This paper investigates how the six major petroleum futures Oman crude, NYMEX RBOB
gasoline, ICE low sulphur gasoil, ICE Brent crude, NYMEX light sweet crude and NYMEX …

The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

In this paper, we use the improved Diebold & Yilmaz method based on TVP-VAR-SV model
to analyze dynamic connectedness between energy, precious metal, industrial metal …

This paper examines the time and frequency connectedness among electricity, carbon and
clean energy markets, and oil price demand and supply shocks. In doing so, we use the …

We construct daily realized volatility, skewness, and kurtosis using 5-min data of eight
Chinese commodity futures and the Chinese stock market index from March 26, 2018 to …

As the process of carbon reduction continues, carbon trading market in China is becoming
mature and moving from fragmented pilots to a national unity. This study aims to examine …

This study employs a novel quantile time-frequency connectedness approach to capture the
risk spillovers between the green economy and energy metals under different market …

Increasing financialization of energy and commodity markets offer a variety of tradeoff for the
investors and consumers. On the one hand, this increased financialization of the two …

We aim to investigate the static and dynamic time-frequency connectedness between
energy and nonenergy commodity markets in China during COVID-19 based on Baruník …

The worldwide economy has experienced several changes in energy and nonenergy prices.
This has motivated academics, investors, and policymakers to analyze the relationships …