[HTML][HTML] Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications
MF Bashir - Environmental Science and Pollution Research, 2022 - Springer
The current research paper identifies the current dynamics in the oil price-stock market
nexus to provide a research overview and suggest further research directions. We used …
nexus to provide a research overview and suggest further research directions. We used …
Directional spillover effects and time-frequency nexus between oil, gold and stock markets: evidence from pre and during COVID-19 outbreak
The Covid-19 crisis has been spread rapidly throughout the world so far. However, how
deep and long the turbulence would depend on the success of solutions taken to deter the …
deep and long the turbulence would depend on the success of solutions taken to deter the …
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
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 …
and ten sector stock markets of China. The results show using the spillover index of Diebold …
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
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) …
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
OB Adekoya, AB Akinseye, N Antonakakis… - Resources Policy, 2022 - Elsevier
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 …
and Islamic stock prices at the sector level. To achieve that, we extend the work of …
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Z Dai, H Zhu - Energy Economics, 2022 - Elsevier
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 …
among WTI crude oil futures, Natural Gas futures, and the Chinese stock markets related to …
[HTML][HTML] Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run
HMU Rana, F O'Connor - International Review of Financial Analysis, 2023 - Elsevier
This study examines the relationship between domestic macroeconomic factors and
domestic precious metals prices across developed and emerging markets from 1979 to …
domestic precious metals prices across developed and emerging markets from 1979 to …
Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico
This study investigates the dynamic relationship among international oil prices, international
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …
Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach
This study examines how the geopolitical oil price risk index, global gold price, global
interest rate, and global exchange rate affect Islamic and conventional securities. For …
interest rate, and global exchange rate affect Islamic and conventional securities. For …
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Z Dai, H Zhu - International Review of Economics & Finance, 2023 - Elsevier
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 …
we analyze the risk spillovers among crude oil, gold, economic policy uncertainty (EPU) and …