Křehlík (2018), this paper examines spillovers and portfolio management between crude oil and US Islamic sector stocks. The … results show significant time-varying spillovers between oil and Islamic sectors. The short-term spillovers are stronger than …. Finally, hedging effectiveness is lower in the long term than in the short term during the oil crisis in 2015-2016 and the US …

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity … markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized … volatility and identify the magnitude of the volatility spillover and of the connectedness through networks. We decompose …