COVID-19 has posed unprecedented challenges to global finances because of its
unparalleled global scope, with both concomitant shocks as well as the likely altering of risk …

We undertake a meta-literature review on the topic of financial market integration (FMI),
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …

Motivated by lack of empirical research on volatility linkages among clean-energy stock
markets and fossil fuel markets during the recent Covid-19 pandemic, the study examines …

In the backdrop of the recent covid-19 pandemic there is a renewed interest to understand
the interlinkages between dirty and clean energies. In this regard, the study examines the co …

The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …

Abstract As the Russo–Ukrainian conflict obstructs the vast wheat production of Ukraine, we
investigate the relationship over crises between geopolitical risk and prices of essential food …

This study examines the dynamic connectedness between COVID–19 media coverage
index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in …

This study examines the dynamic asymmetric return spillovers between gold and oil
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …

By combining the traditional Diebold–Yilmaz (2012, 2014) spillover index with the quantile
method, we study the extreme spillovers among fossil energy, clean energy, and metals …

Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …