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 …

The nexus between extreme events and energy price risk is of great importance in energy
finance analysis due to the fact that those events generally exert strong impacts on energy …

With the development of Industry 4.0 and the urgency of transitioning to a low-carbon
economy, fintech and environmentally friendly financial instruments have been widely …

We examine the frequency dynamics of volatility spillovers between crude oil and China's
stock markets in a spectral representation framework of generalized forecast error variance …

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 …

The present paper analyses the association among the fluctuations in global crude oil prices
and the Dow Jones Islamic Stock Index by employing daily data from 1st January 1996 to …

This paper explores dynamic information connectedness effects between natural gas
markets, uncertainties and stock markets in the North American and European regions for …

This paper uses the wavelet method to investigate co-movements between the five
emerging stock markets of Brazil, Russia, India, China, and South Africa (BRICS), and the oil …

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 analyzes the relationship between oil shocks and the equity markets of a group of
world major oil producers and consumers encompassing both the GCC and BRICS …