Adekoya, O. B., Akinseye, A. B., Antonakakis, N., Chatziantoniou, I., Gabauer, D., & Oliyide, J. (2022). Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. Resources Policy, 78, 102877.
Ahmed, A, Huo, R (2021), Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China, Energy Economics, 93,1-14.
Alshater, M. M., Alqaralleh, H., & El Khoury, R. (2023). Dynamic asymmetric connectedness in technological sectors. The Journal of Economic Asymmetries, 27, e00287.
Antonakakis, N., Chatziantoniou, I., and Gabauer, D. (2020). Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13(4):84.
Argha, L., Mowlaei, M., & Khezri, M. (2020). Investigating Impact of the Selected Domestic and Foreign Assets Returns on Stock Price Index Returns in Iran: An Approach from DCC-FIAPARCH Model. Quarterly Journal of Applied Theories of Economics, 6(4), 251-274. (in persian)
Aroury, M.E.H. Lahiani, A. &khuong Nguyan D. (2015). World gold prices and stock returns in China: Insights for hedging and diversification strategies. Economic Modeling, 44, 273-282.
Cao, G., & Xie, W. (2022). Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach. Finance Research Letters, 49, 103070.
Cheng, S., Deng, M., Liang, R., & Cao, Y. (2023). Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. Resources Policy, 82, 103579.
Dadmehr, M., Rahnama Roodposhti, F., Nikoumaram, H., & Fallah Shams, M. F. (2021). Investigating the Effects of Contagion Between Monetary and Financial Markets of Iran. Journal of Economics and Modelling, 12(2), 123-166. doi: 10.29252/jem.2021.224004.1665 (in persian)
Frankel, J. A. (1992). Monetary and portfolio-balance models of exchange rate determination. In International economic policies and their theoretical foundations (pp. 793-832). Academic Press.
Gkillas, K., Vortelinos, D. I., & Suleman, T. (2018). Asymmetries in the African financial markets. Journal of Multinational Financial Management, 45, 72-87.
hoseini, A., jahangiri, K., Heydari, H., & Ghaemi asl, M. (2019). Study of Shock and Volatility Spillovers among Selected Indices of the Tehran Stock Exchange Using Asymmetric BEKK-GARCH Model. Journal of Applied Economics Studies in Iran, 8(29), 123-155. doi: 10.22084/aes.2018.15376.2578. (in persian)
karami, sepideh, Rastegar, Mohammad Ali. (2018). Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange. Financial Engineering and Portfolio Management,35,323-342. (in persian)
Karolyi, G. A. (1995). A multivariate GARCH model of international transmissions of stock returns and volatility: The case of the United States and Canada. Journal of Business & Economic Statistics, 13(1), 11-25.
Koop, G., Pesaran, M. H., and Potter, S. M. (1996). Impulse response analysis in nonlinear multivariate models. Journal of Econometrics, 74(1):119–147.
Li, X., Li, B., Wei, G., Bai, L., Wei, Y., & Liang, C. (2021). Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. Resources Policy, 73, 102166.
Liew, P. X., Lim, K. P., & Goh, K. L. (2022). The dynamics and determinants of liquidity connectedness across financial asset markets. International Review of Economics & Finance, 77, 341-358.
Mohseni, H., & botshekan, M. H. (2020). Investigating Conditional correlation among Industries in the Capital Market. Budget and Finance Strategic Research, 1(1), 75-91. (in persian)
Mohajeri, P., & Taleblou, R. (2022). Investigating the Dynamics of Volatility Spillovers across Sectors’ Returns Utilizing a Time-Varying Parameter Vector Autoregressive Connectedness Approach; Evidence from Iranian Stock Market. Journal of Economic Research (Tahghighat- E- Eghtesadi), 57(2), 321-356. doi: 10.22059/jte.2023.349895.1008727 (in persian)
Pesaran, H. H. and Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1):17–29.
Rehman, M. U., Vo, X. V., Ko, H. U., Ahmad, N., & Kang, S. H. (2023). Quantile connectedness between Chinese stock and commodity futures markets. Research in International Business and Finance, 64, 101810.
Reboredo, J. C., Ugolini, A., & Hernandez, J. A. (2021). Dynamic spillovers and network structure among commodity, currency, and stock markets. Resources Policy, 74, 102266.
Saiti, B., & Masih, M. (2016). The co-movement of selective conventional and Islamic stock indices: is there any impact on shariah compliant equity investment in China? International Journal of Economics and Financial Issues, 6(4), 1895-1905.
Taleblou, R., & Mohajeri, P. (2021). Modeling the Transmission of Volatility in the Iranian Stock Market Space-State Nonlinear Approach. Journal of Economic Research (Tahghighat- E- Eghtesadi), 55(4), 963-990. doi: 10.22059/jte.2021.322088.1008455 (in persian)
Yunus, N. (2020). Time-varying linkages among gold, stocks, bonds and real estate. The Quarterly Review of Economics and Finance, 77, 165-185.
)