Nonlinear Spillover and Dynamic Connectedness Between International Crude Oil and Dow Jones Islamic Market

نویسندگان

چکیده

This study examines crude oil prices throughout the world, as well significant stock returns of European importers and exporters (the UK, Germany, France, Italy, Switzerland, Netherlands) (Norway Russia). Indexes sustainability stocks have a greater correlation with countries that import than those export oil. There was stronger between both during after global financial meltdown in 2008. Study findings reveal strong worldwide major indices purchase or Our results potential to assist socially aware investors hedging diversifying their portfolios.

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ژورنال

عنوان ژورنال: Journal of Economics and Business

سال: 2022

ISSN: ['2621-5667', '2615-3726']

DOI: https://doi.org/10.31014/aior.1992.05.03.438