This study investigates the dynamic spillover effects between fossil fuels (Brent oil and
natural gas) and major agricultural markets (maize, soybeans, and wheat) using a time …

This paper aims to evaluate the volatility of precious metals, specifically Palladium, Gold,
and Platinum, within the context of the global minerals market. The research focuses on …

This study examines the dependence structure and risk spillovers between crude oil and
eight major agricultural futures (wheat, corn, soybean coffee, cotton, lumber, cocoa, and live …

Abstract The QUAD nations'(United States, India, Japan, and Australia) financial markets are
deeply integrated with global markets. The burgeoning surge of risk in global markets …

This paper examines the relationship between commodity index returns and the Office of
Financial Research Financial Stress Index (OFR FSI). Utilizing the S&P GSCI and its five sub …

This work demonstrates for the first time the application of network topology of variance
decompositions in analyzing the connectedness of chemical plant process variable …

The volatile nature of the relationship between the stock index and the stocks which stand
for it, is revealed. The directions of volatility spillovers are studied in the context of the …

Анотація Розкрито волатильний характер залежності між фондовим індексом та
акціями, що його представляють. Досліджуються напрями переливів волатильності в …