Muhammad Abubakr Naeem

United Arab Emirates University

P.O. Box 15551

Al-Ain, Abu Dhabi 00000

United Arab Emirates

SCHOLARLY PAPERS

27

DOWNLOADS

3,685

SSRN CITATIONS

63

CROSSREF CITATIONS

1

Scholarly Papers (27)

1.

Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19

CAMA Working Paper No. 20/2021
Number of pages: 40 Posted: 09 Feb 2021
Muhammad Arif, Muhammad Abubakr Naeem, Saqib Farid, Rabindra Nepal and Tooraj Jamasb
Shaheed Benazir Bhutto University, United Arab Emirates University, University of Management and Technology (UMT), Pakistan, School of Accounting, Economics, and Finance, University of Wollongong and Copenhagen School of Energy Infrastructure Department of Economics, Copenhagen Business School
Downloads 541 (98,266)
Citation 19

Abstract:

Loading...

Green bonds, hedge, safe-haven, cross-quantilogram, COVID-19

2.

Examining the Interrelatedness of NFT’s, DeFi Tokens and Cryptocurrencies

Number of pages: 12 Posted: 23 Nov 2021
Sitara Karim, Brian M. Lucey, Muhammad Abubakr Naeem and Gazi Salah Uddin
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin, United Arab Emirates University and Linkoping University - Department of Management and Engineering Division
Downloads 355 (160,609)
Citation 24

Abstract:

Loading...

Block-chain markets,diversification, NFTs, extreme risk spillovers, quantile connectedness

3.

Mitigating the Environmental Risk of Bitcoin through Environmentally Sustainable Financial Markets

Number of pages: 40 Posted: 25 Jan 2023
Linh Pham, Muhammad Abubakr Naeem, Sitara Karim and Larisa Yarovaya
University of Central Oklahoma - Department of Economics, United Arab Emirates University, Sunway Business School, Sunway University, Malaysia and University of Southampton - Southampton Business School
Downloads 326 (176,031)

Abstract:

Loading...

Bitcoin; Carbon footprint; Green Finance; Cross-Quantile Dependence

Measuring the G20 Stock Market Return Transmission Mechanism: Evidence From the R2 Connectedness Approach

Number of pages: 21 Posted: 14 Feb 2023 Last Revised: 12 Apr 2023
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer and Sitara Karim
United Arab Emirates University, Hellenic Mediterranean University, Johannes Kepler University and Sunway Business School, Sunway University, Malaysia
Downloads 233 (246,526)

Abstract:

Loading...

G20 stock markets; contemporaneous connectedness; R2 decomposition

Measuring the G20 Stock Market Return Transmission Mechanism: Evidence from the R2 Connectedness Approach

Number of pages: 22 Posted: 02 Mar 2023
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer and Sitara Karim
United Arab Emirates University, Hellenic Mediterranean University, Johannes Kepler University and Sunway Business School, Sunway University, Malaysia
Downloads 59 (686,030)

Abstract:

Loading...

G20 stock markets, contemporaneous connectedness, R2 decomposition

5.

The Dark Side of Bitcoin: Do Emerging Asian Islamic Markets Subdue the Ethical Risk?

Number of pages: 45 Posted: 10 Feb 2022
Sitara Karim, Brian M. Lucey and Muhammad Abubakr Naeem
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin and United Arab Emirates University
Downloads 235 (245,589)

Abstract:

Loading...

Bitcoin, Conditional Diversification Benefits, Emerging Asian Islamic (EAI) markets, Time-varying Optimal Copula (TVOC)

6.

Modelling the Role of Institutional Quality on Carbon Emissions in Sub-Saharan African Countries

Number of pages: 22 Posted: 25 May 2022
Michael Appiah, Sitara Karim, Muhammad Abubakr Naeem and Brian M. Lucey
Dorstell Consult Ltd, Sunway Business School, Sunway University, Malaysia, United Arab Emirates University and Trinity Business School, Trinity College Dublin
Downloads 167 (335,004)
Citation 2

Abstract:

Loading...

Institutional Quality Indicators; CO2 emissions; Climate change mitigation; Environmental sustainability; Sub-Saharan Africa; Environmental Kuznets Curve

7.

Extreme Risk Dependence between Green Bonds and Financial Markets

Number of pages: 37 Posted: 06 Jan 2023
Sitara Karim, Brian M. Lucey, Muhammad Abubakr Naeem and Larisa Yarovaya
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin, United Arab Emirates University and University of Southampton - Southampton Business School
Downloads 165 (338,464)

Abstract:

Loading...

Green bonds; Financial markets; TVOC; CoVaR; COVID-19

8.

Analyzing the Impact of Credit Ratings on Firm Performance and Stock Returns: An Evidence From Taiwan

Rafay, A., Chen, Y., Naeem, M.A.B & Ijaz, M. (2018). Analyzing the impact of Credit Ratings on Firm Performance and Stock Returns: An Evidence from Taiwan. Iranian Economic Review, 22(3), 767-786.
Number of pages: 22 Posted: 24 Oct 2018 Last Revised: 04 Mar 2021
Abdul Rafay, Yang Chen, Muhammad Abubakr Naeem and Maham Ijaz
University of Management & Technology (UMT), Pakistan, Equity Institute, United Arab Emirates University and Government College University - Department of Business Administration
Downloads 158 (351,238)

Abstract:

Loading...

TRC, TSE, Credit Ratings, Stock Returns, Performance, Ordered Probit Model, Tobin’s Q

9.

Do Industrialization and Innovation Influence the Employment Rates? New Insights Built on the CS-ARDL

Number of pages: 26 Posted: 26 May 2022 Last Revised: 27 Nov 2023
Michael Appiah, Muhammad Abubakr Naeem and Brian M. Lucey
Dorstell Consult Ltd, United Arab Emirates University and Trinity Business School, Trinity College Dublin
Downloads 134 (400,866)

Abstract:

Loading...

Industrialization, Innovation, Employment, Causality, CS-ARDL

10.

Risk Transmission between Green Markets and Commodities

CAMA Working Paper 18/2022
Number of pages: 37 Posted: 01 Apr 2022
Muhammad Abubakr Naeem, Sitara Karim, Tooraj Jamasb and Rabindra Nepal
United Arab Emirates University, Sunway Business School, Sunway University, Malaysia, Copenhagen School of Energy Infrastructure Department of Economics, Copenhagen Business School and School of Accounting, Economics, and Finance, University of Wollongong
Downloads 133 (403,239)

Abstract:

Loading...

Green markets, Commodities, DCC-GARCH, TVP-VAR, Volatility transmission

11.

Oil Shocks and BRIC Markets: Evidence from Extreme Quantile Approach

Number of pages: 35 Posted: 05 Nov 2021
Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar and Sitara Karim
United Arab Emirates University, University of Central Oklahoma - Department of Economics, Amrita School of Business, Amrita Vishwa Vidyapeetham, Coimbatore, Indiaaffiliation not provided to SSRN and Sunway Business School, Sunway University, Malaysia
Downloads 125 (422,826)
Citation 8

Abstract:

Loading...

Oil Shocks, BRIC markets, Cross-quantilogram, Extreme Quantiles

12.

Commonality in Systemic Risk Across Cryptocurrencies

Number of pages: 8 Posted: 22 Feb 2023 Last Revised: 02 Apr 2024
Molla Ramizur Rahman, Muhammad Abubakr Naeem and Larisa Yarovaya
Ahmedabad University, United Arab Emirates University and University of Southampton
Downloads 99 (501,059)

Abstract:

Loading...

commonality, Systemic risk, cryptocurrencies, hedging

13.

Assessing Linkages between Alternative Energy Markets and Cryptocurrency

Number of pages: 29 Posted: 30 Jan 2023
Muhammad Abubakr Naeem, Raazia Gul, Sitara Karim, saqib farid and Brian M. Lucey
United Arab Emirates University, DHA Suffa University, Sunway Business School, Sunway University, Malaysia, (UMT) University of Management and Technology (Pakistan) and Trinity Business School, Trinity College Dublin
Downloads 92 (525,326)

Abstract:

Loading...

Connectedness, Alternative energy, cryptocurrrency

14.

Volatility Modeling for Spot and Futures of Crude Oil – Evidence from Pakistan

Abasyn Journal of Social Sciences, Vol. 8, No. 2, 2015
Number of pages: 14 Posted: 17 Dec 2015 Last Revised: 04 Mar 2021
Abdul Rafay, Usman Gilani, Muhammad Abubakr Naeem and Maham Ejaz
University of Management & Technology (UMT), Pakistan, University of Leeds – Division of Accounting and Finance, United Arab Emirates University and UMT
Downloads 91 (528,929)

Abstract:

Loading...

Asymmetry, Crude Oil, EGARCH, Shock Persistence, Volatility

15.

Can US Dollar Shine More Than Bitcoin Against the Downside Risk of Regional Equity Markets?

Number of pages: 31 Posted: 20 May 2022
Najaf Iqbal, Sitara Karim, Brian M. Lucey and Muhammad Abubakr Naeem
Anhui University of Finance and Economics, Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin and United Arab Emirates University
Downloads 83 (559,837)
Citation 1

Abstract:

Loading...

USD index; Bitcoin; Conditional Diversification Benefits; Hedge; Safe-haven; Regional indices

16.

Precious Metals as Hedge and Safe-Haven for African Stock Markets

Number of pages: 38 Posted: 12 Nov 2021 Last Revised: 10 Sep 2022
United Arab Emirates University, Massey University, Massey University, University College Dublin (UCD) and Montpellier Business School
Downloads 78 (580,819)

Abstract:

Loading...

precious metals, African stock markets, Quantile Coherency, Hedge Effectiveness

17.

Do Ethics Outpace Sins?

Number of pages: 16 Posted: 19 Mar 2022
Sitara Karim, Brian M. Lucey and Muhammad Abubakr Naeem
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin and United Arab Emirates University
Downloads 73 (602,662)

Abstract:

Loading...

Conventional Stocks, Ethical Investments, Sin Stocks, Quantile Coherency

18.

Connectedness in GCC Markets: Comparison between Islamic and Conventional Stock Markets

Number of pages: 29 Posted: 18 Sep 2022
Muhammad Abubakr Naeem, Shabeer Khan and Mohd Ziaur Rehman
United Arab Emirates University, Sakarya University and King Saud University
Downloads 70 (616,579)

Abstract:

Loading...

Connectedness, Islamic stock, Conventional stock, TVP-VAR, GCC

19.

Crash Risk and the Cross-Section of Cryptocurrency Returns

Number of pages: 29 Posted: 13 May 2024 Last Revised: 14 May 2024
Mehak Younus and Muhammad Abubakr Naeem
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) - Department of Management Sciences and United Arab Emirates University
Downloads 67 (631,011)

Abstract:

Loading...

Cryptocurrency, Crash Risk, Negative Conditional Skewness, Down-to-Up Volatility, Risk-Return Tradeoff

20.

Carbon Risk and Access to Finance

Number of pages: 57 Posted: 17 Oct 2023
Muhammad Abubakr Naeem and Yusuf Adeneye
United Arab Emirates University and Universiti Sains Malaysia
Downloads 65 (641,008)

Abstract:

Loading...

21.

From Systemic Risk to Contagion Information Transmission in the Global Stock Markets

Number of pages: 43 Posted: 29 Jan 2023
United Arab Emirates University, University of Nottingham Malaysia Campus, Wenzhou-Kean University - College of Business and Public Management, Sunway Business School, Sunway University, Malaysia and Trinity Business School, Trinity College Dublin
Downloads 65 (641,008)

Abstract:

Loading...

Tail Risk, expected shortfall, Contagion, Information spillover, network connectedness, global stock markets

22.

Portfolio Size and Profitability of Moving Average Timing Strategy

Number of pages: 16 Posted: 17 Aug 2017 Last Revised: 06 Feb 2021
Muhammad Arif, Mudassar Hasan and Muhammad Abubakr Naeem
Shaheed Benazir Bhutto University, Lahore Business School and United Arab Emirates University
Downloads 60 (667,206)

Abstract:

Loading...

Moving average timing strategy, Portfolio size, Random portfolios

23.

Covid-Induced Sentiment and the Intraday Volatility Spillovers between Energy and Other Etfs

Number of pages: 26 Posted: 12 Jul 2022
Muhammad Abubakr Naeem, Brian M. Lucey, Larisa Yarovaya and Sitara Karim
United Arab Emirates University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and Sunway Business School, Sunway University, Malaysia
Downloads 55 (695,190)
Citation 2

Abstract:

Loading...

COVID-19, Intraday volatility, TVP-VAR, US ETFs, Wavelet analysis

24.

The Contagion Effect of Artificial Intelligence across Innovative Industries: From Blockchain and Metaverse to Cleantech and Beyond

Number of pages: 48 Posted: 07 May 2024
Muhammad Abubakr Naeem, Nadia Arfaoui and Larisa Yarovaya
United Arab Emirates University, University of Manouba - ESCT-Business School of Tunis and University of Southampton - Southampton Business School
Downloads 45 (758,190)

Abstract:

Loading...

CAViaR, TVP-VAR, Artificial intelligence, Cryptocurrency, Metaverse, contagion effect

25.

Quantifying the Relationship between Climate Risk and Green Assets

Number of pages: 40 Posted: 09 Nov 2022
Norwegian University of Science and Technology (NTNU) - NTNU Business School, Department of Accounting and Finance, University of Turku, University of Turku and United Arab Emirates University
Downloads 45 (758,190)

Abstract:

Loading...

Climate risk, Hedging, Green Assets, Wavelet, Copula, Granger Causality

26.

Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets

CAMA Working Paper No. 81/2020
Number of pages: 32 Posted: 03 Sep 2020
United Arab Emirates University, Property and Casualty Insurance Compensation Corporation (PACICC), Department of Accounting and Finance, University of Otago, School of Accounting, Economics, and Finance, University of Wollongong and Montpellier Business School
Downloads 42 (779,141)

Abstract:

Loading...

Oil shocks, Time-frequency connectedness, Electricity market, Carbon price, Clean energy

27.

Oil Shocks and Green Markets: Evidence from Cross-Spectral Quantile Coherency and Time-Varying Quantile Frequency Connectedness

Number of pages: 71 Posted: 01 Apr 2024
Mabruk billah, Md Rafayet Alam, Mohammad Enamul Hoque and Muhammad Abubakr Naeem
Prince Mohammad Bin Fahd University, affiliation not provided to SSRN, BRAC University and United Arab Emirates University
Downloads 24 (928,737)

Abstract:

Loading...

Green markets, Oil price shocks, Spillover effect, COVID-19, Russia-Ukraine Conflict