This paper provides insights into agricultural commodity markets in terms of return and volatility spillover effects … risk in spot return’s volatility and spot returns itself, respectively. During the study the VAR(1)-GARCH-ABEKK(1,1)-in … of return and volatility linkages between agricultural commodities. Based on the model results optimal dynamic portfolio …

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 …