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 …

This paper examines the dependence structure and systemic risk between WTI crude oil
futures, New York Harbor gasoline futures, Henry Hub natural gas futures, and important …

Building on the increased interest in the volatility spillover effects between Chinese stock
market and commodity markets, this paper investigates the dynamic volatility spillovers of …

The aim of this paper is to examine the return connectedness and multiscale spillovers
between the Clean Energy Index and the grain commodity market around COVID-19. Using …

In this paper, we investigate the interrelationship between the green bond market and other
major financial markets by using the Granger causality test and spillovers network analysis …

We examine the dynamic relationship between clean energy stock markets and energy
commodity markets in China from a time-frequency perspective. The daily dataset spans …

This research takes seven representative crude oil markets in the world, decomposes and
reconstructs the yield series by CEEMDAN and Fine-to-coarse algorithm, and measures the …

In view of the need for portfolio diversification, we investigate the interlinkages between a
private equity ETF and a set of high-demand asset classes including bonds, equities, crude …

This research examines the link between the volatility of the Karachi Stock Exchange and
West Texas Intermediate (WTI) crude oil, using daily data between July 1, 2001 and …

The volatility spillover effects among bulk mineral commodities is an important and hot issue
in mineral resource policy. This paper applies a network theory approach that incorporates a …