Using a cross-quantilogram approach, this study analyzes the transmission of higher-moment information across US industries with high-frequency (1-min) data. We investigate the effects of oil demand and supply shocks on this transmission, revealing that the impact is asymmetric. Specifically,...

Because of the increasing importance of and demand for ethical investment, this paper investigates the dynamics of connectedness between sustainable and Islamic investment in nineteen countries that represent developed and emerging financial markets worldwide. To this end, we apply models...