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...
Saved in:
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets
by: Samuel Kwaku Agyei, et al.
Published: (2022-12-01) -
Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities
by: Gilbert K. Amoako, et al.
Published: (2022-12-01) -
Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach
by: Shafi Madhkar Alsubaie, et al.
Published: (2022-01-01) -
Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic
by: Emmanuel Asafo-Adjei, et al.
Published: (2022-01-01) -
Volatility of Returns in Stock Market Investments: A Study of BRICS Nations
by: N. Pankunni, et al.
Published: (2023-05-01)