Dynamic and frequency connectedness across Islamic stock indexes, bonds, crude oil and gold

Crude oil and stock markets : Stability, instability, and bubbles

Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns

Article history: Received 31 August 2012 Received in revised form 22 April 2013 Accepted 19 May 2013 Available online 25 May 2013 This paper investigates the dynamic dependence between crude oil prices and stock markets in ten countries across the Asia-Pacific region during the period from January 4, 2000 to March 30, 2012 by using unconditional and conditional copula models. The model is imple...

Study on Dynamic Relationship among Gold Price, Oil Price, Exchange Rate and Stock Market Returns

The dynamic and complex relationship among economic variables has attracted the researchers, policy makers and business people alike. This study is an attempt to test the dynamic relationship among gold price, stock returns, exchange rate and oil price. All these variables have witnessed significant changes over time and hence, it is absolutely necessary to validate the relationship periodicall...

The Influence of Crude Oil Price on Chinese Stock Market

Crude oil exerts a strong influence on national economy. Changes of international crude oil price have an important effect on Chinese economy because of China’s high dependence on the import of the crude oil. Thus, Chinese stock market can be shocked by the fluctuation of oil price. Reversely, changes in crude oil imports of China have some effect on demands and price of the crude oil. This art...

A framework for Measuring the Dynamics Connections of Volatility in Oil and Financial Markets

Investigating connections between financial and oil markets is important for investors and policy makers. This knowledge allows for appropriate decision making. In this paper, we measure the dynamic connections of selected stock markets in the Middle East with oil markets, gold, dollar index and euro-dollar and pound-dollar exchange rates during the period February 2007 to August 2019 in networ...