Interdependence among crude oil, gold, and stock markets: a systematic bibliometric review of spillovers and co-movements (2010–2025)

Spillovers and co-movements among crude oil, gold, and equity markets sit at the heart of portfolio diversification, hedging, energy-risk assessment, and financial-stability policy. This systematic review, reported in accordance with the PRISMA 2020 guidelines and adapted to a bibliometric evidence-...

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Guardado en:
Autores principales: Eveling Sussety Balcázar Paiva, Carlos Enrique Alarcón Eche, Alexander Fernando Haro-Sarango
Formato: Artículo
Lenguaje:inglés
Publicado: 2026
Materias:
crude oil
gold
stock market
spillover effects
co-movement
portfolio diversification
hedging
safe-haven assets
energy risk
financial stability
GARCH models
Diebold-Yilmaz connectedness
green bonds
energy transition
COVID-19 pandemic
cryptocurrency
Latin America and the Caribbean
research trends
co-authorship networks
keyword co-occurrence
Market Dynamics and Volatility
Financial Risk and Volatility Modeling
Financial Markets and Investment Strategies
Acceso en línea:Enlace permanente (DOI o Handle)
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Internet

https://doi.org/10.3389/frevc.2026.1939134
https://www.frontiersin.org/journals/environmental-economics/articles/10.3389/frevc.2026.1939134/pdf

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