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Quantile connectedness and dependence between green bonds, gold, oil, and stock sectors during different market scenarios

Sami Al-Kharusi et al.

International Journal of Emerging Markets2026https://doi.org/10.1108/ijoem-09-2024-1599article
AJG 1ABDC B
Weight
0.50

Abstract

Purpose This paper examines the interconnectedness among the Omani stock sectors, oil, gold, and green bond markets, as well as the Twitter sentiment index. Design/methodology/approach This study employs the cross-spectral method of Baruník and Kley (2019) and the quantile time-frequency spillover framework of Chatziantonio et al. (2022). Findings Analyzing the relationship between green bonds and the Omani stock market helps assess the environmental impact of investment decisions in Oman's financial climate, aligning investment strategies with sustainability goals. This is crucial for investors and policymakers aiming for ecological responsibility and reveals potential diversification benefits for resilient and sustainable portfolios. Originality/value Oman's location in the politically sensitive Middle East presents unique challenges in terms of political stability and security. Analyzing how economic uncertainty influences the stock market provides insights into the intersection of geopolitical risk and market sentiment, aiding risk assessment and policy formulation.

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https://doi.org/https://doi.org/10.1108/ijoem-09-2024-1599

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@article{sami2026,
  title        = {{Quantile connectedness and dependence between green bonds, gold, oil, and stock sectors during different market scenarios}},
  author       = {Sami Al-Kharusi et al.},
  journal      = {International Journal of Emerging Markets},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1108/ijoem-09-2024-1599},
}

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Quantile connectedness and dependence between green bonds, gold, oil, and stock sectors during different market scenarios

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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