We propose interconnected networks through the network VAR model, which can
simultaneously investigate the risk connectedness of intra-and inter-layer. Using the …

The burgeoning frequency and intensity of varied global exogenous shocks such as climate
variability, economic slowdowns, conflicts, scarcity, changing demand pattern, loss of …

The goal of this study is to examine the role of geopolitical risks as a driver of stock market
returns in the context of the energy-stock market nexus with a particular emphasis on the …

Agriculture stands as one of the major economic pillars worldwide, with food production
contributing significantly to income growth. However, agricultural activities also entail risks …

This paper aims to explore the time-varying causalities from the COVID-19 media coverage
(MCI) to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude …

This paper proposes an interconnected network, including the volatility layer and sentiment
layer, to examine imported financial risk in global stock markets. We compare and explore …

This paper proposes multilayer networks, including lagged, contemporaneous, and long-run
networks, to examine the idiosyncratic connectedness among Chinese financial institutions …

The study uses the data of thirteen Islamic Banks (IB) in the GCC region and sixteen
commodities that include soft agriculture, energy, industry, and precious metal commodities …

This study extends the existing literature in this area by examining the connectedness and
shock spillover between commodity and shipping markets using a new novel time-varying …

This research aims to explore and understand the dynamic nature of volatility
connectedness between BRICS stock markets and various asset price implied volatility …