Muhammad Abubakr Naeem

United Arab Emirates University

P.O. Box 15551

Al-Ain, 00000

United Arab Emirates

SCHOLARLY PAPERS

22

DOWNLOADS

2,070

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (22)

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 469 (95,532)
Citation 12

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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 327 (143,710)
Citation 1

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

3.

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 166 (275,236)

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

4.

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 113 (373,109)

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

5.

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 112 (373,109)

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

6.

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 103 (395,480)

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

7.

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 96 (414,405)
Citation 1

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

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

Number of pages: 21 Posted: 14 Feb 2023 Last Revised: 22 Feb 2023
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer and Sitara Karim
United Arab Emirates University, Hellenic Mediterranean University, Software Competence Center Hagenberg and Sunway Business School, Sunway University, Malaysia
Downloads 55 (572,524)

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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, Software Competence Center Hagenberg and Sunway Business School, Sunway University, Malaysia
Downloads 23 (779,583)

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G20 stock markets, contemporaneous connectedness, R2 decomposition

9.

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

Number of pages: 26 Posted: 26 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 70 (499,353)

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Industrialization, Innovation, Employment, Causality, CS-ARDL

10.

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 65 (519,110)

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Asymmetry, Crude Oil, EGARCH, Shock Persistence, Volatility

11.

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 60 (540,111)

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

12.

Nexus between Oil Shocks and Agriculture Commodities: Evidence from Time and Frequency Domain

Number of pages: 51 Posted: 06 Jan 2022
Muhammad Abubakr Naeem, Sitara Karim, Mudassar Hasan and Sanghoon Kang
United Arab Emirates University, Sunway Business School, Sunway University, Malaysia, University College Dublin (UCD) and Pusan National University
Downloads 54 (567,358)
Citation 3

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Oil shocks, agriculture commodities, GFC, SOR, COVID-19

13.

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 50 (586,799)

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Conventional Stocks, Ethical Investments, Sin Stocks, Quantile Coherency

14.

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 48 (596,971)

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

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 44 (618,308)

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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 Comsats University Islamabad
Downloads 44 (618,308)

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

17.

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 40 (640,715)

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Moving average timing strategy, Portfolio size, Random portfolios

18.

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 34 (677,410)

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

19.

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 34 (677,410)

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

20.

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 23 (755,290)

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

21.

Commonality in Systemic Risk Across Cryptocurrencies

Number of pages: 8 Posted: 22 Feb 2023
Molla Ramizur Rahman, Muhammad Abubakr Naeem, Sitara Karim and Larisa Yarovaya
Ahmedabad University, United Arab Emirates University, Sunway Business School, Sunway University, Malaysia and University of Southampton
Downloads 20 (778,990)

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commonality, Systemic risk, cryptocurrencies, hedging

22.

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 20 (778,990)

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