How to cite this paper
Fooeik, A., Ghanbari, H., Bagheriyan, M & Mohammadi, E. (2022). Analyzing the effects of global oil, gold and palladium markets: Evidence from the Nasdaq composite index.Journal of Future Sustainability, 2(3), 105-112.
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Das, S. (2021). The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate. Journal of Business Cycle Research, 17(2), 129–149. https://doi.org/10.1007/S41549-021-00057-3/FIGURES/11
Jain, A., & Biswal, P. C. (2016). Dynamic linkages among oil price, gold price, exchange rate, and stock market in India. Resources Policy, 49, 179–185. https://doi.org/10.1016/J.RESOURPOL.2016.06.001
Kilian, L., & Park, C. (2009). THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*. International Economic Review, 50(4), 1267–1287. https://doi.org/10.1111/J.1468-2354.2009.00568.X
Kumar, S., Choudhary, S., Singh, G., & Singhal, S. (2021). Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. Resources Policy, 73, 102194. https://doi.org/10.1016/J.RESOURPOL.2021.102194
Mensi, W., Vo, X. V., & Kang, S. H. (2022). COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. Economic Analysis and Policy, 74, 702–715. https://doi.org/10.1016/J.EAP.2022.04.001
Mhd Ruslan, S. M., & Mokhtar, K. (2021). Stock market volatility on shipping stock prices: GARCH models approach. The Journal of Economic Asymmetries, 24, e00232. https://doi.org/10.1016/J.JECA.2021.E00232
Mo, B., Nie, H., & Jiang, Y. (2018). Dynamic linkages among the gold market, US dollar and crude oil market. Physica A: Statistical Mechanics and Its Applications, 491, 984–994. https://doi.org/10.1016/J.PHYSA.2017.09.091
Mollick, A. V, & Sakaki, H. (2019). Exchange rates, oil prices and world stock returns. https://doi.org/10.1016/j.resourpol.2018.07.007
Morema, K., & Bonga-Bonga, L. (2020). The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. Resources Policy, 68, 101740. https://doi.org/10.1016/J.RESOURPOL.2020.101740
Naceur, S. Ben, & Ghazouani, S. (2007). Stock markets, banks, and economic growth: Empirical evidence from the MENA region. Research in International Business and Finance, 21(2), 297–315. https://doi.org/10.1016/J.RIBAF.2006.05.002
Otieno, D. A., Ngugi, R. W., & Muriu, P. W. (2018). The impact of inflation rate on stock market returns: evidence from Kenya. Journal of Economics and Finance 2018 43:1, 43(1), 73–90. https://doi.org/10.1007/S12197-018-9430-5
Pan, L., & Mishra, V. (2018). Stock market development and economic growth: Empirical evidence from China. Economic Modelling, 68, 661–673. https://doi.org/10.1016/J.ECONMOD.2017.07.005
Partalidou, X., Kiohos, A., Giannarakis, G., & Sariannidis, N. (2016). International Journal of Energy Economics and Policy The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market. International Journal of Energy Economics and Policy |, 6(1), 76–81. Retrieved from http:www.econjournals.com
Raza, N., Jawad Hussain Shahzad, S., Tiwari, A. K., & Shahbaz, M. (2016). Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. Resources Policy, 49, 290–301. https://doi.org/10.1016/J.RESOURPOL.2016.06.011
Reddy, D. V. L. (2012). IMPACT OF INFLATION AND GDP ON STOCK MARKET RETURNS IN INDIA. International Journal of Advanced Research in Management and Social Sciences. Retrieved from www.garph.co.uk
Shabbir, A., Kousar, S., & Batool, S. A. (2020). Impact of gold and oil prices on the stock market in Pakistan. Journal of Economics, Finance and Administrative Science, 25(50), 279–294. https://doi.org/10.1108/JEFAS-04-2019-0053/FULL/PDF
Singhal, S., Choudhary, S., & Biswal, P. C. (2019). Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. Resources Policy, 60, 255–261. https://doi.org/10.1016/J.RESOURPOL.2019.01.004
Tursoy, T., & Faisal, F. (2018). The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration. Resources Policy, 55, 49–54. https://doi.org/10.1016/J.RESOURPOL.2017.10.014
Wang, J., Huang, Y., Ma, F., & Chevallier, J. (2020). Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. Energy Economics, 91, 104897. https://doi.org/10.1016/J.ENECO.2020.104897
Zhang, B. (2016). How do great shocks influence the correlation between oil and international stock markets? Http://Dx.Doi.Org/10.1080/00036846.2016.1221040,49(15),1513–1526. https://doi.org/10.1080/00036846.2016.1221040
Bashir Butt, M. S., & Mohd. Taib, H. (2021). Macroeconomic sensitivity and firm level volatility: The case of new york stock exchange. Business, Management and Economics Engineering, 19(2), 198–211. https://doi.org/10.3846/BMEE.2021.14310
Das, S. (2021). The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate. Journal of Business Cycle Research, 17(2), 129–149. https://doi.org/10.1007/S41549-021-00057-3/FIGURES/11
Jain, A., & Biswal, P. C. (2016). Dynamic linkages among oil price, gold price, exchange rate, and stock market in India. Resources Policy, 49, 179–185. https://doi.org/10.1016/J.RESOURPOL.2016.06.001
Kilian, L., & Park, C. (2009). THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*. International Economic Review, 50(4), 1267–1287. https://doi.org/10.1111/J.1468-2354.2009.00568.X
Kumar, S., Choudhary, S., Singh, G., & Singhal, S. (2021). Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. Resources Policy, 73, 102194. https://doi.org/10.1016/J.RESOURPOL.2021.102194
Mensi, W., Vo, X. V., & Kang, S. H. (2022). COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. Economic Analysis and Policy, 74, 702–715. https://doi.org/10.1016/J.EAP.2022.04.001
Mhd Ruslan, S. M., & Mokhtar, K. (2021). Stock market volatility on shipping stock prices: GARCH models approach. The Journal of Economic Asymmetries, 24, e00232. https://doi.org/10.1016/J.JECA.2021.E00232
Mo, B., Nie, H., & Jiang, Y. (2018). Dynamic linkages among the gold market, US dollar and crude oil market. Physica A: Statistical Mechanics and Its Applications, 491, 984–994. https://doi.org/10.1016/J.PHYSA.2017.09.091
Mollick, A. V, & Sakaki, H. (2019). Exchange rates, oil prices and world stock returns. https://doi.org/10.1016/j.resourpol.2018.07.007
Morema, K., & Bonga-Bonga, L. (2020). The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. Resources Policy, 68, 101740. https://doi.org/10.1016/J.RESOURPOL.2020.101740
Naceur, S. Ben, & Ghazouani, S. (2007). Stock markets, banks, and economic growth: Empirical evidence from the MENA region. Research in International Business and Finance, 21(2), 297–315. https://doi.org/10.1016/J.RIBAF.2006.05.002
Otieno, D. A., Ngugi, R. W., & Muriu, P. W. (2018). The impact of inflation rate on stock market returns: evidence from Kenya. Journal of Economics and Finance 2018 43:1, 43(1), 73–90. https://doi.org/10.1007/S12197-018-9430-5
Pan, L., & Mishra, V. (2018). Stock market development and economic growth: Empirical evidence from China. Economic Modelling, 68, 661–673. https://doi.org/10.1016/J.ECONMOD.2017.07.005
Partalidou, X., Kiohos, A., Giannarakis, G., & Sariannidis, N. (2016). International Journal of Energy Economics and Policy The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market. International Journal of Energy Economics and Policy |, 6(1), 76–81. Retrieved from http:www.econjournals.com
Raza, N., Jawad Hussain Shahzad, S., Tiwari, A. K., & Shahbaz, M. (2016). Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. Resources Policy, 49, 290–301. https://doi.org/10.1016/J.RESOURPOL.2016.06.011
Reddy, D. V. L. (2012). IMPACT OF INFLATION AND GDP ON STOCK MARKET RETURNS IN INDIA. International Journal of Advanced Research in Management and Social Sciences. Retrieved from www.garph.co.uk
Shabbir, A., Kousar, S., & Batool, S. A. (2020). Impact of gold and oil prices on the stock market in Pakistan. Journal of Economics, Finance and Administrative Science, 25(50), 279–294. https://doi.org/10.1108/JEFAS-04-2019-0053/FULL/PDF
Singhal, S., Choudhary, S., & Biswal, P. C. (2019). Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. Resources Policy, 60, 255–261. https://doi.org/10.1016/J.RESOURPOL.2019.01.004
Tursoy, T., & Faisal, F. (2018). The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration. Resources Policy, 55, 49–54. https://doi.org/10.1016/J.RESOURPOL.2017.10.014
Wang, J., Huang, Y., Ma, F., & Chevallier, J. (2020). Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. Energy Economics, 91, 104897. https://doi.org/10.1016/J.ENECO.2020.104897
Zhang, B. (2016). How do great shocks influence the correlation between oil and international stock markets? Http://Dx.Doi.Org/10.1080/00036846.2016.1221040,49(15),1513–1526. https://doi.org/10.1080/00036846.2016.1221040