[HTML][HTML] The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets

EG Taera, B Setiawan, A Saleem, AS Wahyuni… - Journal of Open …, 2023 - Elsevier
This study investigates the volatility and external shock persistence within the financial and
alternative assets markets during times of crises triggered by Covid-19 and the war in …

Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies

S Cheng, MJ Deng, R Liang, Y Cao - Resources Policy, 2023 - Elsevier
The volatility of international crude oil and gold markets has affected stock markets through
several economic channels, and the impact tends to be more evident with the appearance of …

[HTML][HTML] Cryptocurrencies against stock market risk: New insights into hedging effectiveness

M Just, K Echaust - Research in International Business and Finance, 2024 - Elsevier
This study examines the role of cryptocurrencies as a hedging and safe-haven instrument
against stock market risk. Employing five of the largest cryptocurrencies by market …

Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile …

G Aziz, S Sarwar, Q Yuan, R Waheed, L Morales - Resources Policy, 2024 - Elsevier
The purpose of current study is to reinvestigate the role of oil and gold to hedge the
Pakistani stocks. In contrast to previous studies, we have used long span of data and divided …

The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches

S Mejri, C Aloui, N Khan - Resources Policy, 2024 - Elsevier
This paper relights the discourse surrounding the gold-stock nexus, delving into intrinsic
cross-correlations and causalities through a trio of multiscale-based methodologies …

To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk

K Echaust, M Just, A Kliber - International Review of Financial Analysis, 2024 - Elsevier
The article aims to determine whether any hedging strategy against stock market risk,
performed using instruments popular in the literature (gold, cryptocurrencies and oil), can …

How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach

S Shroff, N Agrawal, UL Paliwal, MP Yadav - Research in International …, 2025 - Elsevier
Abstract Considering the recent Israel-Hamas conflict, we aim to examine its influence on
the leading commodities, metals, and global financial markets. Using an event study …

The degree of Asian-European markets connectedness: examining the impact of global disorders using a spectral analysis

D Dimitriou, E Goulas, C Kallandranis… - Journal of Asia …, 2024 - emerald.com
Purpose This paper aims to examine potential diversification benefits between Eurozone (ie
EURO STOXX 50) and key Asia markets: HSI (Hong Kong), KOSPI (South Korea), NIKKEI …

[PDF][PDF] Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis

RG Hapau - Management & Marketing, 2023 - sciendo.com
The study aims to investigate capital market volatility during crises, exploring the
relationships between three key financial indicators: oil prices, the VIX index, and gold …

Assessing the performance of safe haven assets during major crises

ALL Sokhombela, L Bonga-Bonga, MM Manguzvane - 2024 - mpra.ub.uni-muenchen.de
This paper investigates the safe-haven characteristics of three assets, namely gold, crude oil
and Bitcoin, and their ability to reduce downside risk of different portfolios during two severe …