economy from aggravation of contagion. …

causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test … volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic … is developed to test the multivariate conditional volatility Diagonal BEKK model, which has valid regularity conditions …

We analyze (frequency) connectedness and portfolio hedging among U.S. energy commodities from 1997 to 2023. We show …

volatility spillovers between various sectors of an economy, between different financial markets of the same economy, amongst …Volatility spillover among major equity markets has long fascinated academicians and researchers alike. This paper … econometric methodologies. Some have considered only volatility or both volatility and spillover. Still others have incorporated …