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 …

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 …

The growing global awareness of social and environmental issues has led investors to
prioritize sustainable investments. This study examines the relationship between ten Islamic …

This paper investigates the return volatility spillover effects and the dynamic relationships
among WTI crude oil futures, Natural Gas futures, and the Chinese stock markets related to …

This paper examines the dynamic and frequency spillovers between global Green Bonds
(GBs), WTI oil and G7 stock markets using the time–frequency spillover index by Baruník …

Green investment funds continue to interest as a sustainable non-conventional asset class.
We examine their interconnectedness, using network and wavelet analyses, with both …

In this study we advance the understanding of the spillovers and connectedness network
among conventional and Islamic BRICS stock markets, cryptos (Bitcoin, Ethereum, Litecoin) …

This study investigates the asymmetric connectedness and spillover effects between two
ethical fixed-income assets (Sukuk and green bonds) with regard to global risk factors using …

This study mainly analyzes the time-frequency correlation between crude oil, Chinese
commodity market, stock market and investor sentiment index, and the cross-quantile …

We examine the time-frequency spillovers, contagion, and pairwise interrelations between
the BRIC index and its constituents, and between BRIC and G7 economies. The extent of …