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3. Financial Derivatives Usage and Firm Value in Turbulent Periods: Comparative Evidence from India during the COVID-19 Crisis. (2025). S. M. R. K. Samarakoon, ; Pradhan, Rudra P ; I. K. D. Gunathunga, ; Tripathy, Sasikanta.
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7. Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Bashir, Usman ; Ur, Ramiz ; Hussain, Muntazir.
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8. Unveiling the Dynamics: Exploring the Relationship between Emerging Stock Market Prices and Macroeconomic Indicators through ARDL Analysis. (2024). Baba, Murtala Mustapha ; Gm, Nihat.
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9. New roles for energy and financial markets in spillover connections: context under COVID-19 and the Russia–Ukraine conflict. (2024). Lu, Xinjie ; Guo, Xiaozhu ; Mu, Shaobo ; Zhang, Min.
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10. Dynamic hedging responses of gold and silver to inflation: A Markov regime-switching VAR analysis∗. (2024). O'Mahony, Barry ; Valadkhani, Abbas.
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11. Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations. (2024). Sarwar, Suleman ; Waheed, Rida ; Yuan, Qiong ; Morales, Lucia ; Aziz, Ghazala.
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13. 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.
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18. Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Zhou, Hegang ; Xu, Chao.
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20. The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Moyo, Clement ; Anyikwa, Izunna.
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21. Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan.
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23. Does golds hedging uncertainty aura fade away?. (2022). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei.
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24. A regime-switching real-time copula GARCH model for optimal futures hedging. (2022). Lee, Chien-Chiang.
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25. Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Haoyang.
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26. Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Asaad, Zeravan ; Al-Delawi, Amjad Saber.
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27. Can Oil Price Predict Exchange Rate? Empirical Evidence from Deep Learning. (2022). Kekere, Ibrahim ; Safi, Samir ; Aliyu, Salisu ; Sanusi, Olajide Idris ; Ibrahim, Kekere Sule.
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28. Is gold a safe haven for the dynamic risk of foreign exchange?. (2021). wang, kuan min ; Lee, Yuan-Ming ; Thi, Thanh-Binh Nguyen.
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29. Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China’s stock prices?. (2021). Wu, Shuyu ; Long, Shaobo ; Zhang, Mengxue ; Li, Keaobo.
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31. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kayani, Ghulam Mujtaba.
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32. Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
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33. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
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34. The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). Triki, Mohamed Bilel ; ben Maatoug, Abderrazek.
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35. Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun.
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36. Deep belief network for gold price forecasting. (2020). Zhang, Pinyi ; Ci, Bicong.
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37. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
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39. An Empirical Analysis on the Application of Financial Derivatives as a Hedging Strategy among Malaysian Firms. (2019). Zakaria, Shahsuzan ; Mohd, Nor Asyiqeen ; Pyeman, Jaafar.
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40. Interest Rate Risk Management by Financial Engineering in Pakistani Non-Financial Firms. (2019). Bashir, Taqadus ; Khalid, Shujaat ; Javed, Saman ; Khan, Kanwal Iqbal.
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42. Corporate Derivatives and Ownership Concentration: Empirical Evidence of Non-Financial Firms Listed on Pakistan Stock Exchange. (2018). Nazir, Main Sajid ; Arshad, Hamera ; Butt, Affaf Asghar ; Shahzad, Aamer.
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44. Determinants of corporate hedging policies and derivatives usage in risk management practices of non-financial firms. (2014). Chaudhry, Naveed Iqbal ; Mehmood, Mian Saqib.
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