Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
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 …
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …
different commodity markets, this study provides evidence of quantile connectedness …
Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
This paper explored the connectedness of dynamic time-frequency between
cryptocurrencies and traditional financial assets in China using a weekly dataset from …
cryptocurrencies and traditional financial assets in China using a weekly dataset from …
Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
NT Hung - Resources policy, 2021 - Elsevier
This paper represents an analysis of the spillover effects and time-frequency connectedness
between crude oil prices and agricultural commodity markets using both the spillover index …
between crude oil prices and agricultural commodity markets using both the spillover index …
Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time-and frequency-domain …
Understanding the interactions among climate change, carbon emission allowance trading,
crude oil and renewable energy stock markets, especially the role of climate change in this …
crude oil and renewable energy stock markets, especially the role of climate change in this …
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
The current controversies raised due to cryptocurrency mining and their hazardous impact
on the environment have spurred the need of the current study to investigate whether green …
on the environment have spurred the need of the current study to investigate whether green …
Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
Oil shocks demonstrate an effective economic event in the face of several unprecedented
financial challenges. The current study endeavors to investigate the nexus between oil …
financial challenges. The current study endeavors to investigate the nexus between oil …
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications
This paper examines the time-frequency spillovers and connectedness between the major
precious metals futures markets (gold, palladium, platinum, and silver), the West Texas …
precious metals futures markets (gold, palladium, platinum, and silver), the West Texas …
Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks
Y Li, J Huang, W Gao, H Zhang - Resources Policy, 2021 - Elsevier
Based on the Barunik and Křehlik (2018) and Diebold Yilmaz (2012) methods, we examine
the dynamic characteristics of the information spillover effect among gold, oil and BRICS …
the dynamic characteristics of the information spillover effect among gold, oil and BRICS …
The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre-and post-COVID-19 outbreak periods
This paper studies static and dynamic connectedness among carbon, traditional (oil and
coal)/new energy and material (iron, aluminum, cement, and plastic) markets based on the …
coal)/new energy and material (iron, aluminum, cement, and plastic) markets based on the …