Zaghum Umar

ORCID, self-asserted

ORCID 0000-0002-0425-2665

Publications

Citations

682

h-index

Computed over the works the graph holds, so it is a floor rather than a career figure.

i10-index

Publications

14 works in the graph, newest first.

Return and volatility spillovers among oil price shocks and international green bond markets
2024Research in International Business and FinanceJournalFirst author64 citations10.1016/j.ribaf.2024.102254
Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?
2024Emerging Markets ReviewJournalOpen accessFirst author3 citations10.1016/j.ememar.2024.101160
What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis
2024Applied EconomicsJournalSenior author2 citations10.1080/00036846.2024.2322571
Quantile connectedness between oil price shocks and exchange rates
2023Resources PolicyJournalFirst authorCorresponding34 citations10.1016/j.resourpol.2023.103658
Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities
2023Emerging Markets ReviewJournal17 citations10.1016/j.ememar.2023.101049
Patterns of unconventional monetary policy spillovers during a systemic crisis
2023Applied EconomicsJournalFirst author15 citations10.1080/00036846.2023.2176463
The impact of the US yield curve on sub-Saharan African equities
2023Finance research lettersJournal14 citations10.1016/j.frl.2023.103636
Information flow dynamics between geopolitical risk and major asset returns
2023PLoS ONEJournalOpen accessFirst author10 citations10.1371/journal.pone.0284811
Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression
2022Finance research lettersJournalFirst author187 citations10.1016/j.frl.2022.102991
Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis
2022The Journal of Economic AsymmetriesJournalOpen accessCorresponding80 citations10.1016/j.jeca.2022.e00257
Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict
2022Finance research lettersJournalFirst author54 citations10.1016/j.frl.2022.103388
A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty
2022Research in EconomicsJournalCorresponding30 citations10.1016/j.rie.2022.07.002
The relationship between global risk aversion and returns from safe-haven assets
2022Finance research lettersJournalFirst author35 citations10.1016/j.frl.2022.103444
Do Local and World COVID‐19 Media Coverage Drive Stock Markets? Time‐Frequency Analysis of BRICS
2022ComplexityJournalOpen accessSenior author12 citations10.1155/2022/2249581