Effects of COVID-19 on global financial markets: Evidence from qualitative research for developed and developing economies

L Zhao, E Rasoulinezhad, T Sarker… - The European Journal of …, 2023 - Springer
The research aims to prioritize the pandemic's impact on the financial markets of developed
and developing economies using a multi-criteria decision-making approach. The results …

Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach

Y Chen, B Zheng, F Qu - Resources Policy, 2020 - Elsevier
This study investigated the volatility spillovers and dynamic correlations between
international crude oil, new energy and rare earth markets in China, given China's …

Global oil price uncertainty and excessive corporate debt in China

X Ren, J Qin, C Jin, C Yan - Energy Economics, 2022 - Elsevier
Oil price uncertainty has widely influenced the economic development of the world. This
study explores the influence of oil price uncertainty on the excessive debt behavior of …

On interaction of the energy: Human capital Kuznets curve? A case for technology innovation

N Hanif, N Arshed, O Aziz - Environment, Development and Sustainability, 2020 - Springer
On the eve of depleting energy resources and global warming, there is a sincere push by
OECD and other economies toward the sustainable energy consumption. This change of …

Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach

S Zeinedini, MS Karimi, A Khanzadi - Resources Policy, 2022 - Elsevier
The main aim of this paper is to investigate the influence of global oil and gold prices on the
Iran stock market during the Covid-19 pandemic. The approach used in this study is the …

The impact of changes in oil price on stock market: Evidence from Africa

I Kelikume, O Muritala - … Journal of Management, Economics and Social …, 2019 - econstor.eu
This study examined the impact of oil price on African stock markets. Using quarterly data
from five selected oil producing countries with stock market presence, from Q1: 2010 to Q4 …

[HTML][HTML] The nexus between oil price and islamic stock markets in Africa: A wavelet and Multivariate-GARCH approach

FM Abdulkarim, MI Akinlaso, BA Hamid, HS Ali - Borsa Istanbul Review, 2020 - Elsevier
The goal of this paper is to address the relationship between crude oil-price changes on
some selected African Islamic indices, using daily data from May 4, 2011, to January 25 …

Predicting stock returns using crude oil prices: A firm level analysis of Nigeria's oil and gas sector

W Adekunle, AM Bagudo, M Odumosu, SB Inuolaji - Resources Policy, 2020 - Elsevier
The decision over asset holding is traditionally premised on the double-edge objective of
returns maximization and risk minimization. While the class of assets held by a typical …

Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities

IO Fasanya, O Adekoya, R Sonola - Economic Systems, 2023 - Elsevier
The complexities in modern stock markets make it imperative to unravel the possible
predictors of their future values. This paper thus provides insights into the predictability of …

Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities

R Robiyanto, BA Nugroho, E Handriani, AD Huruta - Financial Innovation, 2020 - Springer
The previous studies have shown that capital market integration has increased in the
ASEAN-5, implying that investors making investment diversification across ASEAN capital …