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Mobeen Ur Rehman

Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST)

Associate Professor

90 and 100 Clifton

Karachi, ISLAMABAD 75600

Pakistan

SCHOLARLY PAPERS

5

DOWNLOADS

765

TOTAL CITATIONS

3

Scholarly Papers (5)

1.

Clustering Commodity Markets in Space and Time: Clarifying Returns, Volatility, and Trading Regimes Through Unsupervised Machine Learning

Resources Policy, Vol. 73, No. 102162, 2021
Number of pages: 90 Posted: 31 Mar 2021 Last Revised: 28 Feb 2023
James Ming Chen, Mobeen Ur Rehman and Xuan Vinh Vo
Michigan State University - College of Law, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and University of Economics Ho Chi Minh City
Downloads 556 (125,000)
Citation 2

Abstract:

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Commodities, commodity markets, precious metals, base metals, energy markets, agricultural markets, machine learning, unsupervised learning, GARCH, clustering, k-means clustering, hierarchical agglomerative clustering, multidimensional scaling, MDS, t-distributed stochastic neighbor embedding, t-SNE

2.

Dependence and Spillover between Islamic Stock Markets Under Different Market Conditions

Number of pages: 27 Posted: 15 Jun 2022
King Abdulaziz University - Department of Mathematics, Sohar University, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST), King Abdulaziz University and King Abdulaziz University - Department of Mathematics
Downloads 77 (837,727)

Abstract:

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Islamic stock markets; wavelet; spillover; time-varying correlation

3.

Oil Price Shocks and Stock-Bond Correlation

Number of pages: 49 Posted: 24 Feb 2023
Al-Ahliyya Amman University, Yarmouk University, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and University of Stirling
Downloads 75 (852,604)

Abstract:

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Stocks, Bonds, Correlation, Oil, Shocks

4.

Time-frequency effects of oil prices and COVID-19 on linkages between Chinese and ASIAN stock markets

Number of pages: 32 Posted: 13 Sep 2023
Walid Mensi, Mobeen Ur Rehman and Xuan Vinh Vo
Sultan Qaboos University, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and University of Economics Ho Chi Minh City
Downloads 57 (989,921)
Citation 1

Abstract:

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Asian markets; oil prices; frequency co-movements; COVID-19; wavelet

5.

Risk Spillovers and Diversification Benefits between Crude Oil and Agricultural Commodity Futures Markets

Posted: 06 Sep 2023
Walid Mensi and Mobeen Ur Rehman
Sultan Qaboos University and Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST)

Abstract:

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commodity prices; spillovers; diversification benefits; copula