The connectedness in the world petroleum futures markets using a Quantile VAR approach

SK Jena, AK Tiwari, EJA Abakah… - Journal of Commodity …, 2022 - Elsevier
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 …

International review of financial analysis: A retrospective evaluation between 1992 and 2020

HK Baker, S Kumar, K Goyal, A Sharma - International Review of Financial …, 2021 - Elsevier
We provide a comprehensive analysis of the International Review of Financial Analysis
(IRFA) between 1992 and 2020 using bibliometrics, regression analysis, and structural topic …

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach

A Sharif, C Aloui, L Yarovaya - International review of financial analysis, 2020 - Elsevier
In this paper, we analyze the connectedness between the recent spread of COVID-19, oil
price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in …

Exploring the dynamic relationships between cryptocurrencies and other financial assets

S Corbet, A Meegan, C Larkin, B Lucey, L Yarovaya - Economics letters, 2018 - Elsevier
We analyse, in the time and frequency domains, the relationships between three popular
cryptocurrencies and a variety of other financial assets. We find evidence of the relative …

Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness

M Billah, S Karim, MA Naeem, SA Vigne - Research in International …, 2022 - Elsevier
Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

Asymmetric volatility spillover among Chinese sectors during COVID-19

SJH Shahzad, MA Naeem, Z Peng, E Bouri - International Review of …, 2021 - Elsevier
Inter-sectoral volatility linkages in the Chinese stock market are understudied, especially
asymmetries in realized volatility connectedness, accounting for the catastrophic event …

[HTML][HTML] Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre

S Corbet, YG Hou, Y Hu, L Oxley, D Xu - International Review of Economics …, 2021 - Elsevier
Utilising Chinese-developed data based on long-standing influenza indices, and the more
recently-developed coronavirus and face mask indices, we set out to test for the presence of …

Cryptocurrencies and stock market indices. Are they related?

LA Gil-Alana, EJA Abakah, MFR Rojo - Research in International Business …, 2020 - Elsevier
In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …

Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic

L Yarovaya, J Brzeszczyński, JW Goodell… - Journal of International …, 2022 - Elsevier
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …

Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

S Yi, Z Xu, GJ Wang - International Review of Financial Analysis, 2018 - Elsevier
Using the spillover index approach and its variants, we examine both static and dynamic
volatility connectedness among eight typical cryptocurrencies. The results reveal that their …