R. Ahmed

Volatility Spillovers between Gold Prices, Oil Prices, and the Islamic Stock Market in Pakistan: Evidence from DCC-GARCH and Diebold–Yilmaz Connectedness Analysis

Over the past several years, financial markets and commodity markets have become increasingly interconnected, with shocks in one sector affecting the dynamics of others. As these relationships continue to evolve, understanding how volatility moves from one asset class to another has become increasingly important for ma...