This paper examines the time-varying conditional dependency between commodity markets and stock markets by applying the rolling-sample technique on the dependence parameter of copula. The dataset consists of the closing ...

This paper analysis the dynamic of the volatility connectedness between three main categories of the cryptocurrency market (mineable coins, non-mineable coins and tokens). 2022 The Authors

Road accident fatalities and accident severity costs have become top priorities and concerns for Chinese policymakers. Understanding the principal factors that explain accident severity is considered to be the first step ...

Cryptocurrencies are gradually establishing themselves as a new class of assets with unique features, although there remains skepticism and a lack of understanding of their nature. In this study, we compare the financial ...

This paper examines the correlation and the dependence patterns of the Qatar stock market with other markets using copula statistical theory and exploiting new datasets covering the period August 1998 to June 2018. To ...

In this paper, we study the influence of insurance premium on the non-oil gross domestic product in Saudi Arabia. We implement the nonlinear autoregressive distributed lags. The results show that the relationships between ...

Unlike very recent studies examining the most widely traded commodities (such as; oil and gold) under an overwhelming time pressure and amid high pandemic uncertainty, the effects of world pandemic and economic policy ...

Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ...

The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ...

This paper investigates the economic and financial fundamentals that determine the dynamic linkage between Qatar and a set of selected international stock markets. To this end, we used different dynamic copula constructions ...