Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock
markets. The stock market information of the top 32 coronavirus affected economies (as of …

This paper introduces a novel framework of partial connectedness measures to investigate
contagion dynamics between different types of oil price shocks and exchange rates. Oil price …

This paper analyses the dynamic dependence between WTI crude oil and the exchange
rates of the United States and China, taking structural changes of dependence into account …

This paper investigates the effects of oil price shocks on Asian exchange rates. We employ
quantile regression analysis and allow for structural breaks and asymmetry. Our results …

This study investigates whether the relationships between China's exchange rate, domestic
crude oil price, and the international crude oil price have a switch in the period before and …

Because of existing policy silos, energy policy tends to be addressed from a narrowly energy-
centric basis; yet energy systems are clearly also affected by a wide range of policies …

This paper aims to examine the dynamic linkages among the gold market, US dollar and
crude oil market. The analysis also delves more deeply into the effect of the global financial …

In this paper, we investigate the cross-correlations between three benchmark
cryptocurrencies (including Bitcoin, Ethereum and Ripple) and some of the well-known …

This article explores the changing interdependence between crude oil and world food prices
at varying time scales using detrended cross correlation analysis that would answer whether …