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 …

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 …

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 …

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) …

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 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 …

This study examines the relationship between domestic macroeconomic factors and
domestic precious metals prices across developed and emerging markets from 1979 to …

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 …

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 …

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 …