Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases-Reference-Cited by-同舟云学术

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Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases

Published:2023-03 Issue: Volume:77 Page:617-634
ISSN:0313-5926
Container-title:Economic Analysis and Policy
language:en
Short-container-title:Economic Analysis and Policy

Author:

Arfaoui Nadia,Yousaf Imran,Jareño Francisco^ORCID

Funder

Junta de Comunidades de Castilla-La Mancha

Federación Española de Enfermedades Raras

Ministerio de Ciencia e Innovación

Gobierno de España Ministerio de Ciencia e Innovación

Publisher

Elsevier BV

Subject

Economics and Econometrics,Economics, Econometrics and Finance (miscellaneous)

Reference86 articles.

1. 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. Policy,2021

2. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?;Ahmad;Resour. Policy.,2021

3. Volatility transmission across international markets amid COVID 19 pandemic;Ajmi;Stud. Econ. Finance,2021

4. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?;Akhtaruzzaman;Econ. Model.,2021

5. Revisiting the valuable roles of commodities for international stock markets;Ali;Resour. Policy.,2020

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1. Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies;Energy Economics;2024-11

2. Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach;Energy Economics;2024-11

3. Volatility Spillovers among the Major Commodities: A Review;Journal of Risk and Financial Management;2024-08-15

4. Mapping fear in financial markets: Insights from dynamic networks and centrality measures;Pacific-Basin Finance Journal;2024-06

5. Commonality in volatility among green, brown, and sustainable energy indices;Finance Research Letters;2024-06

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