This paper examines the connectedness among 12 African equity markets and the global
commodity, developed equity markets, paying particular attention to their evolution during …

This study investigates risk spillovers among sub-Saharan African (SSA) stock markets, the
Middle East, and North Africa (MENA). Analyzing daily data from March 27th, 2014, to …

Many scholars have explored the COVID-19 impact on the crude oil, gold, and Bitcoin
markets, whereas most have ignored the media coverage influence. This paper focuses on …

This paper investigates connectedness in option implied moments, such as volatility,
skewness, and kurtosis across precious metals (gold, silver) and energy (crude oil and …

In the transition from dirty to green energy, non-ferrous metals are crucial. The COVID-19
pandemic has severely hampered the energy transition process and affected risk …

This study examines the spillover role of the implied volatilities of oil, gold, and the stock
market with US equity sectors. Using time and frequency-based spillover methods, we find …

The COVID-19 pandemic has led to extensive news coverage, causing investor sentiment to
swing, which has further increased financial market price volatility. There is an increasing …

Using a two-step VAR asymmetric BEKK GARCH model, this research explores the
asymmetric return and volatility connectedness between gold and several energy markets …

This research investigates the applicability of the renowned “impossible trinity” hypothesis
within the context of energy instability, contributing a unique perspective to the relevant …

This study examines the quantile relationships among silver, gold, gold mining, oil and
energy sector uncertainty indexes. Using a quantile cross-spectral approach, results show …