| Journal article |
- Muneer M. Alshater; Waqas Hanif; Rim El Khoury; Walid Mensi. "Interplay of crises: Unpacking intraday spillovers in oil and
European equities in the shadow of the COVID-19 and the Ukraine-Russia war". Borsa Istanbul Review (2024): https://doi.org/10.1016/j.bir.2024.04.007.
10.1016/j.bir.2024.04.007
- Waqas Hanif; Sinda Hadhri; Rim El Khoury. "Quantile spillovers and connectedness between oil shocks and stock markets of the
largest oil producers and consumers". Journal of Commodity Markets (2024): https://doi.org/10.1016/j.jcomm.2024.100404.
10.1016/j.jcomm.2024.100404
- Hanif, Waqas; Arreola Hernandez, Jose; Kang, Sang Hoon; Boako, Gideon; Yoon, Seong-Min. "Interdependence and spillovers between
big oil companies and regional and global energy equity markets". International Review of Economics & Finance 92
(2024): 451-469. http://dx.doi.org/10.1016/j.iref.2024.02.043.
10.1016/j.iref.2024.02.043
- Waqas Hanif; Jorge Miguel Andraz; Mariya Gubareva; Tamara Teplova. "Are REITS hedge or safe haven against oil price fall?".
International Review of Economics & Finance 89 (2024): 1-16. http://dx.doi.org/10.1016/j.iref.2023.07.052.
10.1016/j.iref.2023.07.052
- Waqas Hanif; Tamara Teplova; Victoria Rodina; Mohammed Alomari; Walid Mensi. "Volatility spillovers and frequency dependence
between oil price shocks and green stock markets". Resources Policy (2023): https://doi.org/10.1016/j.resourpol.2023.103860.
10.1016/j.resourpol.2023.103860
- Walid Mensi; Waqas Hanif; Xuan Vinh Vo; Ki-Hong Choi; Seong-Min Yoon. "Upside/Downside spillovers between oil and Chinese
stock sectors: From the global financial crisis to global pandemic". The North American Journal of Economics and Finance
67 (2023): 101925-101925. http://dx.doi.org/10.1016/j.najef.2023.101925.
10.1016/j.najef.2023.101925
- Waqas Hanif; Hee-Un Ko; Linh Pham; Sanghoon Kang. "Dynamic connectedness and network in the high moments of cryptocurrency,
stock, and commodity markets". Financial Innovation 9 1 (2023): http://dx.doi.org/10.1186/s40854-023-00474-6.
10.1186/s40854-023-00474-6
- Waqas Hanif; Walid Mensi; Xuan Vinh Vo; Ahmed BenSaïda; Jose Arreola Hernandez; Sang Hoon Kang. "Dependence and risk management
of portfolios of metals and agricultural commodity futures". Resources Policy 82 (2023): 103567-103567. http://dx.doi.org/10.1016/j.resourpol.2023.103567.
10.1016/j.resourpol.2023.103567
- Hanif, Waqas; Mensi, Walid; Alomari, Mohammad; Andraz, Jorge Miguel; Waqas Hanif; Walid Mensi; Mohammad Alomari; Jorge Miguel
Andraz. "Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during
the COVID-19 crisis". Resources Policy 81 (2023): 103350. http://dx.doi.org/10.1016/j.resourpol.2023.103350.
https://doi.org/10.1016/j.resourpol.2023.103350
- Walid; Waqas Hanif; Elie Bouri; Xuan Vinh Vo. "Spillovers and tail dependence between oil and US sectoral stock markets before
and during COVID-19 pandemic". International Journal of Emerging Markets (2023): http://dx.doi.org/10.1108/ijoem-12-2021-1799.
10.1108/ijoem-12-2021-1799
- Hanif, Waqas; Mensi, Walid; Gubareva, Mariya; Teplova, Tamara. "Impacts of COVID-19 on dynamic return and volatility spillovers
between rare earth metals and renewable energy stock markets". Resources Policy 80 (2023): 103196. http://dx.doi.org/10.1016/j.resourpol.2022.103196.
http://dx.doi.org/10.1016/j.resourpol.2022.103196
- Hanif, Waqas; Areola Hernandez, Jose; Troster, Victor; Kang, Sang Hoon; Yoon, Seong-Min; Economics and Finance. "Nonlinear
dependence and spillovers between cryptocurrency and global/regional equity markets". Pacific-Basin Finance Journal
74 (2022): 101822. http://dx.doi.org/10.1016/j.pacfin.2022.101822.
10.1016/j.pacfin.2022.101822
- Hanif, Waqas; Arreola Hernandez, Jose; Mensi, Walid; Kang, Sang Hoon; Uddin, Gazi Salah; Yoon, Seong-Min. "Nonlinear dependence
and connectedness between clean/renewable energy sector equity and European emission allowance prices". Energy Economics
101 (2021): 105409. http://dx.doi.org/10.1016/j.eneco.2021.105409.
10.1016/j.eneco.2021.105409
- Hanif, Waqas; Areola Hernandez, Jose; Shahzad, Syed Jawad Hussain; Yoon, Seong-Min. "Tail dependence risk and spillovers between
oil and food prices". The Quarterly Review of Economics and Finance 80 (2021): 195-209. http://dx.doi.org/10.1016/j.qref.2021.01.019.
10.1016/j.qref.2021.01.019
- Hanif, Waqas; Mensi, Walid; Vo, Xuan Vinh. "Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors".
Finance Research Letters 40 (2021): 101922. http://dx.doi.org/10.1016/j.frl.2021.101922.
Published • 10.1016/j.frl.2021.101922
- Hanif, Waqas; Arreola-Hernandez, Jose; Hussain Shahzad, Syed Jawad; Hoang, Thi Hong Van; Yoon, Seong-Min. "Regional and copula
estimation effects on EU and US energy equity portfolios". Applied Economics 52 49 (2020): 5311-5342. http://dx.doi.org/10.1080/00036846.2020.1763244.
10.1080/00036846.2020.1763244
- Hanif, Waqas; Arreola Hernandez, Jose; Sadorsky, Perry; Yoon, Seong-Min. "Are the interdependence characteristics of the US
and Canadian energy equity sectors nonlinear and asymmetric?". The North American Journal of Economics and Finance
51 (2020): 101065. http://dx.doi.org/10.1016/j.najef.2019.101065.
10.1016/j.najef.2019.101065
- Shahzad, Faisal; Rehman, Ijaz Ur; Hanif, Waqas; Asim, Ghazanfar Ali; Baig, Mushahid Hussain. "The influence of financial reporting
quality and audit quality on investment efficiency". International Journal of Accounting & Information Management
27 4 (2019): 600-614. http://dx.doi.org/10.1108/ijaim-08-2018-0097.
10.1108/ijaim-08-2018-0097
- Shahzad, Syed Jawad Hussain; Hernandez, Jose Areola; Hanif, Waqas; Kayani, Ghulam Mujtaba. "Intraday return inefficiency and
long memory in the volatilities of forex markets and the role of trading volume". Physica A: Statistical Mechanics and
its Applications 506 (2018): 433-450. http://dx.doi.org/10.1016/j.physa.2018.04.016.
10.1016/j.physa.2018.04.016
- Khan, Muhammad; Hanif, Waqas. "Institutional quality and the relationship between inflation and economic growth". Empirical
Economics 58 2 (2018): 627-649. http://dx.doi.org/10.1007/s00181-018-1479-7.
10.1007/s00181-018-1479-7
- Ahad, M.; Ur Rehman, I.; Qureshi, F.; Hanif, W.; Anwer, Z.. "Modelling asymmetric impact of home country macroeconomic variables
on american depository receipts: Evidence from eurozone". Annals of Economics and Finance 19 2 (2018): 703-727. http://www.scopus.com/inward/record.url?eid=2-s2.0-85056332099&partnerID=MN8TOARS.
|
