Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets

Author:

Zhu HuimingORCID,Xia XilingORCID,Hau LiyaORCID,Zeng TianORCID,Deng XiORCID

Funder

National Natural Science Foundation of China

National Office for Philosophy and Social Sciences

Chinese National Funding of Social Sciences

Publisher

Elsevier BV

Reference60 articles.

1. 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 Review,2016

2. Financialization in commodity markets: A passing trend or the new normal?;Adams;Journal of Banking & Finance,2015

3. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies;Adekoya;Resources Policy,2022

4. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resources Policy,2021

5. 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;Resources Policy,2020

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