Ahmed Elsayed
Durham University
44 Papers
44 Citations
Ahmed Elsayed is an academic researcher from Durham University. The author has contributed to research in topics: Social connectedness & Medicine. The author has an hindex of 9, co-authored 31 publications. Previous affiliations of Ahmed Elsayed include Zagazig University & Maastricht University.
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Papers
Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic
TL;DR: In this paper, the impact of the COVID-19 pandemic on the spillovers between conventional and Islamic stock and bond markets was analyzed, showing that the Islamic bonds demonstrate safe haven properties during this pandemic crisis.
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Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies.
TL;DR: In this paper, the authors explored the time patterns of volatility spillovers between energy market and stock prices of seven major global financial markets including clean energy, energy, information technology corporations, equity markets and United States economic policy index over the period vary from December 28, 2000 to December 31, 2018.
134
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
TL;DR: In this paper , the authors examined the interdependence between green bonds and financial markets in the time-frequency domain by utilizing the multivariate wavelet approach and dynamic connectedness through combining Ensemble Empirical Mode Decomposition (EEMD) with Diebold and Yilmaz (2012) spillover framework.
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Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties
TL;DR: In this paper , the authors examined return and volatility connectedness between Bitcoin, traditional financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD) from April 29, 2013, to June 30, 2020.
108
Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices
TL;DR: In this paper , the authors examined the impact of uncertainties on the dynamics of cryptocurrency returns and volatilities and found that cryptocurrency policy uncertainty is the main transmitter of return spillovers to other variables.
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