This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …

The COVID-19 pandemic has caused an unprecedented human and health crisis. The
measures taken to contain the damage caused a global economic slowdown. Investors face …

This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic
relationship among the Chinese stock market, commodity markets and global oil price. We …

In this article, we provide a structured review of crude oil price dynamics. Specifically, we
summarize evidence on important factors determining oil prices, cover the impact of oil …

This article undertakes a literature review on the topic of market integration, covering over
380 articles from the 1980s to 2024. The review consists of a qualitative analysis for context …

Economic and political disorders have multidimensional impacts on all economies around
the world. The global world has faced out COVID-19 pandemic in 2020, and now the …

Much attention has been paid to the complex risk transmission between carbon and energy
markets along with the increasing global financial market integration. This research thus …

While much research uses multivariate GARCH to model volatility dynamics and risk
measures, one particular type of multivariate GARCH model, GO-GARCH, has been …

This paper investigates the volatility spillovers and co-movements among oil prices and
stock prices of major oil and gas corporations over the period between 18th June 2001 and …