Cross-asset dynamics: the interplay of oil, gas, wheat, and emerging market stock index in diversified portfolios
This study explores the evolving interconnections between key commodity markets (Oil, Gas, Wheat) and emerging market stock indices over the period January 2016 to November 2022, which encompasses the COVID-19 pandemic and the Russia–Ukraine conflict. Utilizing the Dynamic Conditional Correlation (D...
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| Main Authors: | Wafa Kammoun Masmoudi, Nadia Belkhir |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2025-12-01
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| Series: | Cogent Business & Management |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23311975.2025.2549508 |
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