Purpose As specific objectives, we intend to:(1) measure the connectivity between the
spillovers of returns from the financial and nonfinancial sectors of the Brazilian stock …

This paper explores the interconnections between metal and energy commodities by
assessing the transmission of volatility within their futures markets. Achieved through the …

This paper seeks to investigate the connectivity of the US economy through the dynamics of
the transmission of volatility in sectoral indices. For this, we use daily asset data and two …

This article introduces a modified version of rescaling the scale and shape parameters of
McKay's bivariate gamma distribution and this considered to be the McKay's bivariate chi …

Objectives-(i) measure the connectivity between the spillovers of returns from the financial
and non-financial sectors of the Brazilian stock market;(ii) estimate the spillovers of …

The Commitment of Traders report (CoT) has been around for over 30 years, consistently
revealing the futures positions of key market players. This study's primary aim is to use the …