In this article, an extensive review of the rapidly growing biofuel-related time-series literature
is carried out. The data used, the modeling techniques and the main findings of this literature …

A wide range of raw materials are now used routinely in aquaculture feeds throughout the
world, primarily to supply protein and energy in the form of lipid from edible oils. Protein …

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 study examines the linkages between energy price and food prices over the period
2000–2016 by using a Panel-VAR model in the case of eight Asian economies. Our results …

This paper examines spillover effects among six commodity futures markets–gold, silver,
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …

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 …

Much attention has been paid to the complex risk transmission between carbon and energy
markets along with the increasing global financial market integration. This research thus …