Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis-Reference-Cited by-同舟云学术

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Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis

Published:2022-12 Issue: Volume:79 Page:102976
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Mensi Walid,Al Rababa'a Abdel Razzaq,Alomari Mohammad^ORCID,Vo Xuan Vinh,Kang Sang Hoon

Funder

Ministry of Education

National Research Foundation of Korea

Đại học Kinh tế Thành phố Hồ Chí Minh

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference88 articles.

1. Stock market volatility and learning;Adam;J. Finance,2016

2. How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: nonlinear evidences through threshold regression and markov-regime switching models;Adekoya;Resour. Pol.,2021

3. The nexus between oil price and Islamic stock markets in Africa: a wavelet and multivariate-GARCH approach;Albulkarim;Borsa Istanbul Review,2020

4. Infectious diseases tracking and sectoral stock market returns: a quantile regression analysis;Alomari;N. Am. J. Econ. Finance,2021

5. Oil volatility, oil and gas firms and portfolio diversification;Antonakakis;Energy Econ.,2018

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Return and volatility spillovers among oil price shocks and international green bond markets;Research in International Business and Finance;2024-04

2. Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies;Energy;2024-03

3. Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks;The Quarterly Review of Economics and Finance;2024-02

4. Higher-order moment connectedness between stock and commodity markets and portfolio management;Resources Policy;2024-02

5. How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence;Journal of Commodity Markets;2024-02

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