The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility … spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers … (namely, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co-volatility …

useful tool for modelling financial volatility in other contexts. …

also attempts to find the trend and the pattern of volatility clustering in the base metal markets of India. Further, the … that the market advances generate larger volatility than the market turbulence in the cash and futures market of nickel …-run volatility spillover is absent from the futures to the cash market of nickel. The paper concludes that the long-run volatility …