Muhammad Yahya

Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture

Roy Endré Dahl, Atle Øglend, Muhammad Yahya · Journal of commodity markets · 2019 · 176 citations

Volatility Spillover, Commodity Markets, Volatility Modeling +7

Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach

Muhammad Yahya, Atle Øglend, Roy Endré Dahl · Energy Economics · 2019 · 120 citations

Engineering, Data Science, Agricultural Economics +10

Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments

Muhammad Yahya, Kakali Kanjilal, Anupam Dutta et al. · Energy Economics · 2021 · 92 citations

Economics, Volatility Modeling, Asset Pricing +12

Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes

Muhammad Yahya, Sajal Ghosh, Kakali Kanjilal et al. · Energy · 2020 · 91 citations

Materials Science, Non-ferrous Metals, Engineering +10

The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty

Philip Igeland, Leon Schroeder, Muhammad Yahya et al. · Renewable Energy · 2023 · 67 citations · Full text

Engineering, Conditional Volatility, Climate Policy +19