volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic … causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test … is developed to test the multivariate conditional volatility Diagonal BEKK model, which has valid regularity conditions …

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … agricultural commodities, specifically corn and sugarcane, using the multivariate diagonal BEKK conditional volatility model. The …

This paper provides a brief review of the connecting literature in management science, economics and finance, and …

This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business …

The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …

futures markets, and the effects of overnight returns, volume, realized volatility, asymmetry, and spillovers across the four … intra-day data. The paper analyses the relationships among the S&P 500 Index and futures prices, returns and volatility of … intra-day temporal aggregation in examining returns relationships and volatility spillovers across the equity and energy …