Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets
This paper examines the influence of Islamic stock price uncertainty on energy and gold commodity prices by using daily data from September 25, 2014 to March 12, 2021. We employ thе MGАRCH-M mоdеl with DCC and BEKK approaches tо assess interrelationship selected series. Based on empirical estimati...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2022-05-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/12855 |