With option-implied volatility indices, we identify networks of global volatility spillovers and examine time-varying systemic risk across global financial markets. The US stock market is the center of the network and plays a dominant role in the spread of volatility spillover to other markets....

We document asymmetric networks of implied volatility spillovers across global stock and commodity markets as well as the US Treasury market. There are significant asymmetries in the roles of US stock and bond markets as volatility suppliers to other countries and markets. Shocks from the US...

Wetland CH 4 emissions are one of the most uncertain components of the global CH 4 budget. The complex nature of wetland CH 4 processes makes it challenging to identify causal relationships that could be used to improve our understanding and predictability of CH 4 emissions. In this study, we...