Gholami, Nasser

Allameh Tabataba’i University

[ 1 ] - 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...