M
Muhammad Shafiullah
Researcher at University of Nottingham Malaysia Campus
Publications - 35
Citations - 798
Muhammad Shafiullah is an academic researcher from University of Nottingham Malaysia Campus. The author has contributed to research in topics: Cointegration & Kuznets curve. The author has an hindex of 10, co-authored 24 publications receiving 381 citations. Previous affiliations of Muhammad Shafiullah include Griffith University & University of Nottingham.
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The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries
TL;DR: The authors revisited the nexus between economic growth and carbon dioxide (CO 2 ) emissions for the G7 countries over nearly two centuries and found CO 2 emissions and economic growth to be cointegrated and closely interrelated in the Granger sense.
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The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries
TL;DR: This paper revisited the nexus between economic growth and carbon dioxide (CO2) emissions for the G7 countries over nearly two centuries using a two-century long dataset and some recently popularized nonparametric econometric techniques.
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The Effects of Economic and Financial Crises on International Tourist Flows: A Cross-Country Analysis:
TL;DR: In this paper, the authors investigated the effect of different economic and financial crises, such as inflation crisis, stock market crash, debt crisis, and banking crisis, on international tourism flows.
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The impact of carbon emissions on country risk: Evidence from the G7 economies.
TL;DR: This paper empirically investigates the effect of carbon emissions on sovereign risk by using annual data from G7 advanced economies, which includes Canada, France, Germany, Italy, Japan, UK and USA, for the period from 1996 to 2014, using a novel extreme value theory to measure sovereign risk.
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Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies
TL;DR: In this article, the authors examined the short-, intermediate-, and long-term volatility spillovers between developed and emerging BRICS stock markets and commodity futures markets (oil and gold) using Barunik and Křehlik's (2018) methodology.