COVID-19 has posed unprecedented challenges to global finances because of its
unparalleled global scope, with both concomitant shocks as well as the likely altering of risk …

This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …

This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

This study examines the dynamic asymmetric return spillovers between gold and oil
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …

This paper explored the connectedness of dynamic time-frequency between
cryptocurrencies and traditional financial assets in China using a weekly dataset from …

This study investigates the dynamic connectedness and spillovers between Islamic and
conventional stock markets to reveal the time-and frequency-domain dynamics of the two …

This paper investigates the return volatility spillover effects and the dynamic relationships
among WTI crude oil futures, Natural Gas futures, and the Chinese stock markets related to …

Using daily return, realized volatility, realized skewness and realized kurtosis as risk proxies,
we analyze the risk spillovers among crude oil, gold, economic policy uncertainty (EPU) and …

With the steady growth in the data set on the COVID‐19 pandemic, empirical works that
employ novel and yet appropriate statistical techniques to corroborate previous findings of …

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 …