Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets

16 references·11 citing·41 second hop

FromToDepth

this work references cited by second hop

References

2002Dynamic Conditional Correlation7,126 cited
1998Generalized impulse response analysis in linear multivariate models6,129 cited
2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
1996Impulse response analysis in nonlinear multivariate models5,071 cited
2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
1979The Hedging Performance of the New Futures Markets1,566 cited
1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
2006Facts and Fantasies about Commodity Futures1,389 cited
2020Searching for safe-haven assets during the COVID-19 pandemic656 cited
2012Financialization, crisis and commodity correlation dynamics650 cited
2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries573 cited
2013On the links between stock and commodity markets' volatility559 cited
2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold556 cited
2006How Profitable Is Capital Structure Arbitrage?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

476 cited

2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes420 cited

Cited by

2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict119 cited
2022Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative114 cited
2021What drive carbon price dynamics in China?107 cited
2022Quantile connectedness between energy, metal, and carbon markets106 cited
2022Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment81 cited
2022Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors80 cited
2022Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes76 cited
2022Geopolitical risk and excess stock returns predictability: New evidence from a century of data70 cited
2022The effects of digital financial inclusion on innovation and entrepreneurship: A network perspective41 cited
2021Can digital financial inclusion effectively stimulate technological Innovation of agricultural enterprises?—A case study on China32 cited
2024Green trade barriers, financial support and agricultural exports16 cited