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

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