A dataset on tail risk of commodities markets

The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas

S Chen, A Bouteska, T Sharif, MZ Abedin - Resources Policy, 2023 - Elsevier
The major aim of this paper is to analyze the influence of the recent Russia–Ukraine war on
the volatility dynamics of the natural gas market for the 1 June 2011–31 December 2022 …
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Time-varying spillover and the portfolio diversification implications of clean energy equity with commodities and financial assets

W Ahmad, S Rais - Emerging Markets Finance and Trade, 2018 - Taylor & Francis
This article examines the time-varying spillover and its implications on hedging and portfolio
diversification for clean energy equities (WilderHill New Energy Global Innovation Index …
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