Did Covid19 indiced market turmoil impact the intraday volatility spillovers between energy and other ETFs?. To examine … this , we first estimate the realized volatility of ETFs using the 5-minute high-frequency data. Next, we employ time …

digital economy related exchange traded funds (ETFs). For this purpose, we first construct a digital economy attention index … correlations between these three indices and digital economy ETFs. Our TVP-VAR frequency connectedness analysis shows that … attention to and uncertainty around the CBDC and digital economy have strong connectedness with the ETFs in the short-term. The …

particularly acute in regard to volatility spillovers. Using the Diebold and Yilmaz (2009) methodology we analyze these metals over … a 20 year period, showing the evolution of volatility spillovers and identifying the source of same …

little evidence of asymmetric price and volatility transmission. In fact, most markets react to both positive and negative …. While China provides a major source of volatility to the global coal market, it is relatively insignificant in terms of price …