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Ahmad Al'Maaitah

University of Southampton - Centre for Digital Finance

Southampton, SO17 1BJ

United Kingdom

  • University of Southampton - Centre for Digital Finance

SCHOLARLY PAPERS

5

DOWNLOADS

345

TOTAL CITATIONS

0

Scholarly Papers (5)

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1.

Giver and the Receiver: Understanding Spillover Effects and Predictive Power in Cross-Market Bitcoin Prices

International Review of Financial Analysis, Vol. 63, No. 86-104, 2019
Number of pages: 43 Posted: 05 Mar 2020 Last Revised: 01 Sep 2022
Ahmad Al'Maaitah, Tapas Mishra and Mamata Parhi
University of Southampton - Centre for Digital Finance, Southampton Business School, University of Southampton and University of Roehampton
Downloads 107 (669,616)

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Cross-market Bitcoin prices; Return and volatility spillovers; Uncertainty; Inefficiency; Prediction

2.

The Power of Investors’ Optimism and Pessimism in Oil Market Forecasting

Number of pages: 56 Posted: 21 Sep 2022
Ahmad Al'Maaitah
University of Southampton - Centre for Digital Finance
Downloads 104 (679,608)

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Energy markets; Oil futures markets; Market-centric observable; System long mem-ory; Dynamic persistence; Informational inefficiency; Fractional Cointegrated VAR; Oil price forecasting.

3.

COVID-19, ‘Meteor Showers’ and the Dependence Structure Among Major Developed and Emerging Stock Markets

Number of pages: 50 Posted: 05 Dec 2022
Wenshuo Guo, Ahmad Al'Maaitah and Mamata Parhi
University of Southampton, University of Southampton - Centre for Digital Finance and University of Roehampton
Downloads 81 (809,932)

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Risk contagion, Stock market, COVID-19, R-vine copula, Network

4.

Disruption and Information Flow: Unveiling Market Dynamics Across Financial Sectors

Number of pages: 38 Posted: 05 Feb 2025
Sasan Barak, Navid Parvini and Ahmad Al'Maaitah
University of Southampton, Southampton Business School, Department of Decision Analytics and Risk, University of Kent - Kent Business School and University of Southampton - Centre for Digital Finance
Downloads 39 (1,249,711)

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Transfer Entropy (TE), Spillover Effects, Hermitian clustering, COVID-19 pandemic, Russia-Ukraine War

5.

Oil Shocks, Diversification, and Sectoral Spillovers in Oman:Evidence from Activity and Volatility Connectedness

Number of pages: 40 Posted: 07 Jul 2026
Ahmad Al'Maaitah, Firdawss Tahri, Fatma AL Khabouri and Shamsa AL Marhoobi
University of Southampton - Centre for Digital Finance, Central Bank of Oman, Central Bank of Oman and Central Bank of Oman
Downloads 14

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Oil shocks, Spillovers, Connectedness, TVP-VAR, Wavelet coherence, Resource-dependent economies, Macroeconomic transmission, Economicdiversification