ArticleResources policy2022
The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak.
Article in Resources policy, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 7 papers.
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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Who cites it
7 citing papers in PubMed.
- Interstage market spillovers of the photovoltaic industry chain in China.Scientific reports · 2025Article
- Does geopolitical risks drive the extreme spillovers of bulk energy and chemical commodity.PloS one · 2025Article
- Article
- The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets.Nature communications · 2023Article
- COVID-19 and the quantile connectedness between energy and metal markets.Energy economics · 2023Article
- COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis.Resources policy · 2022Article
- Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China.Resources policy · 2022Article
Corrections and comments
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Authors and funding
2 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
The study investigates static and dynamic returns spillover effects between metal (gold, silver, copper and aluminum), energy (oil, natural gas and coal) and carbon markets in different frequency domains using the Diebold Yilmaz (2012) and the Baruník and Křehlík (2018) method. The results show that total connectedness in the post-COVID world is significantly higher compared to pre-COVID-19 outbreak period. The total spillover is contributed mainly by short-term spillover effects. Moreover, metal markets especially copper and silver have higher explanatory power. Spillover within markets is stronger than across these markets. In addition, the carbon market is more heavily interactive with other markets, and the metal market especially copper has relatively high explanatory power for the carbon price fluctuations in post-COVID-19outbreak periods. According to the net spillover, copper and gold has a hedge function in the short- and long-term, respectively. Furthermore, the relationship among these markets is time-varying, affected by market uncertainty such as the outbreak or major events.
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Registered trials
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