...Robert Owusu Boakye; Lord Mensah; Sanghoon Kang; Kofi Osei Purpose The study measures the total systemic risks and connectedness across commodities, stocks, exchange rates and bond markets in Africa during the Covid-19 pandemic. Design/methodology/approach The study uses the Diebold-Yilmaz...

...Maria Babar; Habib Ahmad; Imran Yousaf Purpose This study investigate the return and volatility spillover among agricultural commodities and emerging stock markets during various crises, including the COVID-19 pandemic and the Russian-Ukrainian war. Design/methodology/approach This return...

...Rania Zghal; Amel Melki; Ahmed Ghorbel Purpose This present work aims at looking into whether or not introducing commodities in international equity portfolios helps reduce the market risk and if hedging is carried out with the same effectiveness across different regional stock markets. Design...

... dynamic optimal hedge ratios. Findings The reached findings prove that both of the Bitcoin and Gold turn out to display remarkable hedging commodity features, while the other assets appear to demonstrate a rather noticeable disposition to act as diversifiers. Moreover, the results show that the VIX...