This study investigates the dependence and risk spillovers in the short-, medium- and long-terms between natural gas (NG), crude oil and stock markets of top energy producer countries (Russia, Ukraine and US) and consumer countries (China, India and EU members). Using the wavelet coherence...

The paper examines the interactions of downside risks between crude oil and the automobile sector through the employment of Diebold and Yilmaz (2012) and Diebold and Yılmaz (2014) framework in a static and time-varying perspective. The network connectedness is found to intensify during the...

This study presents fresh insights into the connectedness of oil shocks and agriculture commodities spanning January 1, 2006 to October 30, 2020. We employed the methodology developed by Ready (2018), which splits the oil price into demand and supply shocks. Further, we used the connectedness...