References

• 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
• 1999Hierarchical structure in financial markets2,073 cited
• 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms596 cited
• 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
• 2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises321 cited
• 2018Oil volatility, oil and gas firms and portfolio diversification315 cited
• 2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19292 cited
• 2022Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga286 cited
• 2015The multiplex structure of interbank networks282 cited
• 2010Vine copulas with asymmetric tail dependence and applications to financial return data214 cited
• 2021Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method208 cited
• 2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market183 cited
• 2016The dynamic linkages between crude oil and natural gas markets155 cited