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Return and volatility spillovers between china and world oil markets

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References

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Cited by

2020Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives105 cited
2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

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2016Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism93 cited

2019The roles of inter-fuel substitution and inter-market contagion in driving energy prices: Evidences from China’s coal market93 cited

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2018Volatility spillovers and hedging: Evidence from Asian oil-importing countries80 cited

2018Financial risk network architecture of energy firms79 cited

2020Impact of the global financial crisis on the crude oil market78 cited

2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns76 cited

2021Asymmetric volatility spillovers between crude oil and China's financial markets72 cited

2019Estimating the connectedness of commodity futures using a network approach70 cited

2023Realized higher-order moments spillovers across cryptocurrencies35 cited

2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets30 cited

2018The intraday volatility spillover index approach and an application in the Brexit vote30 cited

2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets27 cited