In this paper, we examine the predictive content of both transition and physical risks for the volatility of gold … literature. One, we show that the return volatility of gold has a positively significant relationship with transition risk and a … volatility of gold and both of transition and physical risks although with greater predictive prowess from the former. Lastly, we …

other markets. This study investigates the dynamic volatility spillover relationships between the Chinese carbon and … transferred from the international gas (GAS) and crude oil (OIL) markets to the Chinese carbon market (GDC). The total volatility …, the Covid-19 outbreak, the COP 26 and the Russo-Ukrainian war have different effects on the volatility spillovers among …