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Shock and Spillover Effects of Global Commodity Markets on Some African Equity Markets

https://doi.org/10.2139/ssrn.3770342
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Return and volatility transmission between world oil prices and stock markets of the GCC countries
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Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold
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Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
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Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods
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Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold
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Shock and volatility transmission in the oil, US and Gulf equity markets
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Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
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Global commodities and African stocks: A ‘market of one?’
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Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
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Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
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Does foreign portfolio investment strengthen stock-commodity markets connection?
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Modelling multivariate international tourism demand and volatility
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Oil price shocks and stock market activity
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Multivariate Simultaneous Generalized ARCH
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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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Impact of oil volatility shocks on global emerging market stock returns
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On the relationship between oil and equity markets: evidence from South Asia
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Volatility spillover from crude oil and gold to BRICS equity markets
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Oil price uncertainty and equity returns
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Dynamic Conditional Correlation
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Haven on Earth? Dynamic Connections between Gold and Stock Markets in Turbulent Times
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