With many commodity and financial markets reportedly experiencing poor performances
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …

Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

This paper examines the extent of volatility between oil price and sectoral indices in the Gulf
Cooperation Council (GCC) countries by using quantile regression analysis (QRA) for the …

This paper investigates the inter-connectedness between WTI oil price returns and the
returns of listed firms in the US energy sector. Specifically, we focus on the issue of whether …

This study seeks to conduct a comprehensive analysis of the return and volatility spillover
dynamics between a network of base metals, in the Indian context, for the time period …

We study the tail dependence between crude oil and BRIC stock markets using a time-
varying optimal copula (TVOC) approach. We show evidence of multiple tail dependence …

This study employs six price series from international and Chinese crude oil markets and
Chinese stock market to test for bubbles. Based on the efficient market hypothesis and the …

The degree of integration between energy and stock markets is critical for the diversification,
risk management and funding decisions of global corporations and investors alike. We …

We use quantile Granger causality and quantile spillover indices to analyze the
connectedness of returns and volatility between crude oil and China's energy-intensive …

This paper is the first attempt to forecast the time-varying total return and volatility
connectedness between the oil prices and the Islamic stock indices of seven oil-exporting …