Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains AA Shah, M Paul, N Bhanja, AB Dar Resources Policy 73, 102154, 2021 | 56 | 2021 |
Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers AA Shah, AB Dar Resources Policy 74, 102317, 2021 | 39 | 2021 |
Asymmetric, time and frequency-based spillover transmission in financial and commodity markets AA Shah, AB Dar The Journal of Economic Asymmetries 25, e00241, 2022 | 31 | 2022 |
Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks MA Naeem, S Karim, A Abrar, L Yarovaya, AA Shah International Review of Financial Analysis 89, 102769, 2023 | 30 | 2023 |
Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency N Bhanja, AA Shah, AB Dar Resources Policy 80, 103145, 2023 | 20 | 2023 |
Are precious metals and equities immune to monetary and fiscal policy uncertainties? AA Shah, AB Dar, NR Bhanumurthy Resources Policy 74, 102260, 2021 | 19 | 2021 |
Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures N Bhanja, AB Dar The Journal of Economic Asymmetries 28, e00304, 2023 | 3 | 2023 |
Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures AA Shah, A Sahay Energy 305, 132411, 2024 | 1 | 2024 |
Dynamics of International Commodity Price Linkages with Risk Management Implications AA Shah Shri Mata Vaishno Devi University, 2022 | | 2022 |