Maritime energy transportation is highly dependent on the developments in the energy sector as it is a major carrier of energy commodities. Consequently, energy transportation is prone to the risks in the energy market which remains underexplored. This study explores the dynamic and multiscale spillovers of higher-order moments between energy transportation freight rates and energy related uncertainty using the TVP-VAR model. Our results unveil oil freight market to be the main transmitter of spillovers which are further pronounced during major events in the economic and energy environment. Moreover, the oil transportation market is the main net transmitter of realized volatility, while the coal transportation market is the largest net receiver of realized jumps. For skewness, crude oil freight acts as the primary net transmitter, whereas refined oil freight is the main net receiver. In kurtosis spillovers, refined oil freight emerges as the dominant transmitter, with the energy related uncertainty consistently serving as a net receiver, particularly influenced by oil freight dynamics. The analysis underscores the significant role of realized moments and conditional correlations in shaping implied risk spillovers. These findings offer critical insights for investors and policymakers in managing cross-commodity risks, optimizing portfolios, and informing energy market policies.