Table 3 Network centrality characteristics of time-frequency spillovers
Full-sample | Pre-COVID-19 | During-COVID-19 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
Closeness centrality | Betweenness centrality | Eigenvector centrality | Closeness centrality | Betweenness centrality | Eigenvector centrality | Closeness centrality | Betweenness centrality | Eigenvector centrality | ||
Net-pairwise spillover | Volatility | Oil | Copper | Coal | EUA | Oil | EUA | EUA | Silver | EUA |
Skewness | Lead | Coal | Silver | Gold | Copper | Zinc | Gold | EUA | Coal | |
Kurtosis | Lead | EUA | EUA | Lead | Gold | Gold | EUA | Silver | EUA | |
Short-term | Volatility | Gold | Oil | Copper | Gas | Oil | EUA | Tin | EUA | Lead |
Skewness | Coal | Gold | Gas | Lead | Gold | Gold | Gas | EUA | Coal | |
Kurtosis | Silver | Coal | Oil | EUA | Oil | Gold | Gold | Lead | Nickel | |
Long-term | Volatility | Oil | Gas | Gold | Lead | Gas | Gas | Lead | Silver | Gold |
Skewness | Gold | Lead | Silver | Gas | EUA | Tin | Gold | Gas | Nickel | |
Kurtosis | Lead | Coal | Oil | Lead | Gold | Coal | Oil | Gold | Lead | |
