The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

Z Umar, M Gubareva, T Teplova - Resources Policy, 2021 - Elsevier
We apply wavelet analyses to study how the Covid pandemic influenced the volatility of
commodity prices, covering various classes of commodities. We document the intervals of …

Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?

XQ Wang, T Wu, H Zhong, CW Su - Resources Policy, 2023 - Elsevier
The stable operation of nickel market provides essential safeguard for the realization of
global sustainable energy transition. In the context of prominent geopolitical risks and …

Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain

Y Chen, X Zhu, J Chen - Energy Economics, 2022 - Elsevier
Non-ferrous metals are not only irreplaceable raw materials to ensure clean energy
production and low-carbon transformation, but also effective risk-averting choices for clean …

Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

SH Kang, D Maitra, SR Dash, R Brooks - Pacific-Basin Finance Journal, 2019 - Elsevier
This study investigates the pattern of spillover and connectedness between a broad set of
financial assets (equities, commodities, bonds, and VIX) and its implications for portfolio …

Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes

M Yahya, S Ghosh, K Kanjilal, A Dutta, GS Uddin - Energy, 2020 - Elsevier
This paper analyzes the cross-quantile dependence and causality between non-ferrous
metals and clean energy indices by employing data from November 2003 to May 2019 …

Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions

MU Rehman, XV Vo - Resources Policy, 2021 - Elsevier
We investigate the presence of returns integration between energy commodities, precious
metal commodities, and industrial metal commodities. We sample WTI crude oil, WTI Brent …

Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach

Y Wei, L Bai, X Li - Finance Research Letters, 2022 - Elsevier
Nonferrous metal markets are wildly discussed for their ultimate importance in industry
production. However, the interactions among major international nonferrous metal futures …

The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach

EC Cagli - Resources Policy, 2023 - Elsevier
The transition to clean energy in the mobility sector, like other green solutions, necessitates
a heightened dependence on critical minerals. The escalating demand for minerals, coupled …

Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods

SA Raza, K Guesmi, R Benkraiem, R Anwar - Research in International …, 2024 - Elsevier
The contemporary conflict between two countries Russia and Ukraine has caused
intensification in the increasing prices of commodities and energy owing to the supply chain …

Spillovers and interdependency across base metals: Evidence from China's futures and spot markets

X Chen, J Tongurai - Resources Policy, 2022 - Elsevier
Using the framework of Diebold and Yilmaz (2012, 2014), we examine the spillovers of
informational shocks and the connectedness in China's base metals futures and spot …