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Return and volatility spillovers between china and world oil markets · Study

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ArticleReturn and volatility spillovers between china and world oil markets

Bing Zhang2014

Article2014

Return and volatility spillovers between china and world oil markets

Bing Zhang · Peijie Wang

109 citations·0/0 files stored·Economic Modelling

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies 2006Why Do Absolute Returns Predict Volatility So Well?2010The relationship between oil price shocks and China’s macro-economy: An empirical analysis 1998Money and output viewed through a rolling window 2011Volatility spillovers between the Chinese and world equity markets 2005Modeling and forecasting cointegrated relationships among heavy oil and product prices

Cited by

2020Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives 2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets 2016Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism 2019The roles of inter-fuel substitution and inter-market contagion in driving energy prices: Evidences from China’s coal market

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Year2014

Typearticle

Published2014-08-08

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations109

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.econmod.2014.07.013

openalex_workW2007119655

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