Information entropy metrics have been applied to a wide range of problems that were
abstracted as complex networks. This growing body of research is scattered in multiple …

This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …

The relationship between conventional and digital assets has become a prominent research
topic, a focus partially emerging from the establishment of some large cryptocurrencies as …

The cryptocurrencies with small market capitalization are often overlooked despite they can
potentially be the source of shocks to other cryptocurrencies in the market. To address this …

This paper examines the safe-haven and hedging potential of oil and gold against industrial
metals and agricultural commodities using a novel approach of quantile-on-quantile …

In this paper, we explore the impact of uncertainties on energy prices by measuring four
types of Delta Conditional Value-at-Risk (∆ CoVaR) using six time-varying copulas. Three …

There is evidence to suggest that gold acts as both a hedge and a safe haven for equity
markets over recent years, and particularly during crises periods. Our work extends the …

This paper examines the co-movements between five of the most important emerging stock
markets namely the BRICS (Brazil, Russia, India, China and South Africa) and both the …

The early warning of financial risk is to identify and analyze existing financial risk factors,
determine the possibility and severity of occurring risks, and provide scientific basis for risk …

This study evaluates extreme uncertainty connectedness among top global energy firms.
The sample comprises of 68 firms from four energy-related subsectors (oil & gas, oil & gas …