1. The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang.
   In: Energy Economics.
   RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

   Full description at Econpapers || Download paper

2. Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

   Full description at Econpapers || Download paper

3. Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH. (2024). Rahman, Mohammad Mafizur ; Haneklaus, Nils ; Li, Binlin.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00607-x.

   Full description at Econpapers || Download paper

4. Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1.

   Full description at Econpapers || Download paper

5. Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets. (2024). Mishra, Tapas ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000898.

   Full description at Econpapers || Download paper

6. Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

   Full description at Econpapers || Download paper

7. Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries. (2024). Kang, Sang Hoon ; el Khoury, Rim ; Al-Kharusi, Sami ; Mensi, Walid.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005252.

   Full description at Econpapers || Download paper

8. Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197.

   Full description at Econpapers || Download paper

9. The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

   Full description at Econpapers || Download paper

10. Time series analysis for COMEX platinum spot price forecasting using SVM, MARS, MLP, VARMA and ARIMA models: A case study. (2024). Garcia-Nieto, Paulino Jose ; Menendez-Garcia, Luis Alfonso ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005154.

    Full description at Econpapers || Download paper

11. Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551.

    Full description at Econpapers || Download paper

12. Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x.

    Full description at Econpapers || Download paper

13. Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies. (2023). Meng, Juan ; Wang, Guannan ; Mo, Bin.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:4:p:910-:d:1064874.

    Full description at Econpapers || Download paper

14. Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Qureshi, Fiza ; Longsheng, Cheng ; Hkiri, Besma.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952.

    Full description at Econpapers || Download paper

15. Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

    Full description at Econpapers || Download paper

16. A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence. (2022). Chaudhuri, Tamal Datta ; Garcia, Noelia ; Gamez, Matias ; Ghosh, Indranil ; Alfaro-Cortes, Esteban.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002827.

    Full description at Econpapers || Download paper

17. Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005566.

    Full description at Econpapers || Download paper

18. Precious metals as hedge and safe haven for African stock markets. (2022). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Agyemang, Abraham.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200229x.

    Full description at Econpapers || Download paper

19. Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes. (2021). Yoon, Seong-Min ; Lee, Yun-Jung ; Vo, Xuan Vinh ; Mensi, Walid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100458x.

    Full description at Econpapers || Download paper

1. Abdulkarim, F.M. ; Akinlaso, M. ; AbulHamid, B. ; Ali, H.S. The nexus between oil price and Islamic stock markets in Africa: a wavelet and Multivariate-GARCH approach. 2020 Borsa Istanbul Review. 20 108-120
   Paper not yet in RePEc: Add citation now
   

2. Abduzayed, B. ; Al-Fayoumi, N. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. 2021 N. Am. J. Econ. Finance. 58 101476-

3. Aielli, G.P. Dynamic Conditional Correlations: On Properties and Estimation. 2013 Journal of Business and Economic Statistics. 31 282-299

4. Akkoc, U. ; Civcir, I. Dynamic linkages between strategic commodities and stock market in Turkey: evidence from SVAR-DCC-GARCH model. 2019 Resour. Pol.. 62 231-239

5. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest. 2017 Int. Rev. Financ. Anal.. 50 1-26

6. Baruník, J. ; Kley, T. Quantile coherency: a general measure for dependence between cyclical economic variables. 2019 Econom. J.. 22 131-152

7. Baruník, J. ; Krehlik, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 J. Financ. Econom.. 16 271-296

8. Basher, S.A. ; Sadorsky, P. Oil price risk and emerging stock markets. 2006 Global Finance J.. 17 224-251

9. Baur, D.G. ; Lucey, B.M. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold. 2010 Financ. Rev.. 45 217-229

10. Baur, D.G. ; McDermott, T.K. Is gold a safe haven? International evidence. 2010 J. Bank. Finance. 34 1886-1898

11. Bildirici, M. ; Gokmenoglu, S. Precious metal abundance and economic growth: evidence from top precious metal producer countries. 2020 Resour. Pol.. 65 101572-

12. Bjørnland, H.C. Oil price shocks and stock market booms in an oil exporting country. 2009 Scot. J. Polit. Econ.. 56 232-254

13. Chen, K. ; Wang, M. Is gold a hedge and safe haven for stock market?. 2019 Appl. Econ. Lett.. 26 1080-1086

14. Choudhry, T. ; Hassan, S.S. ; Sahbi, S. Relationship between gold and stock markets during the global financial crisis: evidence from nonlinear causality tests. 2015 Int. Rev. Financ. Anal.. 41 247-256

15. Ciner, C. ; Gurdgiev, C. ; Lucey, B.M. Hedges and safe havens: an examination of stocks, bonds, gold, oil and exchange rates. 2013 Int. Rev. Financ. Anal.. 29 202-211

16. Contuk, F.Y. ; Burucu, H. ; Güngör, B. Effect of gold price volatility on stock returns: example of Turkey. 2013 Int. J. Econ. Finance Stud.. 5 119-140
    Paper not yet in RePEc: Add citation now
    

17. Delatte, A.-L. ; Lopez, C. Commodity and equity markets: Some stylized facts from a copula approach. 2013 J. Bank. Finance. 37 5346-5356

18. Delpachitra, S. ; Hou, K. ; Cottrell, S. The impact of oil price shocks in the Canadian economy: a structural investigation on an oil-exporting economy. 2020 Energy Econ.. 91 104846-

19. Demirer, R. ; Ferrer, R. ; Shahzad, S. Oil price shocks, global financial markets and their connectedness. 2020 Energy Econ.. 88 104771-

20. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66

21. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 J. Econom.. 182 119-134

22. Engle, R.F. ; Kelly, B. Dynamic Equicorrelation. 2012 Journal of Business and Economic Statistics. 30 212-228

23. Fiorentini, G. ; Sentana, E. ; Calzolari, G. Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with Student-t innovations. 2003 J. Bus. Econ. Stat.. 21 532-546

24. Gelb, A. Oil Windfalls Blessing or Curse?. 1988 Oxford University Press: New York
    Paper not yet in RePEc: Add citation now
    

25. Gencer, G. ; Musoglu, Z. Volatility transmission and spillovers among gold, bonds and stocks: an empirical evidence from Turkey. 2014 Int. J. Econ. Financ. Issues. 4 705-713

26. Hillier, D. ; Draper, P. ; Faff, R. Do precious metals shine? An investment perspective. 2006 Financ. Anal. J.. 62 98-106
    Paper not yet in RePEc: Add citation now
    

27. Iqbal, J. Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation. 2017 Int. Rev. Econ. Finance. 48 1-17

28. Jaffe, I. Gold and gold stocks as investments for institutional portfolios. 1989 Financ. Anal. J.. 45 53-59
    Paper not yet in RePEc: Add citation now
    

29. Ji, H. ; Wang, H. ; Zhong, R. ; Li, M. China's liberalizing stock market, crude oil, and safe-haven assets: a linkage study based on a novel multivariate wavelet-vine copula approach. 2020 Econ. Modell.. 93 187-204

30. Jiang, Y. ; Fu, Y. ; Ruan, W. Risk spillovers and portfolio management between precious metal and BRICS stock markets. 2019 Phys. Stat. Mech. Appl.. 534 120993-

31. Jiang, Z. ; Yoon, S.M. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: two types of wavelet analysis. 2020 Energy Econ.. 90 104835-

32. Jones, M.C. ; Kaul, G. Oil and stock markets. 1996 J. Finance. 51 463-491

33. Junttila, J. ; Pesonen, J. ; Raatikainen, J. Commodity market based hedging against stock market risk in times of financial crisis: the case of crude oil and gold. 2018 J. Int. Financ. Mark. Inst. Money. 56 255-280

34. Ku, Y.-H. Student-t distribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management. 2008 Appl. Econ.. 40 1685-1697

35. Maghyereh, A. ; Abdoh, H. Tail dependence between Bitcoin and financial assets: evidence from a quantile cross-spectral approach. 2020 Int. Rev. Financ. Anal.. 71 101545-

36. Mensi, W. ; Al-Yahyaee, K.H. ; Vo, X.V. ; Kang, S.H. Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. 2021 Econ. Anal. Pol.. 71 397-419

37. Mensi, W. ; Beljid, M. ; Boubaker, A. ; Managi, S. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. 2013 Econ. Modell.. 32 15-22

38. Mensi, W. ; Hammoudeh, S. ; Tiwari, A.K. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. 2016 Emerg. Mark. Rev.. 28 155-183

39. Mensi, W. ; Hkiri, B. ; Al-Yahyaee, K. ; Kang, S.H. Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: a VaR based on wavelet approach. 2018 Int. Rev. Econ. Finance. 54 74-102
    Paper not yet in RePEc: Add citation now
    

40. Mensi, W. ; Vo, X.V. ; Kang, S.H. Time and frequency connectedness and network across the precious metal and stock markets: evidence from top precious metal importers and exporters. 2021 Resour. Pol.. 72 102054-

41. Ming, L. ; Yang, S. ; Zhu, S. ; Zhu, H. Does gold Serve as a hedge for the stock market in China? Evidence from a time-frequency analysis. 2020 Emerg. Mark. Finance Trade. 56 659-672

42. Naeem, M.A. ; Hasan, M. ; Arif, M. ; Balli, F. ; Shahzad, S.H.J. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. 2020 Phys. Stat. Mech. Appl.. 21 124235-

43. Nanadha, M. ; Faff, R. Does oil move equity prices? A global view. 2008 Energy J.. 30 986-997

44. Park, J. ; Ratti, R.A. Oil price and stock markets in the U.S. and 13 European countries. 2008 Energy Econ.. 30 2587-2608

45. Poshakwale, S.S. ; Mandal, A. Determinants of asymmetric return comovements of gold and other financial assets. 2016 Int. Rev. Financ. Anal.. 47 229-242

46. Reboredo, J.C. Is gold a hedge or safe haven against oil price movements?. 2013 Resour. Pol.. 38 130-137

47. Sadorsky, P. Oil price shocks and stock market activity. 1999 Energy Econ.. 21 449-469

48. Shahzad, S.H.J. ; Bouri, E. ; Roubaud, D. ; Kristoufek, L. Safe haven, hedge and diversification for G7 stock markets: gold versus bitcoin. 2020 Econ. Modell.. 87 212-224

49. Shahzad, S.H.J. ; Mensi, W. ; Hammoudeh, S. ; Rehman, M. ; Al-Yahyaee, K.H. Extreme dependence and risk spillovers between oil and Islamic stock markets. 2018 Emerg. Mark. Rev.. 34 42-63

50. Sumner, S. ; Johnson, R. ; Soenen, L. Spillover effects among gold, stocks, and bonds. 2010 Journal of Centrum Cathedra. 3 106-120
    Paper not yet in RePEc: Add citation now
    

51. Tiwari, A.K. ; Mishra, B. ; Solarin, S.A. Analysing the spillovers between crude oil prices, stock prices and metal prices: the importance of frequency domain in USA. 2021 Energy. 220 119732-

52. Tursoy, T. ; Faisal, F. The impact of gold and crude oil prices on stock market in Turkey: empirical evidences from ARDL bounds test and combined cointegration. 2018 Resour. Pol.. 55 49-54

53. Uddin, G. ; Hernandez, J.A. ; Shahzad, S.H. ; Kang, S.H. Characteristics of spillovers between the US stock market and precious metals and oil. 2020 Resour. Pol.. 66 101601-

54. Wang, X. Frequency dynamics of volatility spillovers among crude oil and international stock markets: the role of the interest rate. 2020 Energy Econ.. 91 104900-

55. Wen, X. ; Cheng, H. Which is the safe haven for emerging stock markets, gold or the US dollar?. 2018 Emerg. Mark. Rev.. 35 69-90

56. Wu, K. ; Zhu, J. ; Xu, M. ; Yang, L. Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. 2020 N. Am. J. Econ. Finance. 53 101194-

57. Xu, W. ; Ma, F. ; Chen, W. ; Zhang, B. Asymmetric volatility spillovers between oil and stock markets: evidence from China and the United States. 2019 Energy Econ.. 80 310-320

58. Yildirim, Z. ; Arifli, A. Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy: evidence from Azerbaijan. 2021 Energy. 219 119527-

59. Yu, L. ; Zha, R. ; Stafylas, D. ; He, K. ; Liu, J. Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. 2020 Int. Rev. Financ. Anal.. 68 101280-

60. Zhang, Y. ; Wang, M. ; Xiong, X. ; Zou, G. Volatility spillovers between stock, bond, oil, and gold with portfolio implications: evidence from China. 2021 Finance Res. Lett.. 40 10178-

1. Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003416.

   Full description at Econpapers || Download paper

2. Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon.
   In: International Economics.
   RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

   Full description at Econpapers || Download paper

3. Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO.
   In: Applied Energy.
   RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

   Full description at Econpapers || Download paper

4. COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M.
   In: Future Business Journal.
   RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0.

   Full description at Econpapers || Download paper

5. Analyzing the risk spillovers of international crude oil on Chinas corn and biofuel ethanol markets: A transition toward green economy and environmental sustainability. (2024). Lin, Zhenqing ; Zhang, Jin.
   In: Energy & Environment.
   RePEc:sae:engenv:v:35:y:2024:i:3:p:1216-1234.

   Full description at Econpapers || Download paper

6. Co-movement of Oil and Stock Markets During COVID-19: Evidence from the Gulf Corporation Council. (2024). Hanif, Muhammad.
   In: Contemporary Review of the Middle East.
   RePEc:sae:crmide:v:11:y:2024:i:3:p:338-359.

   Full description at Econpapers || Download paper

7. Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS. (2024). Lau, Chi Keung ; Zhang, Dongna ; Soliman, Alaa M.
   In: Emerging Markets Finance and Trade.
   RePEc:mes:emfitr:v:60:y:2024:i:12:p:2631-2645.

   Full description at Econpapers || Download paper

8. Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage. (2024). Aloulou, Myriam ; Yadav, Miklesh ; Santos, Marcos ; Al-Okaily, Manaf ; Alqudah, Anas Ali ; Tabassum, Sabia ; Stakic, Nikola.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10523-y.

   Full description at Econpapers || Download paper

9. Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. (2024). Karmakar, Subhash ; Mukhopadhyay, Jayanta Nath ; Bandyopadhyay, Gautam.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09426-7.

   Full description at Econpapers || Download paper

10. Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises. (2024). Alshater, Muneer ; Almansour, Bashar ; el Khoury, Rim.
    In: Journal of Islamic Accounting and Business Research.
    RePEc:eme:jiabrp:jiabr-01-2023-0024.

    Full description at Econpapers || Download paper

11. Do dirty and clean energy investments react to infectious disease-induced uncertainty?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524003111.

    Full description at Econpapers || Download paper

12. How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

    Full description at Econpapers || Download paper

13. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

    Full description at Econpapers || Download paper

14. Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Cai, Yuan ; Zhang, Feipeng ; Li, Dongxin ; Yuan, DI.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939.

    Full description at Econpapers || Download paper

15. Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794.

    Full description at Econpapers || Download paper

16. Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

    Full description at Econpapers || Download paper

17. Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

    Full description at Econpapers || Download paper

18. Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

    Full description at Econpapers || Download paper

19. Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

    Full description at Econpapers || Download paper

20. Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

    Full description at Econpapers || Download paper

21. Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul.
    In: Empirical Economics.
    RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1.

    Full description at Econpapers || Download paper

22. Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis. (2023). Cao, Ziqiu ; Xiong, Xianyan ; Wang, Liang.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01928-z.

    Full description at Econpapers || Download paper

23. Swings in Crude Oil Valuations: Analyzing Their Bearing on China€™s Stock Market Returns amid the COVID-19 Pandemic Upheaval. (2023). Teng, Zhuoqi ; He, Yugang ; Wu, Renhong ; Coronel, Anibal.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:6695727.

    Full description at Econpapers || Download paper

24. Interconnectedness of Cryptocurrency Uncertainty Indices with Returns and Volatility in Financial Assets during COVID-19. (2023). Bhatti, Muhammad ; Alnemer, Mohammed ; Asiri, Awad.
    In: JRFM.
    RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:428-:d:1247835.

    Full description at Econpapers || Download paper

25. Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Guo, Zixin ; Yu, Zheng ; Tao, Zhang ; Qiao, Sen.
    In: Renewable Energy.
    RePEc:eee:renene:v:209:y:2023:i:c:p:206-217.

    Full description at Econpapers || Download paper

26. Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Zhang, Qiwen ; Cui, Luansong ; Zhao, Jing.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

    Full description at Econpapers || Download paper

27. Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Mensi, Walid ; Roudari, Soheil ; Gholami, Samad ; Al-Yahyaee, Khamis Hamed ; Sadeghi, Abdorasoul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

    Full description at Econpapers || Download paper

28. Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Qureshi, Fiza ; Longsheng, Cheng ; Hkiri, Besma.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952.

    Full description at Econpapers || Download paper

29. How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China. (2023). Liu, Xinyi ; Jiang, Wei ; Dong, Lingfei.
    In: Energy.
    RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017450.

    Full description at Econpapers || Download paper

30. Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Al-Fayoumi, Nedal ; Bouri, Elie ; Abuzayed, Bana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

    Full description at Econpapers || Download paper

31. Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets. (2023). Karim, Sitara ; Sadorsky, Perry ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004097.

    Full description at Econpapers || Download paper

32. Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

    Full description at Econpapers || Download paper

33. The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Hammoud, Rami ; Bouri, Elie ; Kassm, Christina Abou.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

    Full description at Econpapers || Download paper

34. Spillovers and predictability between Saudi Arabia and global financial Markets: Evidence from G20 countries. (2023). Trabelsi, Nader.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001225.

    Full description at Econpapers || Download paper

35. COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective. (2023). Liu, Yueli ; Jin, Xiu ; Huang, Weiqiang ; Yu, Jinming.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000906.

    Full description at Econpapers || Download paper

36. Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Huang, Zishan ; Deng, XI ; Hau, Liya ; Zhu, Huiming.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

    Full description at Econpapers || Download paper

37. Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

    Full description at Econpapers || Download paper

38. Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks. (2022). ben Saad, Mouna ; Boubaker, Heni ; Saidane, Bassem.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00348-3.

    Full description at Econpapers || Download paper

39. Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries. (2022). Alhazbi, Saleh ; Al-Thelaya, Khaled ; Al-Maadid, Alanoud.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000551.

    Full description at Econpapers || Download paper

40. The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001921.

    Full description at Econpapers || Download paper

41. Global pandemic crisis and risk contagion in GCC stock markets. (2022). ben Zaied, Younes ; Saidi, Sana ; ben Cheikh, Nidhaleddine ; Sellami, Mohamed.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:202:y:2022:i:c:p:746-761.

    Full description at Econpapers || Download paper

42. Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; de Gracia, Fernando Perez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

    Full description at Econpapers || Download paper

43. Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Dai, Zhifeng ; Peng, Yongxin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936.

    Full description at Econpapers || Download paper

44. The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Mensi, Walid ; Mahmood, Syed Riaz ; Kang, Sang Hoon ; Rahman, Mishkatur ; Anik, Kaysul Islam.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

    Full description at Econpapers || Download paper

45. Using Artificial Neural Networks to Support the Decision-Making Process of Buying Call Options Considering Risk Appetite. (2021). Puka, Radosaw ; Michalski, Marek ; Amasz, Bartosz.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:24:p:8494-:d:704031.

    Full description at Econpapers || Download paper

46. Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002324.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 06:09:51 || Missing content? Let us know