Dynamic return and volatility connectedness between commodities and Islamic stock market indices
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DOI: 10.1016/j.resourpol.2021.101993
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More about this item
Keywords
Dynamic connectedness; Network; COVID-19; Return; Conditional volatility; S&P GSCI commodities Indices; MSCI Islamic world index; MSCI Islamic emerging market index;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- 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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