Items where Author is "Mohamad, Azhar"

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Article

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)

This list was generated on Sun Jul 5 15:35:46 2026 UTC.