This study aims to investigate the causality and dependence structure of gold shocks and
Asian emerging stock markets. The positive and negative shocks of gold prices are …

This paper used the Markov-switching (MS)-based wavelet analysis technique to study the
dependence structure and the time–frequency impact of exchange rates on crude oil prices …

This study aims to examine the relationship between oil prices and stock markets in five
ASEAN countries: Thailand, Indonesia, Malaysia, Singapore, and the Philippines. Copula …

Purpose The purpose of this paper is to analyze the optimal hedging strategy of the oil-stock
dependence structure. Design/methodology/approach The methodology consists to model …

The paper aims to measure the risk and find the optimal weights of portfolio containing three
instruments: Stock Exchange of Thailand, Thai Baht gold, and Treasury 10-year bond yield …

COVID-19 leads us to examine the contagion effects among various financial market
volatilities during January 2018–July 2020 embracing the pre-and the during the COVID-19 …

This study analyses the effect of adding bitcoin into the portfolio by exploiting the Long Only
investment strategy. The Portfolio consists of five assets: bitcoin, crude oil price index, stock …

The phenomena of trade war between China and United States (US) leads us to examine
the spillover effects of US stock market volatility on the BRICV stock markets (Brazil, Russia …

This study aims to analyze the co-movement and volatility spillover among four stock
markets consist of Chinese shipping sector stock index, oil futures, shipping freight and …

This study investigates the contagion and spillover effects of gold price shocks on the
volatility of the Asian emerging stock markets. Gold prices' positive and negative shocks are …