With many commodity and financial markets reportedly experiencing poor performances
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …

In the context of the debate on Bitcoin, gold resources, and stock markets, the current study
examines the nexus between the gold market, Bitcoin, and stock market returns. We explore …

Much significant research has been done to study the links between gold returns and the
returns of other asset classes in times of economic crisis and high uncertainty. We contribute …

Extreme events have a systemic impact on global financial markets, leading to significant
cross-market spillovers in the oil, gold, and stock markets and raising widespread concerns …

We investigate the connectedness among crude oil prices, stock index and metal prices
covering the period of 1990M1-2017M3 for US economy applying time domain Spillover …

Economic policies play a vital role in shaping economic development of an economy, and
any uncertainty in the policies slows down its development process. Several factors are …

This paper sets out to explore whether convergence and herding phenomena exist for digital
currencies. Daily data cover a large spectrum of cryptocurrencies in separate bull and bear …

This study investigates the nexus among natural gas price, crude oil price, gold price,
exchange rate, and stock market index in Indian context using the Nonlinear Autoregressive …

The objective of this paper is to employ the novel technique of nonparametric causality-in-
quantiles to examine the predictability of returns and volatility of six important commodities …

This paper is aimed on the analysis of monthly spot oil prices (WTI) between 1986 and 2015.
The methodology is based on Dynamic Model Averaging (DMA) and Dynamic Model …