Precious metals and traditional energy prices are shaken by geopolitical tension, financial
instability, rising inflation, declining economic growth, and financial markets. In addition …

We evaluate the transmission of returns and volatility in the universe of commodities around
the war in Ukraine. The total volatility spillover increases from 35% to 85%, exceeding the …

This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

Inter-sectoral volatility linkages in the Chinese stock market are understudied, especially
asymmetries in realized volatility connectedness, accounting for the catastrophic event …

In this paper, we examine extreme spillovers among the realized volatility of various energy,
metals, and agricultural commodities over the period from September 23, 2008, to June 1 …

This paper inspects volatility connectedness across crude oil, natural gas, coal, stock, and
currency markets in the US and China. To accomplish this objective, we deploy …

We construct daily realized volatility, skewness, and kurtosis using 5-min data of eight
Chinese commodity futures and the Chinese stock market index from March 26, 2018 to …

This paper examines return and volatility spillover effects among the clean energy (electric
vehicles, solar and wind), electricity and 8 energy metals (silver, tin, nickel, cobalt, lead, zinc …

In this study, we investigate the dynamic connectedness between the volatility of Northeast
Asia, namely South Korea, Japan, China, and the United States (US). Specifically, we …

This study examines the safe-haven and hedging roles of gold against thirteen Asian stock
markets during the COVID-19 outbreak. During the COVID-19 sub-period, gold is shown to …