Events of recent years, such as the COVID-19 pandemic and the war in Ukraine, have caused significant fluctuations in financial markets, including energy and precious metals markets. Many investors see commodity investments as a way to diversify port...
The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity (Bitcoin and Standard and Poo...
This paper investigates the price stability properties of precious metals during the 1997 Asian Financial Crisis, 2007–2008 Global Financial Crisis, and 2010 Eurozone Crisis. To analyse the interaction between precious metal prices and the US s...
This paper examines the dynamic interactions between national stock indexes of global significance and gold, a prominent safe-haven asset, during the two most recent crises (the conflict between Russia and Ukraine and COVID-19). Daily data and the so...
Exploring the hedging ability of precious metals through a novel perspective is crucial for better investment. This investigation applies the wavelet technique to study the complicated correlation between global economic policy uncertainty (GEPU) and...
This study investigates the relationship between energy metals and precious metals to assess their suitability as safe haven assets in clean energy investment portfolios. This study aims to conduct an effect analysis of the events that occurred durin...
This study aims to employ a causal network model based on transfer entropy for the early warning of systemic risk in commodity markets. We analyzed the dynamic causal relationships of prices for 25 commodities related to China (including futures and...
This paper aims to investigate the main mineral exchange-traded funds (ETFs) in terms of trading volumes on the New York Stock Exchange by measuring the volatility transmission among them and the connectivity of this market. Daily closing ETF data fr...
Since the second half of the 20th century, various devices have been developed in order to reduce the emissions of harmful substances at the exhaust pipe of combustion engines. In the automotive field, the most diffuse and best known device of this k...
We examined the evolution of cross-market linkages between four major precious metals and US stock returns, before (Phase I) and after (Phase II) the COVID-19 outbreak. Phase II was also extended to encompass the Ukrainian conflict, which prolonged t...
This study analyses Indian export–import and domestic production data of mobile phones and smartphones to quantify historically generated e-waste from discarded devices over a 20-year period (2001–2021). An exponential time smoothing meth...
This paper examines the relationship between commodity index returns and the Office of Financial Research Financial Stress Index (OFR FSI). Utilizing the S&P GSCI and its five sub-indices (agriculture, livestock, energy, industrial metals, and pr...
The energy sector has been the main economic hub in everyone’s lives and in world geopolitics. Consequently, oil, gas, electricity and energy from renewable sources (wind and solar) are traded on the stock market, and all interconnected around...
This study extends previous work applying unsupervised machine learning to commodity markets. The first article in this sequence examined returns and volatility in commodity markets. The clustering of these time series supported the conventional onto...
The growing global demand for minerals and metals, coupled with fluctuations in pricing and market disruptions, has emphasised the critical role of these resources in sustaining the global economy. Waste from Electrical and Electronic Equipment (WEEE...
Globalization and the spread of technological innovations have made world markets and economies increasingly unified and conditioned by international trade, not only for sales markets but above all for the supply of raw materials necessary for the fu...
This study proposes a wavelet procedure for estimating partial correlation coefficients between stock market returns over different time scales. The estimated partial correlations are subsequently used in a cluster analysis to identify, for each time...
In recent years, non-Pt-based ORR catalysts have been developing rapidly and have achieved performance comparable to or even surpassing Pt precious metal catalysts in specific reactions, offering new possibilities for Pt-based catalyst replacement an...
This study analyses the impact of the Geopolitical Risk Index (GPR) on the volatility of commodity futures returns from 4 January 2010 to 30 June 2023, using Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) models. It ex...
This study investigates the impact of commodity price volatility (including soft commodities, precious metals, industrial metals, and energy) on the dynamics of corporate sukuk returns. Using a sample of sukuk indices from Gulf Cooperation Council (G...
Financial data are expensive and highly sensitive with limited access. We aim to generate abundant datasets given the original prices while preserving the original statistical features. We introduce the Wasserstein Generative Adversarial Network with...
Platinum group metals (PGMs) are a group of six metals with high market value and key importance to many industrial sectors. Due to their low prevalence in the Earth’s crust and high demand, these metals have been recognized as critical materia...
Granger causality can uncover the cause-and-effect relationships in financial networks. However, such networks can be convoluted and difficult to interpret, but the Helmholtz–Hodge–Kodaira decomposition can split them into rotational and...
The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector-autoreg...
Socially responsible investing (SRI) or sustainable, responsible, and impact investing is growing fast. The net total of SRI assets at the beginning of 2018 was USD 12.0 trillion. There is extensive literature on SRI, but very little of it relates to...
The path toward energy transition requires many metals, some of which are scarce in nature or their supply is controlled by a few countries. The European and Spanish situations are particularly vulnerable because of the scarcity of crucial geological...
This study examines the effect of economic policy uncertainty (EPU) on sustainable investment returns by using panel data of stock market returns and the EPU index from twelve countries for the period from April 2015 to December 2020. In addition, pr...
The main purpose of this article is to investigate a speculative trading system with a constant magnitude of return rate. We consider speculative operations related to the exchange rate given as the quotient of the base exchange medium by the quoted...
Those stimuli that have a shiny/glossy visual appearance are typically rated as both attractive and attention capturing. Indeed, for millennia, shiny precious metals and glossy lacquerware have been used to enhance the presentation, and thus the perc...
Carbon markets are highly relevant to the need to regulate man-made greenhouse gas emissions. As the world faces the dangerous effects of global warming, reducing greenhouse gas emissions has become a critical priority for governments, corporations a...
No consensus has been reached on the problem of solving resource depletion. A recognition of the fact that resources are not endless and the Earth is a finite globe reinforces the idea that the vision of continuous economic growth is not sustainable...
Rhodium (Rh) catalyst has played an indispensable role in many important industrial and technological applications due to its unique and valuable properties. Currently, Rh is considered as a strategic or critical metal as the scarce high-quality puri...
Structural properties of the currency market were examined with the use of topological networks. Relationships between currencies were analyzed by constructing minimal spanning trees (MSTs). The dissimilarities between time series of currency returns...
The Circular Economy is gaining recognition for its attention to increasing material circularity by proposing a set of value retention options, and organizing business, institutions, and policies for their implementation. Light emitting diode (LED) l...
This study sets out to explore the impacts of the Russian-Ukrainian conflict on worldwide financial markets by considering a large array of national currencies, precious metals and fuel, agricultural commodities and cryptocurrencies. Estimations span...
This study employs a modern GARCH framework to conduct a comparative analysis of the volatility transmission between crude oil prices and a comprehensive set of financial assets, including sectoral equities, precious metals, and cryptocurrencies, acr...
The Hurst parameter H plays a critical role in modeling long-memory behavior in financial time series, particularly within the framework of the fractional Black–Scholes model (fBSM). While the Method of Moments (MOM) provides a fast, closed-for...
Motivated by the comovement of realized volatilities (RVs) of agricultural commodity prices, we study whether multi-task forecasting algorithms improve the accuracy of out-of-sample forecasts of 15 agricultural commodities during the sample period fr...
This paper investigates the dynamic relationship between cryptocurrency uncertainty indices and the movements in returns and volatility across spectrum of financial assets, comprising cryptocurrencies, precious metals, green bonds, and soft commoditi...
Copper anode slime (CAS) contains high concentrations of precious metals, particularly gold, which can reach up to 11 wt%. During copper anode electrorefining, 5–10 kg of CAS is generated per ton of copper cathode. Processing CAS is crucial for...
This article aims to investigate the impact of sustainable assets on dynamic portfolio optimization under varying levels of investor risk aversion, particularly during turbulent market conditions. The analysis compares the performance of two portfoli...
Cryptocurrency is recognized as a leading digital currency by its peer-to-peer transfer capabilities and secure features. Accurately forecasting cryptocurrency price trends holds substantial significance for investors and traders, as they inform crit...
This article analyses how a strategy for Tanzania’s tanzanite gemstone mining sector could foster gender equality in the mine-to-market (M2M) supply chain, whilst enhancing opportunities for female entrepreneurship as part of the country’...
Gold is a significant revenue source for custom copper smelters facing profitability challenges due to low treatment and refining charges, stricter regulations, and rising costs. Gold is also often blended with copper concentrates, but precise recove...