This paper analyzes dynamic volatility spillovers between four major energy commodities
(ie, crude oil, gasoline, heating oil and natural gas) in the oil-natural gas future markets. We …

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 …

The carbon market is closely related to fossil energy markets, but few studies focus on the
intensity and direction of the time-varying spillover effects, the time delaying and periodicity …

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 …

This work presents a state-of-the-art survey of published papers that forecast natural gas
production, consumption or demand, prices and income elasticity, market volatility and hike …

This paper examines the directional spillover between crude oil prices and stock prices of
technology and clean energy companies. The study uses the daily data over the period from …

This study analyzes the lead-lag relationship between the price indices of energy fuels and
each of food, industrial inputs, agriculture raw materials, metals and beverages in the time …

We study time and frequency connectedness among 22 commodity uncertainty indexes.
Applying spillover analysis and network graphs, we find that overall connectedness among …

The new energy technology brought by the fourth industrial revolution has stimulated the
enthusiasm for energy transformation. However, unstable renewable energy brought by …

Since markets are undergoing severe turbulent economic periods, this study investigates the
information transmission of energy stock markets of five regions including North America …