In this paper, we quantify the extreme connectedness between agricultural commodity prices
with food and beverage stock market returns. We find that the connectedness of returns …

This study examines the hedging effectiveness of financial innovations against crude oil
investment risks, both before and during the COVID-19 pandemic. We focus on the non …

In this study, we exploit the information contained in financial innovations in precious metals
for hedging the risks associated with the Asia-Pacific equities during the current pandemic …

This paper examines the asymmetric volatility connectedness amongst the Dow Jones
Islamic Market Index (DJIM) and the Brent crude oil, gold, and silver markets. We use the …

This paper evaluates the effectiveness of cross-commodity hedging between China's base
metal spot and futures markets, using daily data of metal spot and futures prices in the …

We use the the heterogeneous autoregressive realized volatility (HAR-RV) model to analyze
both in sample and out-of-sample whether a measure of investor happiness predicts the …

Using a GED-GARCH model to estimate monthly data from January 1990 to February 2022,
we test whether gold acts as a hedge or safe haven asset in 10 countries. With a downturn of …

The article is an attempt to evaluate the price discovery functions and hedging effectiveness
of the aluminum futures market in India. The article identifies the influential direction of price …

The textile sector in India is the oldest manufacturing sector. As the raw materials for this
sector are sourced from the petrochemical industries, the earnings of Indian textile …

To quantify the impacts of risk shocks on time-domain and frequency-domain spillovers, we
propose a new empirical framework based on TVP-VAR and wavelet coherence analysis …