Spillover-based information set selection: evidence from oil spot price forecasting

Dmitri Mustanen, Ahmad Maaitah, Taufiq Choudhry, Tapas Mishra

European Journal of Finance

Modelling Persistence in Cross-Market Bitcoin Prices with a Break and a Memory

Ahmad Maaitah, Tapas Mishra

Financial innovation and technology

Bitcoin market networks and cyberattacks

Mauro Costantini, Ahmad Maaitah, Tapas Mishra, Ricardo M. Sousa

Physica A Statistical Mechanics and its Applications

The power of investors’ optimism and pessimism in oil market forecasting

Dmitri Mustanen, Ahmad Maaitah, Tapas Mishra, Mamata Parhi

Energy Economics

On a road to long memory? The persistence effects of cross-market bitcoin price movements

Ahmad Maaitah

ePrints Soton (University of Southampton)

Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices

Marc Gillaizeau, Ranadeva Jayasekera, Ahmad Maaitah, Tapas Mishra, Mamata Parhi, Evgeniia Volokitina

International Review of Financial Analysis