The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

In this paper, we examine extreme spillovers among the realized volatility of various energy,
metals, and agricultural commodities over the period from September 23, 2008, to June 1 …

Financial events in global energy markets could trigger extreme volatility spillovers and even
become financial crises without effective risk management. To analyze extreme volatility …

With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

In recent years, financial markets have experienced unprecedented uncertainties resulting
from challenges such as the COVID-19 pandemic, energy shocks, and inflation …

This paper investigates spillover from energy commodities to Shanghai stock exchange and
European Stock market, and identifies possible risks transmission and portfolio …

Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

We test for the existence of volatility spillovers and co-movements among energy-focused
corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 …

Notwithstanding Australia plays the lead role in exporting strategic commodities such as
crude oil, natural gas, coal, Liquid Natural Gas (LNG), and iron ore, a scattering of …

This paper inspects volatility connectedness across crude oil, natural gas, coal, stock, and
currency markets in the US and China. To accomplish this objective, we deploy …