) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock … in one physical, biological or financial asset on the subsequent volatility or co-volatility of another physical …, biological or financial asset. Investigating volatility spillovers within and across energy and financial markets is a crucial …

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural … that the futures prices of bio-ethanol and the two agricultural commodities, corn and sugarcane, have stronger co-volatility …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …

's dynamic properties may lead to misestimation of the intraday spot volatility. …

The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility … spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers … (namely, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co-volatility …

causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test … elsewhere is from burning fossil fuels for electricity, heat, and transportation. The price of fuel influences carbon emissions … their connection to fossil fuels, and the possibility of Granger (1980) causality in spot and futures prices, returns and …