Investment in Green energy is becoming a popular alternative asset class for investors,
primarily due to its environment-friendly attributes. However, there is a dire need for …

This paper investigates the time-frequency dependence and risk connectedness among oil
and stock markets in oil-importing and oil-exporting countries using the wavelet coherence …

This paper applies a Diagonal BEKK model to investigate the risk spillovers of three major
cryptocurrencies to ten leading traditional currencies and two gold prices (Spot Gold and …

To forecast the covariance matrix for the returns of crude oil and gold futures, this paper
examines the effects of leverage, jumps, spillovers, and geopolitical risks by using their …

The purpose of the paper is to establish national carbon emissions prices for the People's
Republic of China, which is one of the world's largest producers of carbon emissions …

China wants to play a leading role in international carbon reduction and has ambitious
reduction plans. China is one of the largest carbon emitters globally with an increasing trade …

We examine the relationship between return and volatility as well as the covolatility spillover
for energy, foreign currency, and stock markets using the diagonal BEKK model. Using daily …

This paper contributes to the literature on forecasting the realized volatility of oil and gold by
(i) utilizing the Infinite Hidden Markov (IHM) switching model within the Heterogeneous …

This paper examines and confirms the varying volatility of the relationship between
cryptocurrency and currency markets at different time periods, such as when the market …

The food-energy nexus has attracted great attention from policymakers, practitioners, and
academia since the food price crisis during the 2007–2008 Global Financial Crisis (GFC) …