methods indicate that volatility connectedness is higher than the return connectedness among these assets. Furthermore …This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019 … it is mined like crude oil, namely, a commodity. These similarities can be investigated by analyzing the connectedness …

shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra … with realized semivariances to account for asymmetric and frequency connectedness, we obtain interesting results. We show …

We analyze (frequency) connectedness and portfolio hedging among U.S. energy commodities from 1997 to 2023. We show … that the total connectedness increased over time, likely due to the increasing financialization of energy commodities. It …