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Zaghum Umar

Global rank #5481 93%

Institution: Zayed University

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://scholar.google.com/citations?user=aXx3i0kAAAAJhl=en

First Publication: 2014

Most Recent: 2025

RePEc ID: pum40 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.85 1.01 0.00 13.61
Last 10 Years 0.00 4.86 1.01 0.00 18.08
All Time 0.00 4.86 2.01 0.00 19.09

Publication Statistics

Raw Publications 33
Coauthorship-Adjusted Count 21.68

Publications (33)

Year Article Journal Tier Authors
2025 Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications Energy Economics A 4
2025 What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis Applied Economics C 3
2025 Not all REITs are alike: modelling the dynamic connectedness of sectoral REITs and the US yield curve Applied Economics C 2
2024 The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic Applied Economics C 4
2024 Interaction effects in the cross-section of country and industry returns Journal of Banking & Finance B 4
2024 Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources Energy Economics A 4
2024 Patterns of unconventional monetary policy spillovers during a systemic crisis Applied Economics C 4
2023 Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis Applied Economics C 3
2023 Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility Applied Economics C 4
2023 Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments Applied Economics C 4
2023 COVID-19 and the quantile connectedness between energy and metal markets Energy Economics A 4
2023 Trade competitiveness and the aggregate returns in global stock markets Journal of Economic Dynamics and Control B 4
2023 The connectedness of oil shocks, green bonds, sukuks and conventional bonds Energy Economics A 4
2023 Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies Applied Economics C 4
2023 Does global value chain participation induce economic growth? Evidence from panel threshold regression Applied Economics C 3
2023 Composite equity issuance and the cross-section of country and industry returns Applied Economics C 4
2022 Is greenness an optimal hedge for sectoral stock indices? Economic Modeling C 4
2022 Spillovers between sovereign yield curve components and oil price shocks Energy Economics A 4
2022 Astonishing insights: emerging market debt spreads throughout the pandemic Applied Economics C 4
2022 ASEAN-5 forex rates and crude oil: Markov regime-switching analysis Applied Economics C 5
2022 Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era Applied Economics C 3
2021 The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis Applied Economics C 2
2021 Oil price shocks and the return and volatility spillover between industrial and precious metals Energy Economics A 3
2021 Spillover and risk transmission in the components of the term structure of eurozone yield curve Applied Economics C 3
2021 Oil shocks and equity markets: The case of GCC and BRICS economies Energy Economics A 3
2020 The static and dynamic connectedness of environmental, social, and governance investments: International evidence Economic Modeling C 3
2019 Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data Economics Letters C 3
2019 Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? Applied Economics C 3
2019 Dynamic connectedness of oil price shocks and exchange rates Energy Economics A 2
2018 Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states Applied Economics C 4
2017 The demand of energy from an optimal portfolio choice perspective Economic Modeling C 1
2016 Financing constraints on the size distribution of industrial firms: the Chinese experience Applied Economics C 5
2014 Stocks for the long run? Evidence from emerging markets Journal of International Money and Finance B 2