This paper examines the safe-haven and hedging potential of oil and gold against industrial
metals and agricultural commodities using a novel approach of quantile-on-quantile …

In view of Malaysia's status as a fast-growing economy with accelerating carbon dioxide
emissions, a better understanding of the relationship between economic growth and …

In this study, we revisit the oil–stock nexus by accounting for the role of macroeconomic
variables and testing their in-sample and out-of-sample predictive powers. We follow the …

In this study, we examine the hedging relationship between gold and US sectoral stocks
during the COVID-19 pandemic. We employ a multivariate volatility framework, which …

In this paper, we provide two main innovations:(i) we analyze oil prices of two prominent
markets namely West Texas Intermediate (WTI) and Brent using the two recently developed …

The paper examines the impact of Economic Policy Uncertainty (EPU) on the dynamic
connectedness among the precious metals before and over the COVID-19 pandemic period …

In this paper, we propose a GARCH-based unit root test that is flexible enough to account
for;(a) trending variables,(b) two endogenous structural breaks, and (c) heteroskedastic data …

Using a two-step VAR asymmetric BEKK GARCH model, this research explores the
asymmetric return and volatility connectedness between gold and several energy markets …

This paper investigates the presence of time-varying causal linkages in mean and variance
between oil price changes and stock returns for six major oil-importing countries (France …

This study aims to forecast oil prices using evolutionary techniques such as gene expression
programming (GEP) and artificial neural network (NN) models to predict oil prices over the …