Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach

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Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021, background): “This, in turn, ignores the excess variations in the equitiescommodities relationships which might arise throughout the turmoil periods (Mensi et al., 2018; Kang et al., 2019).”
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020, background): “This result suggests that potential losses are more significant at low frequencies than at high frequencies (Mensi, 2018).”