This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …

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 …

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 …

Purpose This study investigate the return and volatility spillover among agricultural
commodities and emerging stock markets during various crises, including the COVID-19 …

This study investigates the macroeconomic effects of adverse oil price shocks on a small oil-
exporting economy—the Azerbaijan economy. We estimate a recursive (near) VAR model …

This paper investigates the dynamic volatility spillover among energy commodities and
financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency …

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

The COVID-19 outbreak has greatly impacted the stability of the global financial markets. In
the post-COVID-19 pandemic era, the risk contagion patterns of the global financial markets …

Stakeholders satisfaction, as well as an effective involvement, is of utmost importance for
any mega project, when it comes to the public concerning projects this role becomes more …