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 article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

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 paper examines spillover effects among six commodity futures markets–gold, silver,
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …

In this study, we examine the potential roles of gold and crude oil as safe-haven assets
against extreme down movements in clean energy stock indices. We employ copulas on …

This study investigates the predictability power of oil prices and six international stock
markets namely, China, France, UK, Germany, Japan, and the USA, on the Saudi stock …

This paper investigates the time-varying equicorrelations and risk spillovers between crude
oil, gold and the Dow Jones conventional, sustainability and Islamic stock index aggregates …

Economic policy is a major determinant of investment and financial decisions; Moreover,
prices of precious metals are highly influenced by any uncertainty recorded in the global …

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 …