This study assesses the safe haven and hedge profiles of wheat against equity markets during the Russia-Ukraine war using both DCC-GARCH and wavelet techniques. We found significant decrease in dynamic conditional correlations between wheat and these indexes, suggesting that investors may reduce...

This paper examines return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional financial assets across various market conditions using a Quantile-VAR connectedness technique. It also explores the predictive powers of major global macroeconomic and geopolitical...