The　current　research　intends　to　examine　the　commodities＇　dynamism　connection　with　stock　prices　under　the　COVID-19　crisis.　DCC-GARCH　modeling　was　applied　to　the　data　of　Asian　economies,　including　China,　India,　Sri　Lanka,　Bangladesh,　and　Pakistan　to　achieve　the　study　objectives.　The　study＇s　results　indicated　a　significant　connection　between　gold　prices　with　stock　prices　and　oil　prices　for　all　Asian　stock　markets.　The　results　of　the　study　constructs　were　symmetrical.　In　general,　the　connection　grows　with　the　frequency.　The　lowest　frequency　months　contributed　the　most　to　the　total　relationship,　followed　by　more　than　12　months.　Overall,　gold　and　oil　prices　influence　the　Asian　stock　markets.　These　research　findings　can　avoid　contagion　in　times　of　economic　uncertainty.　This　study　also　suggested　policy　implications　for　better　decision-making　of　key　stakeholders.　Dynamic　coefficient　values　were　about　0.8　of　beta　2　because　nations＇　internal　markets　were　more　closely　linked.　There　are　also　dynamic　relationship　factors　between　crude　oil　and　foreign　currency　markets,　where　the　correlations　in　India　and　China　have　always　been　around　0.