Interconnectedness and shocks transmission between natural gas, gold, and stock markets in the GCC during financial and political instability

This study explores the dynamic interconnectedness among natural gas, gold, and stock markets across six GCC countries from 2014 to 2024, with a focus on periods of geopolitical and health crises. Using a Time-Varying Parameter Vector Autoregression (TVP-VAR) model, we identified natural gas as a si...

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Autori principali:	Alanoud Al-Maadid, Mohamed Sami Ben Ali, Ijaz Younis
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	Elsevier 2026-03-01
Serie:	Energy Strategy Reviews
Soggetti:	Natural gas Energy markets GCC stock markets Geopolitical crises Dynamic connectedness Market spillovers
Accesso online:	http://www.sciencedirect.com/science/article/pii/S2211467X2600074X
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