The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …

The unexpected Russian invasion of Ukraine created greater uncertainty about unrestricted
access to fossil commodities. Therefore, in response to the growing challenges of energy …

Motivated by the growing necessity of portfolio diversification, this paper investigates the
dynamic connectedness among fine wine, equities, bonds, crude oil, commodities, gold …

This study examines how the COVID-19 pandemic has affected the connectedness between
non-fungible tokens, decentralized finance coins, traditional financial assets, and …

Motivated by the incessant demand for portfolio diversification, this study examines the
connectedness between value and diverse types of stocks (growth, momentum, ESG, high …

Using a time-varying spillover approach, we investigate volatility spillovers between natural
alternative investments, ie timber and water, and a battery of traditional instruments …

With the increasing global awareness of green environmental protection, the international
environmental, social, and governance (ESG) stock markets are developing rapidly together …

Infectious disease pandemic has been proved to have deep effects on financial and
commodity markets. Gold and crude oil as two commonly used commodities to diversify a …

This study employs a Time-Varying Parameter Vector Auto Regressive (TVP-VAR)
connectedness approach to investigate the dynamic interconnections, portfolio performance …

Documenting the interlinkages among assets that are widely used to hedge against inflation
is crucial for investors, as the necessity to protect the investment portfolio is stronger under …