This study evaluates the interplay between decentralized finance (DeFi) and centralized
finance (CeFi) within the realm of inclusive banking by examining their foundational …

This research aims to investigate the propagation of extreme downside risk, commonly
referred to as tail risk, within commodity markets using an innovative CAViaR-based …

This paper examines the predictability of various oil price shocks on the returns of non-
ferrous metals from the supply and demand sides in the US, UK, and China under different …

This paper presents empirical evidence on the asymmetric relationship between green
investments and international stock markets. We employ the asymmetric versions of Diebold …

This study examines the dependence structure and risk spillovers between crude oil and
eight major agricultural futures (wheat, corn, soybean coffee, cotton, lumber, cocoa, and live …

Abstract The QUAD nations'(United States, India, Japan, and Australia) financial markets are
deeply integrated with global markets. The burgeoning surge of risk in global markets …

The long and continuing coal-dominated energy structure in China makes it important to
investigate the impact of coal price shocks on China's financial markets. This study identifies …

This study investigates the impact of the Russian-Ukrainian war on the dynamic volatility
connectedness between food prices and various financial assets. Between 01.01. 2015 and …

With the accelerated pace of financial globalization and the gradual increase in linkages
among financial markets, correctly identifying and describing the risk spillover and network …

The objective of the research is to investigate the evolution of food price inflation in the 27
Member States between January 2001 and May 2022. Our paper focuses on the role of …