| A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets Z Umar, M Gubareva Journal of Behavioral and Experimental Finance 28, 100404, 2020 | 171 | 2020 |
| Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis SJH Shahzad, R Ferrer, L Ballester, Z Umar International Review of Financial Analysis 52, 9-26, 2017 | 160 | 2017 |
| Dynamic connectedness of oil price shocks and exchange rates F Malik, Z Umar Energy Economics 84, 104501, 2019 | 124 | 2019 |
| Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach M Balcilar, D Gabauer, Z Umar Resources Policy 73, 102219, 2021 | 109 | 2021 |
| The static and dynamic connectedness of environmental, social, and governance investments: International evidence Z Umar, D Kenourgios, S Papathanasiou Economic Modelling 93, 2020 | 108 | 2020 |
| COVID–19 media coverage and ESG leader indices M Akhtaruzzaman, S Boubaker, Z Umar Finance Research Letters 45, 102170, 2022 | 104 | 2022 |
| The impact of the Russia-Ukraine conflict on the connectedness of financial markets Z Umar, O Polat, SY Choi, T Teplova Finance Research Letters 48, 102976, 2022 | 100 | 2022 |
| A tale of company fundamentals vs sentiment driven pricing: The case of GameStop Z Umar, M Gubareva, I Yousaf, S Ali Journal of Behavioral and Experimental Finance 30, 100501, 2021 | 95 | 2021 |
| Islamic vs conventional equities in a strategic asset allocation framework Z Umar Pacific-Basin Finance Journal 42, 1-10, 2017 | 81 | 2017 |
| The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels Z Umar, M Gubareva, T Teplova Resources Policy 73, 102164, 2021 | 78 | 2021 |
| Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data A Zaremba, Z Umar, M Mikutowski Economics Letters 181, 90-94, 2019 | 72 | 2019 |
| Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis Z Umar, M Gubareva, T Teplova, DK Tran Finance Research Letters 47, 102725, 2022 | 63 | 2022 |
| The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies Z Umar, F Jareño, M de la O González Technological Forecasting and Social Change, 121025, 2021 | 63 | 2021 |
| Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets A Zaremba, R Kizys, DY Aharon, Z Umar Finance Research Letters 44, 102042, 2022 | 58 | 2022 |
| Oil price shocks and the return and volatility spillover between industrial and precious metals Z Umar, F Jareño, A Escribano Energy Economics 99, 105291, 2021 | 58 | 2021 |
| Are commodity futures a good hedge against inflation? L Spierdijk, Z Umar Netspar Discussion Paper, 2013 | 58 | 2013 |
| Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies DY Aharon, Z Umar, XV Vo Financial Innovation 7 (1), 1-25, 2021 | 55 | 2021 |
| Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era Z Umar, F Jareño, A Escribano Applied Economics 54 (9), 1030-1054, 2022 | 53 | 2022 |
| Exploring the time and frequency domain connectedness of oil prices and metal prices Z Umar, S Nasreen, SA Solarin, AK Tiwari Resources Policy 64, 101516, 2019 | 51 | 2019 |
| Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression Z Umar, A Bossman, SY Choi, T Teplova Finance Research Letters 48, 102991, 2022 | 50 | 2022 |
