We investigate the changes in volatility leverage and spillover effects of three crude oil futures markets—WTI, Brent … and Brent markets, slightly increases and stabilizes the dynamic conditional correlation, and diminishes the volatility …

volatility is a crucial component of the market for commodities derivatives and can influence transaction profitability, hedging …The study examines the intraday volatility spillover between the exchange rate, gold, and crude oil using the Dynamic … efficiency, and overall market risk. Market participants need to keep an eye on volatility and modify their plans accordingly …

We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty … increase but hedging costs rise as well. Based on the spillover index we document that during calm periods most of the … volatilities are due to each currency's own history. However, during the distress periods volatility spillovers among currencies …