I highly recommend this series of lectures, they are sermon like and very accessible:

INDEX of covenant theology lectures

You should study covenant theology from the Old testament first, or you will turn the whole concept of covenant upside down. No one watch a movie from the end to the beginning, and no one build a house from the 2nd floor first.

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Polo
Layman, Chinese Evangelical Church/Independent
San Diego

For from him and through him and to him are all things. To him be glory forever. (Romans 11:36)