Physics

Skewness

Implied volatility

Jump diffusion

Mathematics

Financial economics

Futures contract

Statistics

Kurtosis

Econometrics

Volatility swap

Economics

Market liquidity

Tail risk

Volatility risk

Portfolio

Jump

Monetary economics

Realized variance

Quantum mechanics

Volatility (finance)

Energy

Existing studies of risk spillovers primarily examine returns and volatility but ignore higher-order moment risks and asymmetrical effects, thereby im…

Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments