Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference101 articles.
1. Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? empirical evidence from QARDL approach;Abbass;Resources Policy,2022
2. Islamic stock markets and potential diversification benefits;Abbes;Borsa Istanbul Review,2015
3. Hedging and diversification across commodity assets;Abid;Applied Economics,2020
4. Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence;Abu-Alkheil;The Quarterly Review of Economics and Finance,2017
5. 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 Review,2022
Cited by 6 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. Influence of geopolitical risk on stock volatility in the Middle East and North Africa states;International Scientific Conference „Business and Management“;2024-09-12
2. Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach;Renewable Energy;2024-09
3. Impacts of the Russia-Ukraine war on energy prices: evidence from OECD countries;Policy Studies;2024-07-31
4. Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?;Global Finance Journal;2024-07
5. Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets;International Review of Economics & Finance;2024-06
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3