Recent Advances in Spillover and Connectedness among Global Markets
A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".
Deadline for manuscript submissions: closed (30 September 2023) | Viewed by 245
Special Issue Editor
Interests: energy markets; green finance; Islamic finance; sovereign credit risk; FinTech; spillover and connectedness among markets
Special Issue Information
Dear Colleagues,
The recent COVID-19 pandemic and the Russia–Ukraine tensions have renewed the interest in studying the spillover among global markets. The dynamics connectedness among global markets (e.g., green markets, bond and stock markets, crude oil and renewable energy, cryptocurrency and commodity markets, etc.) has received considerable attention from policymakers, international investors and governments, following the increase in the volatility and the instability of global markets. This Special Issue (SI) will present latest empirical research studies on spillover and dynamic connectedness among global makets. The topics of this Special Issue include, but are not limited to, the following:
- Risk and return connectedness between energy and stock markets;
- Extreme time-varying spillovers between oil and green markets;
- Connectedness and Islamic and conventional markets;
- Spillover among oil shocks and commodity markets;
- Spillover among credit default swap markets;
- Volatility spillovers among crude oil and currency markets;
- Connectedness between oil market shocks and green bond markets;
- Spillover and dynamic connectedness among clean energy and cryptocurrencies.
Prof. Dr. Nader Naifar
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- green markets
- risk and return connectedness
- energy markets
- commodity markets
- Islamic markets
- quantile spillover and connectedness
- global financial markets
- extreme time-varying spillovers
