[HTML][HTML] Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach

K Abbass, A Sharif, H Song, MT Ali, F Khan, N Amin - Resources Policy, 2022 - Elsevier
This study examines how the geopolitical oil price risk index, global gold price, global
interest rate, and global exchange rate affect Islamic and conventional securities. For …

[HTML][HTML] Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach

N Khan, A Saleem, O Ozkan - Resources Policy, 2023 - Elsevier
The influence of oil price disturbances and geopolitical risk on stock returns and volatility
has been investigated by many scholars in different settings, though few of these have …

[HTML][HTML] Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach

S Mishra, A Sharif, S Khuntia, MS Meo, SAR Khan - Resources Policy, 2019 - Elsevier
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 …

[HTML][HTML] How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique

DI Godil, S Sarwat, A Sharif, K Jermsittiparsert - Resources Policy, 2020 - Elsevier
There are shreds of evidence of Islamic securities to behave differently from conventional
ones, especially under the influence of certain factors such as oil, gold, economic policy …

[HTML][HTML] How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach

DI Godil, S Sarwat, MK Khan, MS Ashraf, A Sharif… - Resources Policy, 2022 - Elsevier
The study aims to determine the short and long run relationships, and impulsive response
effect of energy resources and precious metals on conventional and Islamic stocks through …

[HTML][HTML] Spillover effect and Granger causality investigation between China's stock market and international oil market: A dynamic multiscale approach

Y Peng, W Chen, P Wei, G Yu - Journal of Computational and Applied …, 2020 - Elsevier
With the rapid development of China's economy and the increasing dependence of crude oil
on foreign countries, the relationship between China's stock market and the international oil …

[HTML][HTML] The effect of oil market shocks on the stock markets: Time-varying asymmetric causal relationship for conventional and Islamic stock markets

VE Tuna, G Tuna, N Kostak - Energy Reports, 2021 - Elsevier
The causality between stock and oil prices is investigated for both conventional and Islamic
stock markets in this study. The data set used in the study is 4338 daily closing prices …

[HTML][HTML] Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the …

MG Asl, OB Adekoya, MM Rashidi, MG Doudkanlou… - Resources Policy, 2022 - Elsevier
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 …

[PDF][PDF] The dynamic correlation between ASEAN-5 stock markets and world oil prices

R Robiyanto - Jurnal keuangan dan perbankan, 2018 - download.garuda.kemdikbud.go.id
Various studies on the relationship between world oil prices and stock markets that have
been done previously mostly still done by using a static approach or an approach to test …

Islamic financial markets response to uncertainty: an application of quantile-on-quantile approach

M Saeed Meo, K Jameel, MAF Chowdhury… - Journal of Economic and …, 2023 - emerald.com
Purpose The purpose of the research is to analyze the impact of world uncertainty and
pandemic uncertainty on Islamic financial markets. For representing Islamic financial …