The large inflow of investment capital to commodity futures markets in the past decade has
generated a heated debate about whether financialization distorts commodity prices. Rather …

This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

This paper reviews the more recent literature addressing different facets of speculation in
commodity markets, including the role of speculators and the impact that financialization in …

Turbulent times significantly exacerbate the search for a safe haven asset, inspired by
investors' loss aversion. The same happened during the Covid-19 crisis when recurring …

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 …

The paper documents the asymmetric relationship between green bonds and commodities
via the cross-quantilogram approach. Given the heterogeneity nature of individual …

This paper examines the time-frequency spillovers and connectedness between the major
precious metals futures markets (gold, palladium, platinum, and silver), the West Texas …

While much research uses multivariate GARCH to model volatility dynamics and risk
measures, one particular type of multivariate GARCH model, GO-GARCH, has been …

Many papers in recent years have examined the benefits of adding alternative assets to
traditional portfolios containing stocks and bonds. Bitcoin has emerged as a new alternative …

In this paper, we examine extreme spillovers among the realized volatility of various energy,
metals, and agricultural commodities over the period from September 23, 2008, to June 1 …