We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …

We analyse, in the time and frequency domains, the relationships between three popular
cryptocurrencies and a variety of other financial assets. We find evidence of the relative …

In this study, we present the evidence of dramatic changes in the structure and time-varying
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …

Carbon allowances are a new class of financial instrument which aim to assist in limiting the
extent and impact of global warming and climate change. The feedback mechanism in the …

Using the spillover index approach and its variants, we examine both static and dynamic
volatility connectedness among eight typical cryptocurrencies. The results reveal that their …

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 …

This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

Using a bivariate dynamic conditional correlation (DCC) generalized autoregressive
conditional heteroskedasticity (GARCH) model, this study compares the safe-haven …

The spillover effect is an important factor affecting the volatility of crude oil price. Basing on
the study of Diebold and Yilmaz (2009, 2012, 2014), we propose a new method that …

This study employs a quantile connectedness approach to examine the dynamic linkages
and tail risk connectedness between energy, metal, and carbon markets. Results show that …