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 …

The objective of this study is twofold. On the one hand, we investigate the dynamic
correlations among the energy, clean energy, crude oil, and carbon markets using a DCC …

This study analyzes the relationship between clean and dirty energy sources and energy
metals during the COVID-19 pandemic. We document a sharp increase in connectedness …

The ubiquitous increase in globalization and high carbon emissions, aiming to achieve non-
zero emissions in the future, is a feasible challenge for a sustainable environment. Our study …

We examine the flight-to-safety phenomenon from ruble (risky asset) to other safe-haven
assets at the onset of the Russian invasion of Ukraine on 24 February 2022. We find …

As one of the world's largest oil importer, China's economy is significantly influenced by oil
price fluctuations. This study investigates the risk spillover effect of international oil price on …

This paper studies the impact of Bitcoin on decomposed oil price shocks within a quantile-
based framework, through which the underlying investment sheltering role of Bitcoin for …

The interplay between energy and agricultural commodities and the responses of
agricultural commodities to global uncertainty factors have been receiving increasing …

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

The combination of geopolitical conflicts and economic shocks could cause severe volatility
in the global commodity market. Based on the monthly data from June 2006 to March 2023 …