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Systemic risk and financial contagion across top global energy companies
11 references·10 citing·45 second hop
Systemic risk and financial contagion across top global energy companies (2021)Systemic risk and financial contagion acr…How much does financial development contribute to renewable energy growth and upgrading of energy structure in China? 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and…Common and fundamental factors in stock returns of Canadian oil and gas companies (2006)Common and fundamental factor…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Interconnectedness and systemic risk: Evidence from global stock markets (2024)Interconnectedness and system…Commonality in systemic risk from green and conventional energy (2024)Commonality in systemic risk …The role of China's crude oil futures in world oil futures market and China's financial market (2023)The role of China's crude oil…Study on international energy market and geopolitical risk contagion based on complex network (2023)Study on international energy…Climate risk performance and returns integration of Chinese listed energy companies (2023)Climate risk performance and …The stress contagion among financial markets and its determinants (2022)The stress contagion among fi…Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities (2022)Network analysis of comovemen…Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle (2022)Dynamic spillover effects and…Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors (2022)Dynamic risk spillover among …Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence (2022)Does economic policy uncertai…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Wavelet-based evidence of the impact of oil prices on stock returns (2013)Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Econometric Analysis of Cross Section and Panel Data (2001)Oil price shocks and industry stock returns (2011)Oil price shocks and stock market returns: New evidence from the United States and China (2014)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Causality in quantiles and dynamic stock return–volume relations (2009)Testing for Granger-causality in quantiles (2016)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Global financial crisis and rising connectedness in the international commodity markets (2018)Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Measuring Economic Policy Uncertainty* (2016)Driving factors of CO2 emissions and inequality characteristics in China: A combined decomposition approach (2018)The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)Asymmetric impacts of the policy and development of green credit on the debt financing cost and maturity of different types of enterprises in China (2020)Nexus between green finance, non-fossil energy use, and carbon intensity: Empirical evidence from China based on a vector error correction model (2020)Digital finance, green technological innovation and energy-environmental performance: Evidence from China's regional economies (2021)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)
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References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2019How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?716 cited
  • 2006Common and fundamental factors in stock returns of Canadian oil and gas companies473 cited
  • 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
  • 2011OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS374 cited
  • 2009Granger causality in risk and detection of extreme risk spillover between financial markets358 cited
  • 2018Oil volatility, oil and gas firms and portfolio diversification315 cited
  • 2018Economic policy uncertainty in the US and China and their impact on the global markets305 cited
  • 2019Connectedness and risk spillovers in China’s stock market: A sectoral analysis131 cited

Cited by

  • 2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle173 cited
  • 2023Study on international energy market and geopolitical risk contagion based on complex network85 cited

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  • 2022Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities81 cited
  • 2023The role of China's crude oil futures in world oil futures market and China's financial market81 cited
  • 2022Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors80 cited
  • 2022Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence69 cited
  • 2024Interconnectedness and systemic risk: Evidence from global stock markets33 cited
  • 2022The stress contagion among financial markets and its determinants25 cited
  • 2023Climate risk performance and returns integration of Chinese listed energy companies24 cited
  • 2024Commonality in systemic risk from green and conventional energy24 cited