Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence
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DOI: 10.1108/JRF-02-2023-0030
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Other versions of this item:
- Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
References listed on IDEAS
- Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011.
"Return and volatility transmission between world oil prices and stock markets of the GCC countries,"
Economic Modelling, Elsevier, vol. 28(4), pages 1815-1825, July.
- Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," EcoMod2011 2820, EcoMod.
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More about this item
Keywords
Volatility spillovers; Financial markets integration; Socially responsible investing; Commodity markets; Crisis dynamics; G11; G14; G15; Q02;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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