This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

The COVID-19 epidemic has severely affected the world economy and energy markets. In
order to alleviate the shock, stabilize the financial market, and promote economic recovery …

This study examines the multiscale spillovers and nonlinear causalities between the crude
oil futures market and the stock markets of the United States (US), Canada, China, Russia …

We construct daily realized volatility, skewness, and kurtosis using 5-min data of eight
Chinese commodity futures and the Chinese stock market index from March 26, 2018 to …

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 …

COVID-19 brings new challenges to addressing climate change and achieving the goal of
environmental sustainability. This paper examines how the COVID-19 pandemic affects …

Little attention has been paid to the effects of climate oscillations on the performance of
renewable energy stock markets, although many studies have examined the instability of …

This paper examines the frequency dynamics of volatility spillovers between Brent crude oil
and stock markets in the US (S&P500 index), Europe (STOXX600 index), Asia (Dow Jones …

In this paper, we explore whether the green bond, a kind of rarely discussed fixed-income
asset, acts as a hedge or safe haven to crude oil in extreme market conditions, by comparing …

Using 1-min data of nine cryptocurrency prices, spanning the period 2017 to 2021, the
analysis extends Hasan et al., 2021, Ahmed and Al Mafrachi, 2021 papers that explore the …