The present study aims to configure the extreme quantile dependence between oil shocks
and BRIC markets from January 2, 1995 to July 27, 2021. Using the cross-quantilogram …

The surmounted environmental and energy challenges have motivated this study to explore
the connectedness nexus between oil/renewable energy and stock markets for oil-exporting …

To comprehensively investigate information transmission and risk contagion among global
environmental, social, and governance (ESG) stock markets, this paper employs the TVP …

The carbon market is closely related to fossil energy markets, but few studies focus on the
intensity and direction of the time-varying spillover effects, the time delaying and periodicity …

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 …

This paper uses the TVP-VAR frequency connectedness approach to compare the volatility
connectedness induced by the COVID-19 pandemic and the Russia-Ukraine conflict. Both …

This paper analyzes the time-frequency spillover effects between food and crude oil
markets, two particularly important commodity markets, under the impact of the pandemic …

The study examines return spillovers across commodities and financial markets to explore
diversification opportunities of commodities against financial markets over time and across …

In this study, we attempt to look into the cointegration and causal link of oil and food prices in
the sample countries that are both food importing and oil exporting economies. Yearly data …

The study examines asymmetric, time and frequency-based spillover transmission in
financial and commodity markets by employing the VAR-based generalized forecast error …