The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

In this paper, we use the improved Diebold & Yilmaz method based on TVP-VAR-SV model
to analyze dynamic connectedness between energy, precious metal, industrial metal …

With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

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

This paper presents a novel wavelet-based quantile-on-quantile method for comparing the
impact of COVID-19 on stock market volatility between the US and China. Wavelet …

This paper assesses the relationship between energy security and renewable energy in the
context of geopolitical risk through the quantile-on-quantile method. The finding suggests …

This paper investigates how oil price (OP) influences the prospects of green bonds by
utilising the quantile-onquantile (QQ) method and researching the interactions between OP …

The energy market is extremely vulnerable to the uncertainty caused by the pandemic and
leads to global lockdowns and stagnant economic activity. This study is important because …

Oil shocks demonstrate an effective economic event in the face of several unprecedented
financial challenges. The current study endeavors to investigate the nexus between oil …

We investigate the joint and bivariate return and volatility interdependence between various
agricultural commodities and oil price shocks. As an alternative of the Diebold and Yilmaz …