This paper investigates the relationship between EPU, oil and stock markets in the BRIC
countries under different market conditions. The multivariate quantile VAR approach is used …

This article accounts for the impact of positive and negative shocks of the news-related
Climate Policy Uncertainty (CPU) and the novel Economist Intelligence Unit's report-based …

This article aimed to study the return spillover effect of oil and gold on the elasticity of
financial markets in a group of countries in the Middle East. The results showed a …

This paper proposes a novel quantile vector autoregressive extended joint connectedness
framework to examine realized volatilities spillovers between oil and precious metals …

This paper investigates the tail risk spillover effects among the stock and foreign exchange
markets of G20 economies, as well as the oil and gold markets by constructing a tail event …

With the rapid expansion of the RMB exchange rate's floating range, the effects of the RMB
exchange rate and global commodity price changes on China's stock prices are likely to …

This study explores the role of the asymmetrical influence of stock market reaction to the
fluctuations in US dollars against the domestic currencies of the South Asian region. The …

This study investigates the causal relationships among spot and futures prices of crude oil
and gold for the Indian market by applying rolling, recursive evolving and asymmetric …

This paper examines the relationship between the returns and volatility of gold and crude oil
markets using a novel procedure capturing both the quantile and time-varying Granger …

Oil is among the enormously vital and most traded commodities globally, involving many
forex transactions in the face of various types of shocks attributable to geopolitics, supply …