Tarkun, Savaş2026-02-082026-02-0820250301-4207https://doi.org/10.1016/j.resourpol.2025.105665https://hdl.handle.net/20.500.12885/5280This study explores the shifting informational dynamics between fossil fuels and strategic metals in the context of global energy transition. Using a dual-frequency framework—frequency-domain Granger causality and time-frequency connectedness—we analyze daily data from 2018 to 2025, covering Brent crude oil, coal, and key strategic metals such as copper, lithium, and nickel. Our findings reveal a structural transformation: fossil fuels have become increasingly reactive, while strategic metals act as forward-looking market leaders. These metals not only represent essential inputs for green technologies but also function as systemic financial signals across time horizons. The results highlight a reconfiguration of energy-related influence networks, underscoring the growing role of resource-critical markets in shaping expectations, volatility, and long-term planning. This study contributes to a more integrated understanding of how material flows and financial signals intersect in the green transition, offering novel insights for energy policy, market design, and sustainable investment strategies. © 2025 Elsevier Ltdeninfo:eu-repo/semantics/closedAccessFossil fuelsFrequency connectednessGreen transformationInformation spilloversStrategic metalsArticle10.1016/j.resourpol.2025.1056651072-s2.0-105009295586Q1