elsewhere is from burning fossil fuels for electricity, heat, and transportation. The price of fuel influences carbon emissions …, but the price of carbon emissions can also influence the price of fuel. Owing to the importance of carbon emissions and … volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic …

Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over … a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR). There are four major benchmarks in the …-Pacific), which are likely to be highly correlated. This paper analyses the volatility spillover effects across and within the four …

This paper estimates univariate and multivariate conditional volatility and conditional correlation models of spot … volatilities across returns for each market. The estimates of volatility spillovers and asymmetric effects for negative and …

vary according to whether they are in low or high volatility regimes …