total connectedness escalated during stress periods. Moreover, we examine the hedging ability of timber and water by … and bond investors, with the short position in the volatility of water to provide higher hedging effectiveness …Using a time-varying spillover approach, we investigate volatility spillovers between natural alternative investments …

Motivated by the incessant demand for portfolio diversification, this study examines the connectedness between value … and diverse types of stocks (growth, momentum, ESG, high beta, classic S&P 500, volatility). The applied methodology … the period from 03/31/2011 to 03/31/2021. Results show moderate volatility transmissions among the sampled assets, which …