Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities

Citations

Cited by:

1. Yousaf, Imran & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Dynamic spillovers and connectedness between crude oil and green bond markets," Resources Policy, Elsevier, vol. 89(C).
2. Bui Huy Nhuong & Ho Dinh Bao & Le Thanh Ha, 2024. "Embracing Green Foreign Direct Investment in a Journey toward Global Sustainable Economy: An Empirical Approach Using Statistical Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 435-446, September.
3. Hoque, Mohammad Enamul & Sahabuddin, Mohammad & Bilgili, Faik, 2024. "Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 303-320.
4. Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024. "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1416-1433.
5. Bentes, Sónia R., 2023. "Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 623(C).
6. Raza, Syed Ali & Sharif, Arshian & Kumar, Satish & Ahmed, Maiyra, 2023. "Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach," International Review of Financial Analysis, Elsevier, vol. 90(C).
7. Rehman, Mobeen Ur & Nautiyal, Neeraj & Vo, Xuan Vinh & Ghardallou, Wafa & Kang, Sang Hoon, 2023. "Is the impact of oil shocks more pronounced during extreme market conditions?," Resources Policy, Elsevier, vol. 85(PA).
8. Al-Nassar, Nassar S. & Assaf, Rima & Chaibi, Anis & Makram, Beljid, 2024. "The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises," Resources Policy, Elsevier, vol. 96(C).
9. Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim, 2024. "Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers," Journal of Commodity Markets, Elsevier, vol. 34(C).
10. Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang, 2024. "Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
11. Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025. "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, vol. 97(C).
12. Hasan, Md. Bokhtiar & Hassan, M. Kabir & Alhomaidi, Asem, 2023. "How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
13. Mensi, Walid & Lee, Yeonjeong & Al-Kharusi, Sami & Yoon, Seong-Min, 2024. "Switching spillovers and connectedness between Sukuk and international Islamic stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
14. Walid Mensi & Salem Adel Ziadat & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2233-2262, October.
15. Su, Xianfang & Zhao, Yachao, 2023. "What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials," Energy Economics, Elsevier, vol. 128(C).
16. Cheng, Sheng & Deng, MingJie & Liang, Ruibin & Cao, Yan, 2023. "Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies," Resources Policy, Elsevier, vol. 82(C).
17. Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024. "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, vol. 180(C).
18. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies," International Economics, Elsevier, vol. 180(C).
19. Kayani, Umar & Ullah, Mirzat & Aysan, Ahmet Faruk & Nazir, Sidra & Frempong, Josephine, 2024. "Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
20. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, vol. 82(C).
21. Alekseev, Oleg & Janda, Karel & Petit, Mathieu & Zilberman, David, 2024. "Return and volatility spillovers between the raw material and electric vehicles markets," Energy Economics, Elsevier, vol. 137(C).
    • Oleg Alekseev & Karel Janda & Mathieu Petit & David Zilberman, 2024. "Return and Volatility Spillovers between the Raw Material and Electric Vehicles Markets," CAMA Working Papers 2024-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
22. Alomari, Mohammed & Selmi, Refk & Mensi, Walid & Ko, Hee-Un & Kang, Sang Hoon, 2024. "Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 210-228.
23. Soni, Rajat Kumar & Nandan, Tanuj & Sawarn, Ujjawal, 2024. "Investment modeling between energy futures and responsible investment," Research in International Business and Finance, Elsevier, vol. 70(PB).
24. Xiaoyang Chen & Liguo Zhou & Lin Wang & Yuelong Zheng, 2023. "Risk spillover in China’s real estate industry chain: a DCC-EGARCH-ΔCoVaR model," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-16, December.
25. Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024. "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
26. Ozcelebi, Oguzhan & Kang, Sang Hoon, 2024. "Extreme connectedness and network across financial assets and commodity futures markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).