New Risk Management Study Findings Have Been Reported from University of Sfax (What Matters for Comovements among Gold, Bitcoin, CO2, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?): Insurance – Risk Management

Health Policy and Law Daily

2024 MAR 14 (NewsRx) -- By a News Reporter-Staff News Editor at Health Policy and Law Daily -- Researchers detail new data in risk management. According to news originating from Sfax, Tunisia, by NewsRx editors, the research stated, “This paper analyzes the connectedness between gold, wheat, and crude oil futures, Bitcoin, carbon emission futures, and international stock markets in the G7, BRICS, and Gulf regions with the outbreak of exogenous and unexpected shocks related to health, banking, and political crises.”

The news correspondents obtained a quote from the research from University of Sfax: “To this end, we use a wavelet-based method on the returns of different assets during the period 2 January 2019, to 21 April 2023. The empirical findings show that the existence of time-varying linkages between markets is well documented and appears stronger during the COVID-19 pandemic. However, it seems to diminish for some associations with the advent of the Russia-Ukraine War. The empirical results also show that investor risk perceptions measured by the VIX are negatively and substantially linked to stock markets in different regions. Other interesting findings emerge from the connectedness analysis with the outbreak of Silicon Valley bankruptcy.”

According to the news reporters, the research concluded: “In particular, Bitcoin tends to regain its role as a safe-haven asset against some G7 stock markets during the bank crisis. Such findings can provide valuable insights for investors and policymakers concerning the relationship between different markets during different crises.”

For more information on this research see: What Matters for Comovements among Gold, Bitcoin, CO2, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?. Risks, 2024,12(3). (Risks - http://www.mdpi.com/journal/risks). The publisher for Risks is MDPI AG.

A free version of this journal article is available at https://doi.org/10.3390/risks12030047.

Our news editors report that more information may be obtained by contacting Wajdi Frikha, Faculty of Economics and Management of Sfax, University of Sfax, Sfax 3018, Tunisia. Additional authors for this research include Azza Bejaoui, Aurelio F. Bariviera, Ahmed Jeribi.

ORCID is an identifier for authors and includes bibliographic information. The following is ORCID information for the authors of this research: Wajdi Frikha (http://orcid.org/0000-0001-9593-580X), Aurelio F. Bariviera (http://orcid.org/0000-0003-1014-1010), Ahmed Jeribi (http://orcid.org/0000-0003-3029-1585).

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