This paper examines the dynamic connectedness among the implied volatilities of oil prices
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …

Significant surge in gold prices has attracted speculators, investors and intellectuals alike.
Factors driving gold prices, the effectiveness of gold price predictions, the economic viability …

This paper examines the dynamics of spillover effects on realized estimators of return
distributions across US stock, crude oil and gold markets. Using 5-min data from April 11 …

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 …

This paper analyzes time-varying networks of clean and dirty cryptocurrencies with green
and traditional assets through a dynamic connectedness approach established by the time …

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 …

This study endeavors to identify the extreme quantile dependence between clean energy
stocks and climate-friendly (or green) bonds with GCC stock markets for the period …

The relationship between oil and stock markets is a hot topic, but little research has focused
on the time-varying asymmetric volatility spillover in a quantitative manner. In this study, we …

In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …

This study explores the time patterns of volatility spillovers between energy market and stock
prices of seven major global financial markets including clean energy, energy, information …