Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies-Reference-Cited by-同舟云学术

Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies

Published:2022-09 Issue: Volume:78 Page:102877
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Adekoya Oluwasegun B.^ORCID,Akinseye Ademola B.^ORCID,Antonakakis Nikolaos,Chatziantoniou Ioannis^ORCID,Gabauer David,Oliyide Johnson^ORCID

Publisher

Elsevier BV

Subject

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

Reference71 articles.

1. The nexus between oil price and Islamic stock markets in Africa: A wavelet and multivariate-GARCH approach;Abdulkarim;Borsa Istanbul Rev.,2020

2. The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches;Abdullah;Borsa Istanbul Rev.,2016

3. Risk transmissions between sectoral islamic and conventional stock markets during COVID-19 pandemic: What matters more between actual COVID-19 occurrence and speculative and sentiment factors?;Adekoya;Borsa Istanbul Rev.,2021

4. Risk transmissions between sectoral islamic and conventional stock markets during COVID-19 pandemic: What matters more between actual COVID-19 occurrence and speculative and sentiment factors?;Adekoya;Borsa Istanbul Rev.,2022

5. The nexus between oil price and stock market: Evidence from South Asia;Alamgir;Energy Rep.,2021

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