Sustainable development addresses humanity's aspiration for a better life while observing
the limitations imposed by nature. In 2015, the United Nations General Assembly approved …

In this study, we introduce a novel time-varying parameter vector autoregressive frequency
connectedness approach to obtain refined measures of the frequency transmission …

We address the important question of whether the COVID-19 pandemic and the Russia–
Ukraine conflict have the same economic impact. Our study focuses on a comparative …

In this study, we investigate dynamic integration and risk transmission among a set of six
well-established crude oil markets by combining frequency connectedness (Barunik and …

This paper uses a time-varying parametric vector autoregressive model with random
fluctuations to examine the time-varying impacts of oil prices and economic policy …

We provide novel evidence of two different types of volatility-patterns of oil spot prices that
are generated depending on which is the predominant trigger: a) spikes of volatility (which …

The aim of this paper is to investigate the decoupling and recoupling of WTI and Brent prices
also with respect to the debate on the regionalisation-globalisation of the two oil markets. To …

Unlike previous studies investigating the interdependence and co-movements between
different commodity prices, this paper examined the co-explosivity versus leading effects …

It is becoming more and more certain that globalization is not just purely an economical
phenomenon; it is exhibiting itself on a worldwide level. Amid globalization's observable …

The recent listing of a new crude oil futures contract on the Shanghai International Energy
Exchange (INE) has reopened the debate over whether crude oil produced in different …