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Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach

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  1. Wang, Xiao-Qing & Wu, Tong & Zhong, Huaming & Su, Chi-Wei, 2023. "Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?," Resources Policy, Elsevier, vol. 83(C).
  2. Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
  3. Doğan, Buhari & Radulescu, Magdalena & Nassani, Abdelmohsen A. & Mohammed, Kamel S.I. & Benlagha, Noureddine & Baldan, Cristina Florentina, 2025. "Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis," International Review of Economics & Finance, Elsevier, vol. 99(C).
  4. Wei, Yu & Wang, Yizhi & Vigne, Samuel A. & Ma, Zhenyu, 2023. "Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  5. Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023. "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, vol. 123(C).
  6. Ali, Shoaib & Cui, Jinxin, 2025. "Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens," Journal of Behavioral and Experimental Finance, Elsevier, vol. 46(C).
  7. Ijaz, Muhammad Shahzad & Ullah, Alishba Rahman & Kang, Sang Hoon, 2025. "Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification," Energy Economics, Elsevier, vol. 146(C).
  8. Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2024. "Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets," Research in International Business and Finance, Elsevier, vol. 71(C).
  9. Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024. "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  10. Naeem, Muhammad Abubakr, 2024. "Navigating median and extreme volatility in stock markets: Implications for portfolio strategies," International Review of Economics & Finance, Elsevier, vol. 95(C).
  11. Yongguang Zhu & Ya Li & Yuna Gong & Deyi Xu, 2024. "Examining the metal futures price discovery in China from multi-scale time," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 37(1), pages 173-188, March.
  12. Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022. "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers 2022-017, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  13. Bouteska, A. & Rahman, Mashuk & Hassan, M. Kabir & Sanchez, Benito A., 2025. "Re-examining the nexus between Chinese carbon markets with energy and non-energy commodity markets in a novel risk spillover network approach," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
  14. Zhang, Hongwei & Li, Zongzhen & Song, Huiling & Gao, Wang, 2024. "Insight into clean energy market’s role in the connectedness between joint-consumption metals," Energy, Elsevier, vol. 302(C).
  15. Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024. "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  16. Chen, Yongfei & Wei, Yu & Bai, Lan & Zhang, Jiahao & Wang, Zhuo, 2023. "Connectedness and hedging effects among China's nonferrous metal, crude oil and green bond markets: An extreme perspective," Finance Research Letters, Elsevier, vol. 58(PA).
  17. Gaies, Brahim & Chaâbane, Najeh & Bouzouita, Nesrine, 2024. "Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 43-70.
  18. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
  19. Boqiang Lin & Tianxu Lan, 2024. "The time‐varying volatility spillover effects between China's coal and metal market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 699-719, May.
  20. Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024. "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, vol. 94(C).
  21. Yan, Leilei & Han, Wei, 2025. "The complexity of connection between green bonds and carbon markets: New evidence from China," Finance Research Letters, Elsevier, vol. 84(C).
  22. Cagli, Efe Caglar, 2023. "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, vol. 86(PA).
  23. Wei, Yu & Zhang, Jiahao & Chen, Yongfei & Wang, Yizhi, 2022. "The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective," Energy, Elsevier, vol. 260(C).
  24. Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024. "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, vol. 94(C).
  25. Liang, Chao & Goodell, John W. & Li, Xiafei, 2024. "Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  26. Yingyue Sun & Yu Wei & Yizhi Wang, 2024. "Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies," China Finance Review International, Emerald Group Publishing Limited, vol. 14(4), pages 666-693, August.
  27. Cifuentes-Faura, Javier & Mohammed, Kamel Si & Alofaysan, Hind, 2024. "The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 80-94.
  28. Ma, Lujia & Zhu, Jiaji & Han, Wei, 2024. "Short-term and long-term effects of Chinese and global economic policy uncertainty and geopolitical risks on Chinese tourism," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1351-1360.
  29. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.
  30. Qian Wang & Yu Wei & Yifeng Zhang & Yuntong Liu, 2023. "Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic," Evaluation Review, , vol. 47(3), pages 391-432, June.
  31. Wu, Hao & Huang, Yuan, 2025. "Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
  32. Chen, Xiangyu & Tongurai, Jittima, 2024. "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 70(PB).
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