The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy

Equity super sectors connectedness and its determinants: evidence from the Johannesburg Stock Exchange.

“…The spillover index's breakdown demonstrates that over time commodity markets are more connected. The implication for investors is to better inform them on better and efficient commodity hedging strategies.The oil and gold markets, as well as the industries of energy, finance, technology and telecommunication, are net risk takers, receiving risks from the DJIM index and the other sectors, according to Mensi, Hammoudeh, Al-jarrah, Sensoy and Kang (2017) analysis of the Islamic (analysis, however, reveals that some connectedness-related factors are different between the upper and lower quantiles.The connectedness among natural resource index (precious metal, crude oil, livestock, crude oil, agriculture products) and stock indices was examined in the Chinese economy byChang and Fang (2022) between 2001 and 2019. The results showed that crude oil, precious metals, livestock and agricultural products commodity indexes have a positive linkage with Chinese stock market indices.…”