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 …

This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …

This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

This paper represents an analysis of the spillover effects and time-frequency connectedness
between crude oil prices and agricultural commodity markets using both the spillover index …

This paper investigates the effects of inflation in the UK energy, agriculture and consumer
sectors on agricultural output, using monthly data between February 2015 and October …

Geopolitical risks (GPR) affect the price of natural resources, which are important for survival
and sustainable economy. Different from previous studies, we examine the relationship …

This paper examines the safe-haven and hedging potential of oil and gold against industrial
metals and agricultural commodities using a novel approach of quantile-on-quantile …

The inherent financial interconnections between crude oil prices, carbon emission
allowances, and agriculture commodity futures warrant a thorough investigation as fossil …

The interplay between energy and agricultural commodities and the responses of
agricultural commodities to global uncertainty factors have been receiving increasing …

Abstract The ongoing Russia-Ukraine conflict between two major agricultural powers has
posed significant threats and challenges to the global food system and world food security …