. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total … transmitter to the wheat volatility, while being the spillover receiver from the oil and corn volatilities. The findings suggest …

whether cryptocurrency market uncertainties can help to explain and forecast volatilities in precious metal markets. By using … volatility forecasts of COMEX gold and silver futures markets. The in-sample results demonstrate the significant impacts of … cryptocurrency uncertainty on the volatilities of precious metal futures markets, and the out-of-sample evidence further confirms the …