What Matters for Comovements among Gold, Bitcoin, CO<sub>2</sub>, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?

What Matters for Comovements among Gold, Bitcoin, CO<sub>2</sub>, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?

This paper analyzes the connectedness between gold, wheat, and crude oil futures, Bitcoin, carbon emission futures, and international stock markets in the G7, BRICS, and Gulf regions with the outbreak of exogenous and unexpected shocks related to health, banking, and political crises. To this end, w...

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Bibliographic Details
Main Authors: Wajdi Frikha, Azza Béjaoui, Aurelio F. Bariviera, Ahmed Jeribi
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Risks
Subjects:
wavelet analysis
Silicon Valley bank
Russia-Ukraine War
comovements
commodities
Online Access:https://www.mdpi.com/2227-9091/12/3/47

Internet

https://www.mdpi.com/2227-9091/12/3/47

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