This paper constructs the returns and volatility system networks of the global new energy
companies using the connectedness network approach. Then, it measures the information …

In this paper, we use the improved Diebold & Yilmaz method based on TVP-VAR-SV model
to analyze dynamic connectedness between energy, precious metal, industrial metal …

Previous studies point to the time-variation and asymmetry in the relationship between clean
energy stocks and crude oil markets, but there is a lack of evidence on the return spillovers …

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

This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …

This paper explores the relationship between macro-factors and the realized volatility of
commodity futures. Three main commodities—soybeans, gold and crude oil—are …

Previous studies indicate a substantial time-variation in the co-movement of commodity
futures markets and economic fundamentals. This paper examines the connectedness and …

COVID-19 led restrictions make it imperative to study how pandemic affects the systemic risk
profile of global commodities network. Therefore, we investigate the systemic risk profile of …

In this study, we examine the asymmetric short-and long-run spillover among commodities
using realized variances and realized semivariances calculated through 5-min trading data …

Using the nonparametric causality-in-quantiles approach, we investigate the causal effects
of oil price uncertainty on the returns and volatility of clean energy metal stocks under …