Climate change affects price fluctuations in the carbon, energy and metals markets through
physical and transition risks. Climate physical risk is mainly caused by extreme weather …

Unlike volatility, the skewness and kurtosis of asset returns are often neglected in the
analysis of spillovers and risk management, although they capture the return asymmetry and …

This study analyses the spillover in higher-order moments covering volatility, skewness, and
kurtosis in the space of green energy, brown energy, and technology stocks in the US from …

The prominence of commodity markets within the domains of empirical finance and energy
economics is well established, largely due to oil's importance and its relationship with other …

Investigating the dependence and connectedness among global oil markets is of great
significance for cross-market investors and regulators. However, most of the existing studies …

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 …

Using 1-min data of nine cryptocurrency prices, spanning the period 2017 to 2021, the
analysis extends Hasan et al., 2021, Ahmed and Al Mafrachi, 2021 papers that explore the …

This paper employs a combination of the Copula-CoVaR approach and the ARMA-GARCH-
skewed Student-t model to investigate the tail dependence structure and extreme risk …

This study examines the spillovers in high-order moments (realized volatility, jumps,
skewness, and kurtosis) among European stock sectoral indices. Using 5-minute data from …

Against the backdrop of escalating geopolitical risks, the interdependence between rare
earth and clean energy markets are crucial for cross-market investors and regulators …