This paper investigates how the six major petroleum futures Oman crude, NYMEX RBOB
gasoline, ICE low sulphur gasoil, ICE Brent crude, NYMEX light sweet crude and NYMEX …

Gold price volatilities have a significant impact on many financial activities of the world. The
development of a reliable prediction model could offer insights in gold price fluctuations …

Gold is usually regarded as having the potential to hedge or to act as a safe haven in the
financial market. Does this follow onto the oil market and if so at what frequencies and to …

Bitcoin was launched to solve the distrust and uncertainty in the existing financial system.
Here we investigate risk spillover effect from economic policy uncertainty (EPU) to Bitcoin …

We examine the impact of the COVID-19 pandemic on G20 stock markets from multiple
perspectives. To measure the impact of COVID-19 on cross-market linkages and deeply …

Using the CAViaR tool to estimate the value-at-risk (VaR) and the Granger causality risk test
to quantify extreme risk spillovers, we propose an extreme risk spillover network for …

This paper analyzes the determinants of the price of gold with a special focus on four
uncertainty measures (namely, the volatility (VIX), skewness (SKEW), global economic …

This paper proposes a quantile variance decomposition framework for measuring extreme
risk spillover effects across international stock markets. The framework extends the spillover …

This paper conducts a comprehensive empirical study of hedging potential of gold against
adverse movements of stock prices, inflation and exchange rate for India, Pakistan and the …

This study investigates the dynamic mechanism across equity, cryptocurrency, and
commodity markets before and during health and geopolitical crisis (Covid-19 and the …