Time-Varying Return Predictability and Adaptive Behavior in The U.S. 
Commodity Markets During COVID-19

Shahid, Muhammad Naeem; Islam, ‪Muhammad Umar; Alam, Nafis; Ali, Mohsin

doi:10.47836/ijeamsi.16.1.005

Cited by 4 publications

(3 citation statements)

References 76 publications

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“…The Asian Economies are selected for the analysis and the investigation on such a topic is ignored in Asian countries. According to Shahid et al [30] panel data suffer from a cross-sectional dependency problem; therefore, the current study uses a B.P LM test (Lagrange Multiplier) of and the CD test [31]…”

Section: Methodology and Data Descriptionmentioning

confidence: 99%

Fintech, and Mineral Resources Deteriorate Climate Sustainability: A Significant Role of Institutional Quality and Social Capital

Li,

Shahid,

Islam

et al. 2024

J. Econ. Manage. Trade.

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The study aims to uncover the impact of financial technologies, natural resource rents, and social capital on Climate sustainability in the context of intuitional quality in Asian countries. Over the period from 2019 to 2023, we observe the cross-sectional dependencies in data series. The outcomes of CIPS and CADF models show the presence of mixed-order cointegration among variables. The study employs a second-generation cointegration test to explore the long-run equilibrium connectedness among variables. Significant structural breaks with no, mean, and regime shifts show that national and international shocks in Asian economies influence each other. Furthermore, cup-FM and cup-BC estimators are applied for robustness checks to explore the long-run connectedness. The coefficients of the cup-FM model reveal that institutional quality and social capital improve environmental sustainability. In contrast, Fintech and mineral resource rents destroy the environmental quality in Asian economies in the long run. The coefficients of the cup-BC model support the outcomes of the cup-FM model. The findings have several policy implications.

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Section: Methodology and Data Descriptionmentioning

confidence: 99%

Fintech, and Mineral Resources Deteriorate Climate Sustainability: A Significant Role of Institutional Quality and Social Capital

Li,

Shahid,

Islam

et al. 2024

J. Econ. Manage. Trade.

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“…BRICS economies are selected for analysis over the period from 2019 to 2023, the selected period also includes the era of the COVID-19 pandemic, and the pandemic has different implications on the global economy [31].…”

Section: Data Descriptionmentioning

confidence: 99%

“…Future research may use the model of the current study in other country contexts. Future researchers should apply time series models [31]…”

Section: Conclusion and Policy Recommendationsmentioning

confidence: 99%

Fintech, Financial Development, and Digitalization Derive the Sustainable Economic Recovery: COVID 19 Pandemic and Post Pandemic Perspectives

Li,

Shahid,

Islam

et al. 2024

Asian J. Econ. Busin. Acc.

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Economic recovery has become a hot topic after the emergence of the COVID-19 pandemic, where financial, digital, and natural resources are important aspects to consider for economic revival. The study explores the impact of Fintech, Financial development, digitalization, and natural resource rents on economic recovery from 2019 to 2023 from the perspective of BRICS economies. The potential importance of financial technology, development, digitalization and natural resources during COVID-19 motivate the authors to explore their importance for economic sustainability. With appropriate econometric models, the study observes that all the independent variables are the main drivers of economic recovery during and after the COVID-19 era. A bi-directional causal connectivity is observed between explanatory and outcome variables. The findings suggest that the BRICS economies should take preventive measures to avoid the volatility of natural resources and actively promote Fintech, Financial development, and digitalized activities to achieve economic goals.

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Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis

Özdemir,

Kumar

2023

Comput Econ

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Time-Varying Return Predictability and Adaptive Behavior in The U.S. Commodity Markets During COVID-19

Cited by 4 publications

References 76 publications

Fintech, and Mineral Resources Deteriorate Climate Sustainability: A Significant Role of Institutional Quality and Social Capital

Fintech, and Mineral Resources Deteriorate Climate Sustainability: A Significant Role of Institutional Quality and Social Capital

Fintech, Financial Development, and Digitalization Derive the Sustainable Economic Recovery: COVID 19 Pandemic and Post Pandemic Perspectives

Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis

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