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 …

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

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 …

In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …

As a key enabler of international trade, the container shipping market experienced port
congestion, space shortages, and skyrocketing freight rates following the outbreak of the …

This study investigates the impact of the recent COVID-19 pandemic on the time-frequency
volatility spillovers across the international crude oil market and Chinese major energy …

Geopolitical risks (GPR) affect the price of natural resources, which are important for survival
and sustainable economy. Different from previous studies, we examine the relationship …

This paper investigates the multidimensional risk spillovers among crude oil, the US and
Chinese stock markets during the COVID-19 epidemic through a GARCHSK-Mixed Copula …

We examine the impacts of the COVID-19 pandemic and global risk factors on the upside
and downside price spillovers of MSCI global, building, financial, industrial, and utility green …

We construct time-varying tail risk networks to investigate systemic risk spillovers in the Belt
and Road (B&R) stock markets during 2008–2021. Network metrics clearly reflect aggregate …