This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …

This study examines the financial connectedness and risk transmission among MENA
economies by accounting for financial connectedness in the short and long run as well …

The relationship between crude oil futures and exchange rates has been the subject of
several research studies. Through the utilization of a TVP-VAR (time-varying parameter …

Energy markets are important in global trade and economic stability, and energy futures play
a critical role in energy market dynamics. This study reviews: i) the important role energy …

With the intensifying of competition among big countries and trade friction, prices of non-
ferrous metal fluctuate more and more fiercely. This paper examines how asymmetric oil …

The low correlation between commodities and traditional assets, particularly after the crash
of the equity market in the year 2000, is seemingly a major factor influencing global …

The energy resource management (ERM) problem in today's energy systems is complex
and challenging due to the increasing penetration of distributed energy resources with …

This paper presents a unique time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach to quantify the connectedness and …

Contribution/Originality: This study contributes to the functioning of the global financial
system by providing insight on future stock market developments among emerging …

Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank
assets and liabilities under different conditions and its purpose is to maximize profits and …