This paper attempts an investigation of the impact of the China factor on the global commodity and ocean shipping freight volatilities in recent years. It measures China's contribution to the incremental growth in demand for selected bulk commodities and ocean shipping in the world. China's...

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...