We employ a frequency‐dependent asymmetric and causality analysis to investigate the
connectedness between gold and cryptocurrencies during the COVID‐19 pandemic. Hence …

The purpose of the article is to identify and estimate the dependency model for the extreme
prices of agricultural products listed on the Chicago Mercantile Exchange. The article …

Purpose The cross-quantilogram analysis is employed. The latter can assess the temporal
association between two stationary time series at different parts of their joint distribution …

This study cracks the multidimensional asymmetric relationship between trading activity
(volume and open interest) and commodity futures prices to analyze the short-term dynamics …

In this study, we identify economic transmission channels through which changes in funding
liquidity conditions in interbank markets asymmetrically affect volatilities of stock portfolios …

Purpose The aim of this study is to investigate for monotonicity, linearity and symmetry for
the price volatility–trading volume relationship in the futures markets of agricultural …

Purpose This paper aims to investigate the contemporaneous link between price volatility
and trading volume in the futures markets of energy. Design/methodology/approach Non …

Purpose The purpose of this paper is to examine the relationship between closing prices
and trading volume in the livestock futures markets of lean hogs, live cattle and feeder cattle …

By applying the frequency domain causality test and cross-spectral coherence analysis, this
study investigates the informational effects of liquidity indicators on the volatility of China's …

Purpose The relationship between returns and trading volume is central in financial
economics because it has both a theoretical interest and important practical implications …