World's Best Scientists 2026 revealed!
Award Badge
Economics and Finance
UAE
2026

D-Index & Metrics

Economics and Finance

D-Index
48
Citations
7252
World Ranking
1525
National Ranking
2

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in United Arab Emirates Leader Award
  • 2025 - Research.com Economics and Finance in United Arab Emirates Leader Award

Overview

Zaghum Umar is affiliated with Zayed University in the United Arab Emirates and specializes in the fields of Economics, Econometrics, and Finance. Their research output consists of over 300 publications, primarily in Economics and Econometrics as well as Finance. The researcher's work spans a variety of subfields and topics focused on market dynamics, energy, financial markets, and economic impacts.

The main fields of study associated with Zaghum Umar include:

  • Economics and Econometrics
  • Finance
  • General Economics, Econometrics and Finance
  • Accounting
  • Renewable Energy, Sustainability and the Environment

The core topics of Umar's research cover:

  • Market Dynamics and Volatility
  • Energy, Environment, Economic Growth
  • Financial Markets and Investment Strategies
  • COVID-19 Pandemic Impacts
  • Monetary Policy and Economic Impact
  • Complex Systems and Time Series Analysis
  • Financial Risk and Volatility Modeling

Frequent publication venues include:

  • Applied Economics
  • Finance Research Letters
  • Research in International Business and Finance
  • Energy Economics
  • Pacific-Basin Finance Journal

Zaghum Umar has collaborated extensively, with regular co-authors including:

  • Тамара Теплова
  • Adam Zaremba
  • Mariya Gubareva
  • Xuan Vinh Vo
  • Ahmed Bossman

Some notable recent papers authored by Zaghum Umar are:

  • "The impact of the Russia-Ukraine conflict on the connectedness of financial markets" (2022), published in Finance Research Letters
  • "A time-frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets" (2020), published in Journal of Behavioral and Experimental Finance
  • "The static and dynamic connectedness of environmental, social, and governance investments: International evidence" (2020), published in Economic Modelling

This profile reflects Zaghum Umar's contribution to examining financial markets through advanced econometric and statistical methods, with a focus on volatility, risk modeling, and the economic impact of global events such as the COVID-19 pandemic and geopolitical conflicts.

Best Publications

  • The impact of the Russia-Ukraine conflict on the connectedness of financial markets

    Unknown

  • Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

    Mehmet Balcilar;David Gabauer;Zaghum Umar

  • Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis

    Unknown

  • Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

    Unknown

  • A time-frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets.

    Zaghum Umar;Mariya Gubareva

  • Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

    Syed Jawad Hussain Shahzad;Román Ferrer;Laura Ballester;Zaghum Umar

  • Dynamic connectedness of oil price shocks and exchange rates

    Farooq Malik;Zaghum Umar

  • COVID–19 media coverage and ESG leader indices

    Akhtaruzzaman;Sabri Boubaker;Zaghum Umar;Zaghum Umar

  • The Static and Dynamic Connectedness of Environmental, Social, and Governance Investments: International Evidence

    Zaghum Umar;Zaghum Umar;Dimitris Kenourgios;Sypros Papathanasiou

  • A tale of company fundamentals vs sentiment driven pricing: The case of GameStop

    Zaghum Umar;Zaghum Umar;Mariya Gubareva;Mariya Gubareva;Imran Yousaf;Shoaib Ali

  • The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

    Zaghum Umar;Zaghum Umar;Mariya Gubareva;Mariya Gubareva;Tamara Teplova

  • The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies

    Zaghum Umar;Francisco Jareño;María de la O González

  • Oil price shocks and the return and volatility spillover between industrial and precious metals

    Zaghum Umar;Zaghum Umar;Francisco Jareño;Ana Escribano

  • Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis

    Unknown

  • Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness

    Zaghum Umar;Zaghum Umar;Francisco Jareño;Ana Escribano

  • Islamic vs conventional equities in a strategic asset allocation framework

    Zaghum Umar

  • Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

    David Y. Aharon;Zaghum Umar;Zaghum Umar;Xuan Vinh Vo

  • COVID-19 and the quantile connectedness between energy and metal markets

    Unknown

  • Return and volatility transmission between oil price shocks and agricultural commodities.

    Zaghum Umar;Mariya Gubareva;Muhammad Naeem;Ayesha Akhter

  • Oil shocks and equity markets: The case of GCC and BRICS economies

    Zaghum Umar;Zaghum Umar;Nader Trabelsi;Nader Trabelsi;Adam Zaremba;Adam Zaremba

  • Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis

    Zaghum Umar;Zaghum Umar;Mariya Gubareva;Mariya Gubareva;Dang Khoa Tran;Tamara Teplova

  • The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis

    Zaghum Umar;Mariya Gubareva

  • Term Spreads and the COVID-19 Pandemic: Evidence from International Sovereign Bond Markets

    Adam Zaremba;Adam Zaremba;Renatas Kizys;David Y. Aharon;Zaghum Umar;Zaghum Umar

  • Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data

    Adam Zaremba;Adam Zaremba;Zaghum Umar;Mateusz Mikutowski

  • Connectedness between cryptocurrency and technology sectors: International evidence

    Zaghum Umar;Zaghum Umar;Nader Trabelsi;Nader Trabelsi;Faisal Alqahtani

Frequent Co-Authors

Syed Jawad Hussain Shahzad
Syed Jawad Hussain Shahzad Montpellier Business School
Imran Yousaf
Imran Yousaf Prince Sultan University
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
David Gabauer
David Gabauer Lincoln University
Mehmet Balcilar
Mehmet Balcilar University of New Haven
Xuan Vinh Vo
Xuan Vinh Vo University of Economics Ho Chi Minh City
Sabri Boubaker
Sabri Boubaker EM Normandie

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Exploring online degrees is a practical next step for those interested in Economics and Finance. Flexible learning options now make it easier than ever to launch or accelerate your career without disrupting your current commitments. A popular choice is enrolling in one of the best accelerated MBA programs, designed to fast-track your advancement in business and financial roles.

Affordability is also a growing concern for many students. If launching your own venture is your goal, the cheapest MBA entrepreneurship online program options can help you gain critical business skills without breaking the bank.

For those interested in organizational leadership, you may wonder, is project management a good degree? Project management expertise is highly sought after in finance, consulting, and beyond. Alternatively, if you want to specialize further, a finance fast track program can quickly equip you with advanced analytical and financial modeling skills.

No matter your ambitions, online degrees can empower you to shape a successful future in Economics, Finance, or related fields.

Best Scientists Citing Zaghum Umar

Trending Scientists