Dynamic correlation pattern amongst alternative energy market for diversification opportunities von Ur Rehman, Mobeen

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Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications von Mensi, Walid, Rehman, Mobeen Ur, Al-Yahyaee, Khamis Hamed, Al-Jarrah, Idries Mohammad Wanas, Kang, Sang Hoon

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Integration and volatility spillover amongst banks: a cross-correlation analysis von Rehman, Mobeen Ur, Vo, Xuan Vinh

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Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis von Rehman, Mobeen Ur

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High frequency multiscale relationships among major cryptocurrencies: portfolio management implications von Mensi, Walid, Rehman, Mobeen Ur, Shafiullah, Muhammad, Al-Yahyaee, Khamis Hamed, Sensoy, Ahmet

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COVID-19 and cryptocurrency market: Evidence from quantile connectedness von Naeem, Muhammad Abubakr, Qureshi, Saba, Rehman, Mobeen Ur, Balli, Faruk

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Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management von Mensi, Walid, Rehman, Mobeen Ur, Vo, Xuan Vinh

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Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach von Uddin, Gazi Salah, Rahman, Md Lutfur, Shahzad, Syed Jawad Hussain, Rehman, Mobeen Ur

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ORI-Explorer: a unified cell-specific tool for origin of replication sites prediction by feature fusion von Abbas, Zeeshan, Rehman, Mobeen Ur, Tayara, Hilal, Chong, Kil To

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DL-m6A: Identification of N6-Methyladenosine Sites in Mammals Using Deep Learning Based on Different Encoding Schemes von Rehman, Mobeen Ur, Tayara, Hilal, Chong, Kil To

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Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain von Mensi, Walid, Rehman, Mobeen Ur, Maitra, Debasish, Al-Yahyaee, Khamis Hamed, Vo, Xuan Vinh

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Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market von Rehman, Mobeen Ur, Bouri, Elie, Eraslan, Veysel, Kumar, Satish

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iCpG-Pos: an accurate computational approach for identification of CpG sites using positional features on single-cell whole genome sequence data von Park, Sehi, Rehman, Mobeen Ur, Ullah, Farman, Tayara, Hilal, Chong, Kil To

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Extending the forward systemic risk measure: Do sector level variables matter? von Hanif, Hasan, Naveed, Muhammad, Ur Rehman, Mobeen

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The hedge asset for BRICS stock markets: Bitcoin, gold or VIX von Shahzad, Syed Jawad Hussain, Bouri, Elie, Rehman, Mobeen Ur, Roubaud, David

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Risk transmitters and receivers in global currency markets von Shahzad, Syed Jawad Hussain, Arreola-Hernandez, Jose, Bekiros, Stelios, Rehman, Mobeen Ur

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Dynamic modeling of systemic risk and firm value: A case of Pakistan von Hanif, Hasan, Naveed, Muhammad, Ur Rehman, Mobeen

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Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach von Mensi, Walid, Ur Rehman, Mobeen, Maitra, Debasish, Hamed Al-Yahyaee, Khamis, Sensoy, Ahmet

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Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states von Mensi, Walid, Rehman, Mobeen Ur, Vo, Xuan Vinh

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Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches von Al-Yahyaee, Khamis Hamed, Rehman, Mobeen Ur, Mensi, Walid, Al-Jarrah, Idries Mohammad Wanas

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