This paper investigates volatility spillovers between energy and stock markets during
periods of crises. Our main findings reveal that transmissions of volatilities among these …

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 …

The present study aims to configure the extreme quantile dependence between oil shocks
and BRIC markets from January 2, 1995 to July 27, 2021. Using the cross-quantilogram …

This paper inspects volatility connectedness across crude oil, natural gas, coal, stock, and
currency markets in the US and China. To accomplish this objective, we deploy …

This study examines the multiscale spillovers and nonlinear causalities between the crude
oil futures market and the stock markets of the United States (US), Canada, China, Russia …

This paper examines the dynamic frequency co-movements and volatility spillovers between
crude oil, gas oil, gasoline, heating oil, and natural gas futures markets during the global …

Given Qatar's economic structure and geographical features, we examine the likely
spillovers among natural gas, liquid natural gas (LNG), trade policy uncertainty (TPU), and …

One of the ultimate goals of the Green Economy is to move away from dependence on fossil
energy, thereby achieving a sustainable development of a resource-saving and environment …

Due to the fundamental position of energy, the dynamics of the energy ETF markets are of
great interest when facing unexpected event shocks. To explore the volatility spillovers …

To support a responsible energy transition toward a low-carbon energy matrix and
renewable sources, as outlined in Sustainable Development Goal 7 (SDG 7) of Agenda …