In the last years, hydrogen has been considered as a promising energy vector for the
oncoming modification of the current energy sector, mainly based on fossil fuels. Hydrogen …

This paper focuses on the price determinants of gold, and on the challenges associated with
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …

In this study, we examine the hedging relationship between gold and US sectoral stocks
during the COVID-19 pandemic. We employ a multivariate volatility framework, which …

The erratic price behavior and inefficiency in the crypto markets offer possibility to examine
the behavioral aspects in cryptocurrency prices. Further, the cryptocurrency market is …

Palladium (Pd)-based membranes have received a lot of attention from both academia and
industry thanks to their ability to selectively separate hydrogen from gas streams. Integration …

In this paper, we investigate the hedging versus the financialization nature of commodity
futures vis-à-vis the equity market using a ARMA filter-based correlation approach. Our …

This paper examines the extreme co-movements between infectious disease events and
crude oil futures through extreme value analyses. We contribute to the literature by providing …

In this paper, we utilize the Chicago Board Option Exchange (CBOE) implied volatility
indices to estimate the time-frequency information transmission among financial markets …

The copula concept presents a powerful and flexible tool for studying and modeling
multivariate distribution. The most popular copulas are the Archimedean and elliptical …

We investigate the information transmission channels between gold and the financial assets
of crude oil futures, US stocks, and exchange rates from the perspective of spillovers. Our …