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On the links between stock and commodity markets' volatility

Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28

Persistent link: https://www.econbiz.de/10009759403

Islamic equities and COVID-19 pandemic : measuring Islamic stock indices correlation and volatility in period of crisis

Abdullahi, Shafiu Ibrahim - In: Islamic economic studies 29 (2021) 1, pp. 50-66

Purpose The purpose of the study is to measure cross-country stock market correlation and volatility transmission … dynamic causality, stock market cointegration, correlation and volatility transmission between Islamic stock indices. Findings … The result of normal correlation analysis on the share indices show the markets move together. The result of ARDL …

Persistent link: https://www.econbiz.de/10012666779

Volatility and correlation of Islamic and conventional indices during crises

Chazi, Abdelaziz; Samet, Anis; Azad, A. S. M. Sohel - In: Global finance journal 55 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014248610

Asymmetric dependence structures and decoupling hypothesis : Islamic versus conventional equity indices with copula approach

Houidi, Fatma; Ellouze, Siwar - In: International journal of Islamic and Middle Eastern … 15 (2022) 6, pp. 1088-1108

Persistent link: https://www.econbiz.de/10014337180

Oil crisis vs pandemic : a broader outlook of time-frequency volatility transmission between Islamic and conventional stock markets

Ur Rehman, Moghis; Saleem, Adil; Sági, Judit - In: Cogent economics & finance 12 (2024) 1, pp. 1-30

This study explores volatility spillovers and financial connectedness between conventional and Islamic equity stock markets in developed, emerging, and frontier economies. Four regions- Gulf Cooperation Council (GCC), South Asian Association for Regional Cooperation (SAARC), Brazil, Russia,...

Persistent link: https://www.econbiz.de/10015374032

Forecasting global equity market volatilities

Zhang, Yaojie; Ma, Feng; Liao, Yin - In: International journal of forecasting 36 (2020) 4, pp. 1454-1475

Persistent link: https://www.econbiz.de/10012546804

Impact of Sharia-based screening on equity risk : international evidence

Kafou, Ali - In: Thunderbird international business review 67 (2025) 1, pp. 115-138

Persistent link: https://www.econbiz.de/10015334670

Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis

Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26

Persistent link: https://www.econbiz.de/10011868686

Dynamic conditional correlation and volatility spillover between conventional and Islamic stock markets : evidence from developed and emerging countries

Sahabuddin, Mohammad; Md. Aminul Islam; Tabash, Mosab I.; … - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-19

This study aims to investigate the dynamic conditional correlation and volatility spillover between the conventional …) approaches to investigate dynamic conditional correlation and volatility spillover between conventional and Islamic stock markets … for a specific time horizon and present time-varying volatility and dynamic conditional correlation, while volatility …

Persistent link: https://www.econbiz.de/10014305816

Forecasting the dynamic correlation of stock indices based on deep learning method

Ni, Jian; Xu, Yue - In: Computational economics 61 (2023) 1, pp. 35-55

Persistent link: https://www.econbiz.de/10014228395