In this paper, we use the TVP-VAR model to examine volatility connectedness among four cryptocurrencies and four China’s financial assets in static and dynamic scenarios from January 1, 2014 to August 29, 2022. We find that the dynamic total connectedness of the system consisting of...

Natural disasters frequently occur in China, leading to substantial direct economic losses in various sectors and significant indirect losses that spread through the interregional supply chain network. The agricultural sector is particularly vulnerable to disaster response, emphasizing the...