In this article, an extensive review of the rapidly growing biofuel-related time-series literature
is carried out. The data used, the modeling techniques and the main findings of this literature …

This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …

This paper assesses the role of gold as a safe haven or hedge against crude oil price risks.
We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to …

We analyse the impact of the COVID-19 pandemic on the spillovers between conventional
and Islamic stock and bond markets. We further analyse comparatively whether gold, oil …

We employ an asymmetric multivariate VAR-GARCH model to study spillover effects
between Bitcoin and energy and technology companies. We find unilateral return and …

Increased financial integration between countries and the financialization of commodity
markets are providing investors with new ways to diversify their investment portfolios. This …

The objective of this paper is to investigate the volatility spillovers between oil and stock
markets in Europe. As not all industries are expected to be equally affected by oil price …

This paper applies a Diagonal BEKK model to investigate the risk spillovers of three major
cryptocurrencies to ten leading traditional currencies and two gold prices (Spot Gold and …

This paper investigates the return links and volatility transmission between oil and stock
markets in the Gulf Cooperation Council (GCC) countries over the period 2005–2010. We …

Through the application of the VAR-AGARCH model to intra-day data for three
cryptocurrencies (Bitcoin, Ethereum, and Litecoin), this study examines the return and …