Remy Jonkam Oben

Volatility Connectedness and Portfolio Optimization Across Islamic Finance, Sustainable, and Technological Innovation Markets: Evidence From Multiple Global Turbulences

ABSTRACT This study investigates volatility spillovers and minimum‐variance portfolio allocation among Islamic finance, sustainable, and technological innovation markets across four major global turbulences (COVID‐19 pandemic, Russia–Ukraine conflict, 2023 banking crisis, and 202...

Cross-domain volatility connectedness and portfolio optimization among DeFi, ESG, biodiversity, and new economy markets: evidence from multiple global crises

The growth of decentralized finance (DeFi) and sustainability-linked investment markets has been rapid. This, alongside an unprecedented succession of global crises, has created an urgent need to comprehend the propagation of risk across financial markets and its portfolio implic...