Precious metals and traditional energy prices are shaken by geopolitical tension, financial
instability, rising inflation, declining economic growth, and financial markets. In addition …

We evaluate the transmission of returns and volatility in the universe of commodities around
the war in Ukraine. The total volatility spillover increases from 35% to 85%, exceeding the …

The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …

With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

This article endeavors to reveal the asymmetric effects of the Ukraine-Russia War (URW) on
various markets, including energy, metals, and agriculture. To do so, the study deploys the …

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin,
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …

The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented
challenges for market participants, policymakers, and practitioners. This study envisages this …

Employing the vector auto-regression based on generalized forecast error variance
decomposition, this paper investigates the connectedness of non-fungible tokens (NFTs) …

With the steady growth in the data set on the COVID‐19 pandemic, empirical works that
employ novel and yet appropriate statistical techniques to corroborate previous findings of …

Oil shocks demonstrate an effective economic event in the face of several unprecedented
financial challenges. The current study endeavors to investigate the nexus between oil …