This paper explores the return connectedness among energy and financial markets in China
and the US pre and during the COVID-19 pandemic. We find that the spillovers during …

In this paper, we explore the dynamics of the return connectedness among major commodity
assets (crude oil, gold and corn) and financial assets (stock, bond and currency) in China …

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

The COVID-19 outbreak has greatly increased economic uncertainty worldwide and
significantly impacted the markets for energy and metal futures. In order to capture the …

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 comprehensively investigates spillover connections among eight markets in the
context of COVID-19 and the Russia–Ukraine conflict. The spillover effects are investigated …

With the increasing severe pollution, the new energy industry is greatly favored by the
government and investors. Using the static network connectedness method of Diebold and …

This paper analyzes the degree of dynamic connectedness between energy and metal
commodity prices in the pre and post-COVID-19 era, using the time-varying parameter …

With the purpose of risk management for fossil energy investors, this paper examines the
dynamic spillover effect and asymmetric connectedness between fossil energy, green …

COVID-19 brings new challenges to addressing climate change and achieving the goal of
environmental sustainability. This paper examines how the COVID-19 pandemic affects …