Citation Impact
Citing Papers
Artificial intelligence ‐ driven sustainable development: Examining organizational, technical, and processing approaches to achieving global goals
2023 Standout
Is global renewable energy development a curse or blessing for economic growth? Evidence from China
2023
Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19
2020
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
2022
The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries
2021
Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies
2020
Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression
2020
Estimating the effect of COVID-19 epidemic on shipping trade: An empirical analysis using panel data
2021 Standout
A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets
2020
COVID-19 and time-frequency connectedness between green and conventional financial markets
2021
Time and frequency connectedness among oil shocks, electricity and clean energy markets
2020
Is energy security a driver for economic growth? Evidence from a global sample
2019 Standout
Factors affecting CO2 emissions in China's agriculture sector: A quantile regression
2018
Does renewable energy redefine geopolitical risks?
2021 Standout
A Systematic Literature Review on Online Medical Services in Malaysia
2020 Standout
The impact of the COVID-19 crisis on the perception of business risk in the SME segment
2020 Standout
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
2021 Standout
Oil and renewable energy stock markets: Unique role of extreme shocks
2022
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era
2020
Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach
2019
Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover
2020
Tourism and its economic impact: A literature review using bibliometric tools
2018
Extreme return connectedness and its determinants between clean/green and dirty energy investments
2020
Pandemic, War, and Global Energy Transitions
2022 Standout
Dynamic linkages between sustainable tourism, energy, health and wealth: Evidence from top 80 international tourist destination cities in 37 countries
2017
Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine
2022
20 years of Electronic Commerce Research
2021 Standout
Impact of energy sector volatility on clean energy assets
2020
Do oil price changes really matter for clean energy returns?
2021
International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks
2016
The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach
2018
Inventive problem-solving map of innovative carbon emission strategies for solar energy-based transportation investment projects
2022 Standout
Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
2020
Evaluating the effect of renewable energy investment on renewable energy development in China with panel threshold model
2024 Standout
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
2022 Standout
Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations
2021
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach
2021
Environmental damages due to war in Ukraine: A perspective
2022 Standout
Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach
2022 Standout
Fossil energy and clean energy stock markets under COVID-19 pandemic
2021
A model of price correlations between clean energy indices and energy commodities
2020
Changes in Energy Consumption in Agriculture in the EU Countries
2021 Standout
Role and effect of traditional markets: The internationally awarded case of Barcelos
2021
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Works of Román Ferrer being referenced
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states
2018
Interest rate changes and stock returns in Spain: A wavelet analysis
2014
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
2017
Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis
2021
Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach
2016
Oil price shocks, global financial markets and their connectedness
2020
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
2018
Oil price risk in the Spanish stock market: An industry perspective
2013
Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
2021