This paper aims to indicate the linkages between crude oil prices and selected food price
indexes (dairy, meat, oils, cereals, and sugar) and provide an empirical specification of the …

This paper investigates volatility spillovers between energy and stock markets during
periods of crises. Our main findings reveal that transmissions of volatilities among these …

This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

In this study we examine the asymmetric propagation of return spillovers between oil prices
and Islamic stock prices at the sector level. To achieve that, we extend the work of …

This paper examines the dynamic and frequency spillovers between global Green Bonds
(GBs), WTI oil and G7 stock markets using the time–frequency spillover index by Baruník …

This study examines the interaction between oil prices, exchange rate, and stock returns in
Pakistan by using quarterly data from January 2000 to December 2019. We extend the …

The literature on demand and supply of minerals for the global energy transition portrays a
potential way to achieve environmental sustainability objectives. This study is an endeavour …

This study examines the multiscale spillovers and nonlinear causalities between the crude
oil futures market and the stock markets of the United States (US), Canada, China, Russia …

We aim at facilitating risk management in the oil market by identifying the long-run gold-oil
dynamic correlation using the DCC-MIDAS approach. We regard economic uncertainty and …