Items where Author is "Mohamad, Azhar"
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Number of items: 2.
Mohamad, Azhar, Fromentin, Vincent, Inani, Sarveshwar Kumar
ORCID: https://orcid.org/0000-0002-2946-5827 and Bandyopadhyay, Arunava
(2026)
When crises hit: Volatility, price discovery leadership, and causal linkages among WTI, Brent, and Shanghai crude oil futures.
Journal of Asset Management, 27 (3): 23.
ISSN 1470-8272
Mohamad, Azhar and Inani, Sarveshwar Kumar (2022) Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility. Applied Economics Letters. ISSN 1466-4291 (In Press)
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