This paper investigates volatility spillovers between energy and stock markets during
periods of crises. Our main findings reveal that transmissions of volatilities among these …

This paper analyzes dynamic volatility spillovers between four major energy commodities
(ie, crude oil, gasoline, heating oil and natural gas) in the oil-natural gas future markets. We …

This paper explores effective hedging instruments for carbon market risk. Examining the
relationship between the carbon futures returns and the returns of four major market indices …

This paper inspects volatility connectedness across crude oil, natural gas, coal, stock, and
currency markets in the US and China. To accomplish this objective, we deploy …

This paper comprehensively explores various influencing factors of crude oil price volatility
from four perspectives: commodity attributes, macroeconomics factors, geopolitical events …

The interconnectedness and high integration among the global markets have reduced the
portfolio diversification opportunities of international investors. In view of this, considering …

Identifying and preventing the cross-market risk contagion is very important for the market
stability. This paper uses a MODWT-Vine quantile regression method to study the dynamic …

Energy and geopolitics have always been closely intertwined. In this paper, we empirically
investigate the impact of geopolitical uncertainty (GPR) as measured by Caldara and …

Hopes are high that removing fossil fuel subsidies could help to mitigate climate change by
discouraging inefficient energy consumption and levelling the playing field for renewable …

This study investigates the impact of the recent COVID-19 pandemic on the time-frequency
volatility spillovers across the international crude oil market and Chinese major energy …