2. Article ; Online: Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

    Bossman, Ahmed / Gubareva, Mariya

    Heliyon. 2023 Feb., v. 9, no. 2 p.e13626-

    2023  

    Abstract: In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top-seven emerging (E7) and developed (G7) stock markets. Our findings indicate ... ...

    Abstract In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top-seven emerging (E7) and developed (G7) stock markets. Our findings indicate that the impact of GPR on stock markets is not only market-specific but also asymmetric. Except for Russia and China, all E7 and G7 stocks respond positively to GPR in normal conditions. Among the E7 (G7) countries, stock markets from Brazil, China, Russia, and Turkey (France, Japan, and the US) are resilient to GPR in bearish stages. The portfolio and policy implications of our findings have been highlighted.
    Keywords Japan ; Russia ; economic impact ; issues and policy ; politics ; regression analysis ; risk ; Brazil ; China ; France ; Geopolitical risk ; Russian-Ukrainian conflict ; E7 stock markets ; G7 stock markets ; Quantile-on-quantile regression ; Emerging stock markets ; Developed stock markets ; TVP-VAR connectedness
    Language English
    Dates of publication 2023-02
    Publishing place Elsevier Ltd
    Document type Article ; Online
    Note Use and reproduction
    ZDB-ID 2835763-2
    ISSN 2405-8440
    ISSN 2405-8440
    DOI 10.1016/j.heliyon.2023.e13626
    Database NAL-Catalogue (AGRICOLA)

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  3. Article: Technology and instructor dimensions, e-learning satisfaction, and academic performance of distance students in Ghana.

    Bossman, Ahmed / Agyei, Samuel Kwaku

    Heliyon

    2022  Volume 8, Issue 4, Page(s) e09200

    Abstract: E-learning is soon expected to be widely used as a teaching and learning method in the mainstream for educational institutions. Given the relative preparedness of advanced economies, the conclusions about their implementation level with e-learning are ... ...

    Abstract E-learning is soon expected to be widely used as a teaching and learning method in the mainstream for educational institutions. Given the relative preparedness of advanced economies, the conclusions about their implementation level with e-learning are incomparable with emerging countries. Emerging economies must, therefore, be aware of the issues to consider when formulating successful adoption or implementation strategies. However, empirical studies that bring forth these relevant factors are out of context. In a single framework, we model the structural relationships between the drivers of e-learning satisfaction and the performance of distance learning students in a frontier economy, Ghana. With 388 validated responses gathered from an online survey across the country between 29 May 2021 and 25 June 2021, we employ the Smart-PLS estimator to process and analyse the data. We explicate that the substantial drivers of e-learning satisfaction and performance among distance learning students include technology anxiety, instructor factors, course quality, technology quality, and ease of use. Our findings divulge that perceived learner satisfaction mediates the relationships between the drivers of satisfaction and learning outcomes of distance learning students in Ghana such that technology anxiety and instructor factors would not essentially enhance learner performance in the absence of e-learning satisfaction. Consequently, system quality, reflected by the information system success model must be supplemented by satisfaction, drawn from the expectation-confirmation theory, to fully explain the impact of efficient e-learning systems on learning outcomes. Not only does ease of use create satisfaction, but it also boosts performance. We, therefore, recommend institutions to develop regular training for both facilitators and students and also adopt user-friendly online platforms to aid patronage by learners.
    Language English
    Publishing date 2022-03-31
    Publishing country England
    Document type Journal Article
    ZDB-ID 2835763-2
    ISSN 2405-8440
    ISSN 2405-8440
    DOI 10.1016/j.heliyon.2022.e09200
    Database MEDical Literature Analysis and Retrieval System OnLINE

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  4. Article: Technology and instructor dimensions, e-learning satisfaction, and academic performance of distance students in Ghana

    Bossman, Ahmed / Agyei, Samuel Kwaku

    Heliyon. 2022 Apr., v. 8, no. 4

    2022  

    Abstract: E-learning is soon expected to be widely used as a teaching and learning method in the mainstream for educational institutions. Given the relative preparedness of advanced economies, the conclusions about their implementation level with e-learning are ... ...

    Abstract E-learning is soon expected to be widely used as a teaching and learning method in the mainstream for educational institutions. Given the relative preparedness of advanced economies, the conclusions about their implementation level with e-learning are incomparable with emerging countries. Emerging economies must, therefore, be aware of the issues to consider when formulating successful adoption or implementation strategies. However, empirical studies that bring forth these relevant factors are out of context. In a single framework, we model the structural relationships between the drivers of e-learning satisfaction and the performance of distance learning students in a frontier economy, Ghana. With 388 validated responses gathered from an online survey across the country between 29 May 2021 and 25 June 2021, we employ the Smart-PLS estimator to process and analyse the data. We explicate that the substantial drivers of e-learning satisfaction and performance among distance learning students include technology anxiety, instructor factors, course quality, technology quality, and ease of use. Our findings divulge that perceived learner satisfaction mediates the relationships between the drivers of satisfaction and learning outcomes of distance learning students in Ghana such that technology anxiety and instructor factors would not essentially enhance learner performance in the absence of e-learning satisfaction. Consequently, system quality, reflected by the information system success model must be supplemented by satisfaction, drawn from the expectation-confirmation theory, to fully explain the impact of efficient e-learning systems on learning outcomes. Not only does ease of use create satisfaction, but it also boosts performance. We, therefore, recommend institutions to develop regular training for both facilitators and students and also adopt user-friendly online platforms to aid patronage by learners.
    Keywords academic achievement ; anxiety ; electronic learning ; information systems ; models ; surveys ; teachers ; Ghana
    Language English
    Dates of publication 2022-04
    Publishing place Elsevier Ltd
    Document type Article
    ZDB-ID 2835763-2
    ISSN 2405-8440
    ISSN 2405-8440
    DOI 10.1016/j.heliyon.2022.e09200
    Database NAL-Catalogue (AGRICOLA)

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  5. Article ; Online: Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis

    Armah, Mohammed / Bossman, Ahmed / Amewu, Godfred

    Heliyon. 2023 Mar., v. 9, no. 3 p.e13899-

    2023  

    Abstract: The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively. This study examines the impact of information flow from global financial market ... ...

    Abstract The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively. This study examines the impact of information flow from global financial market stress on the African stock markets using the daily US financial stress index (USFSI) and other advanced economies' financial stress index (OAEFSI) to proxy the global financial stress index. To understand the information flow dynamics across various investment horizons, the ensemble empirical mode decomposition (EEMD)-based transfer entropy is employed. Our findings reveal that African equity markets are highly risky for information flow from global financial market stress. However, we identify diversification prospects based on market conditions for Ghana and Egypt in the short term and Tanzania, Cote D'Ivoire, and Egypt in the medium term. Empirical results also show that the information flow from global financial stress to African stock markets depends on time scales, economic relations, and the state of global financial markets. The findings are important for investors, portfolio managers, practitioners, and policymakers.
    Keywords entropy ; hydrodynamics ; markets ; Cote d'Ivoire ; Egypt ; Ghana ; Tanzania ; African stock markets ; Global financial market stress ; Information flow ; Ensemble empirical mode decomposition ; Effective transfer entropy ; Emerging markets ; EEMD ; COVID-19 pandemic ; C58 ; D8 ; F36 ; G15
    Language English
    Dates of publication 2023-03
    Publishing place Elsevier Ltd
    Document type Article ; Online
    Note Use and reproduction
    ZDB-ID 2835763-2
    ISSN 2405-8440
    ISSN 2405-8440
    DOI 10.1016/j.heliyon.2023.e13899
    Database NAL-Catalogue (AGRICOLA)

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  6. Article: Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis.

    Armah, Mohammed / Bossman, Ahmed / Amewu, Godfred

    Heliyon

    2023  Volume 9, Issue 3, Page(s) e13899

    Abstract: The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively. This study examines the impact of information flow from global financial market ... ...

    Abstract The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively. This study examines the impact of information flow from global financial market stress on the African stock markets using the daily US financial stress index (USFSI) and other advanced economies' financial stress index (OAEFSI) to proxy the global financial stress index. To understand the information flow dynamics across various investment horizons, the ensemble empirical mode decomposition (EEMD)-based transfer entropy is employed. Our findings reveal that African equity markets are highly risky for information flow from global financial market stress. However, we identify diversification prospects based on market conditions for Ghana and Egypt in the short term and Tanzania, Cote D'Ivoire, and Egypt in the medium term. Empirical results also show that the information flow from global financial stress to African stock markets depends on time scales, economic relations, and the state of global financial markets. The findings are important for investors, portfolio managers, practitioners, and policymakers.
    Language English
    Publishing date 2023-02-22
    Publishing country England
    Document type Journal Article
    ZDB-ID 2835763-2
    ISSN 2405-8440
    ISSN 2405-8440
    DOI 10.1016/j.heliyon.2023.e13899
    Database MEDical Literature Analysis and Retrieval System OnLINE

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  7. 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

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  8. Article: Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era

    Bossman, Ahmed / Owusu Junior, Peterson / Tiwari, Aviral Kumar

    Heliyon. 2022 Apr., v. 8, no. 4

    2022  

    Abstract: This study investigates the dynamic connectedness and spillovers between Islamic and conventional stock markets to reveal the time- and frequency-domain dynamics of the two asset classes under various market conditions. Using the spillover index of ... ...

    Abstract This study investigates the dynamic connectedness and spillovers between Islamic and conventional stock markets to reveal the time- and frequency-domain dynamics of the two asset classes under various market conditions. Using the spillover index of Baruník and Křehlík (2018), supplemented by the time-varying parameter vector autoregressions (TVP-VAR) connectedness model, we employ daily stock market indices for Islamic and conventional (G7) markets from November 23, 2015, to September 8, 2021. The findings explicate that the volatility spillovers across and within Islamic and/or G7 markets are time-varying and frequency-dependent but during market turbulences, the conventional stocks are prone to more volatilities than the Islamic stocks. Our findings additionally divulge contagious spillovers among Islamic and conventional stocks during Brexit and the studied COVID-19 period. Relative to mid-and long-term spillovers, we underscore the supremacy of short-term spillovers between Islamic and G7 markets. In turbulent trading periods, investors should utilise knowledge about market patterns and volatility to hedge their positions against lower stock returns, when spillover is more intense. Regulators should pay close attention to spillovers since they undermine cross-market connections. Intriguing findings and their implications are further discussed.
    Keywords COVID-19 infection ; assets ; models ; stock exchange
    Language English
    Dates of publication 2022-04
    Publishing place Elsevier Ltd
    Document type Article
    ZDB-ID 2835763-2
    ISSN 2405-8440
    ISSN 2405-8440
    DOI 10.1016/j.heliyon.2022.e09215
    Database NAL-Catalogue (AGRICOLA)

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  9. 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

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  10. 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

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