Governments procure renewables through a variety of mechanisms. Contracts for difference
(CfDs) have been used for more than 50% of the global offshore wind supply. The payments …

The ongoing COVID-19 pandemic has shaken the global financial system and caused great
turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a …

This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …

There are numerous empirical studies on the impact of speculation on commodity futures
markets. The papers strongly differ in terms of the focus variable (eg price, volatility, spill …

Feature extraction from financial data is one of the most important problems in market
prediction domain for which many approaches have been suggested. Among other modern …

This paper examines the time and frequency dynamics of connectedness among stock
prices of US clean energy companies, crude oil prices and a number of key financial …

In this study, we present the evidence of dramatic changes in the structure and time-varying
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …

Oil price and its shocks bring drastic influences on any economy. They are considered as
significant predictors for numerous macro-economic variables, nevertheless their role in …

This article endeavors to reveal the asymmetric effects of the Ukraine-Russia War (URW) on
various markets, including energy, metals, and agriculture. To do so, the study deploys the …

Building on the increased interest in the volatility spillover effects between Chinese stock
market and commodity markets, this paper investigates the dynamic volatility spillovers of …