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

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 the rapid spread of coronavirus, the global financial markets have been undergoing
tremendous changes, which bring investors more risks in the short term. Against such …

The aim of this paper is to examine the return connectedness and multiscale spillovers
between the Clean Energy Index and the grain commodity market around COVID-19. Using …

With many commodity and financial markets reportedly experiencing poor performances
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …

The study investigates the impact of the ongoing Russia-Ukraine war on the transmission of
returns spillovers between energy, metal and agricultural markets in China. We use the …

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 focuses on the dynamic connectedness between returns and volatilities of
commodities and Islamic developed and emerging market indices using daily date from …

This study investigates dynamic mean and tail-based connectedness between decomposed
oil price shocks (demand shock, supply shock, and risk shock) and Gulf Cooperation …

This paper examines the return and volatility connectedness among green finance markets
including the green bonds, clean energy and socially responsible stocks, especially …