Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?

Financial markets integration has resulted in high interconnectedness among the BRICS stock markets, which minimizes diversification potentials. This has increased investors’ interest in the financialization of commodities to minimize their portfolio risks. However, the comovements between these ass...

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Main Authors: Gilbert K. Amoako, Emmanuel Asafo-Adjei, Kofi Mintah Oware, Anokye M. Adam
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2022/1030567
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author Gilbert K. Amoako
Emmanuel Asafo-Adjei
Kofi Mintah Oware
Anokye M. Adam
author_facet Gilbert K. Amoako
Emmanuel Asafo-Adjei
Kofi Mintah Oware
Anokye M. Adam
author_sort Gilbert K. Amoako
collection DOAJ
description Financial markets integration has resulted in high interconnectedness among the BRICS stock markets, which minimizes diversification potentials. This has increased investors’ interest in the financialization of commodities to minimize their portfolio risks. However, the comovements between these assets do not operate in a vacuum, which requires that the role of volatilities be considered in tandem. The purpose of this study is to explore the interdependencies between energy commodities and stock markets of BRICS in the midst of relevant volatilities. For this reason, the wavelet techniques, biwavelet and partial wavelet, are employed. We find that positive comovements between energy commodities and stock markets of BRICS become stronger in the long-term. Furthermore, volatility has a long-term impact on the correlations between energy commodities and the BRICS stock market. We argue that the US Volatility Index, which measures investor anxiety and volatility in stock markets, has the biggest impact on the relationship between energy commodities and BRICS stock markets. Surprisingly, the correlations between energy commodities and Russian stock markets were strong enough to withstand the effects of volatilities. Hence, investors can use volatilities to hedge portfolio risks in energy commodities and stock markets in Brazil, India, China, and South Africa.
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spelling doaj-art-64a9e4749e484fdcb79d059a21cd44872025-08-20T03:34:25ZengWileyDiscrete Dynamics in Nature and Society1607-887X2022-01-01202210.1155/2022/1030567Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?Gilbert K. Amoako0Emmanuel Asafo-Adjei1Kofi Mintah Oware2Anokye M. Adam3Department of Accountancy and Accounting Information SystemKumasiDepartment of Finance University of Cape CoastBanking Technology and Finance KumasiDepartment of Finance University of Cape CoastFinancial markets integration has resulted in high interconnectedness among the BRICS stock markets, which minimizes diversification potentials. This has increased investors’ interest in the financialization of commodities to minimize their portfolio risks. However, the comovements between these assets do not operate in a vacuum, which requires that the role of volatilities be considered in tandem. The purpose of this study is to explore the interdependencies between energy commodities and stock markets of BRICS in the midst of relevant volatilities. For this reason, the wavelet techniques, biwavelet and partial wavelet, are employed. We find that positive comovements between energy commodities and stock markets of BRICS become stronger in the long-term. Furthermore, volatility has a long-term impact on the correlations between energy commodities and the BRICS stock market. We argue that the US Volatility Index, which measures investor anxiety and volatility in stock markets, has the biggest impact on the relationship between energy commodities and BRICS stock markets. Surprisingly, the correlations between energy commodities and Russian stock markets were strong enough to withstand the effects of volatilities. Hence, investors can use volatilities to hedge portfolio risks in energy commodities and stock markets in Brazil, India, China, and South Africa.http://dx.doi.org/10.1155/2022/1030567
spellingShingle Gilbert K. Amoako
Emmanuel Asafo-Adjei
Kofi Mintah Oware
Anokye M. Adam
Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
Discrete Dynamics in Nature and Society
title Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
title_full Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
title_fullStr Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
title_full_unstemmed Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
title_short Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?
title_sort do volatilities matter in the interconnectedness between world energy commodities and stock markets of brics
url http://dx.doi.org/10.1155/2022/1030567
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