Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

Gold price has always played an important role in the world economy and finance. In order
to predict the gold price more accurately, this paper proposes a novel decomposition …

The Covid-19 crisis has been spread rapidly throughout the world so far. However, how
deep and long the turbulence would depend on the success of solutions taken to deter the …

The spreading COVID-19 outbreak has wreaked havoc on the world's financial system that
raises an urgent need for the re-evaluation of the gold as safe haven for their money …

This paper investigates the return volatility spillover effects and the dynamic relationships
among WTI crude oil futures, Natural Gas futures, and the Chinese stock markets related to …

Sustainable economic growth is the prime concern of each country without compromising
environmental sustainability. Therefore investors seek the opportunities such as investment …

Gold is usually regarded as having the potential to hedge or to act as a safe haven in the
financial market. Does this follow onto the oil market and if so at what frequencies and to …

Using daily return, realized volatility, realized skewness and realized kurtosis as risk proxies,
we analyze the risk spillovers among crude oil, gold, economic policy uncertainty (EPU) and …

This paper investigates the relationship between EPU, oil and stock markets in the BRIC
countries under different market conditions. The multivariate quantile VAR approach is used …

We investigate the spillovers and hedging between US equity sector returns and oil, gold,
Islamic stocks, and the implied volatilities of oil (OVX) and US stock market (VIX) based on …