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The spillover effect between Chinese crude oil futures market and Chinese green energy stock market
16 references·12 citing·36 second hopsampled
The spillover effect between Chinese crude oil futures market and Chinese green energy stock market (2023)The spillover effect between Chinese crud…Climate policy uncertainty and world renewable energy index volatility forecasting (2022)Climate policy uncertainty an…Return connectedness across asset classes around the COVID-19 outbreak (2020)Return connectedness across a…Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Refined Measures of Dynamic C…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018)On the transmission mechanism…Dynamic connectedness of uncertainty across developed economies: A time-varying approach (2018)Dynamic connectedness of unce…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…Oil shocks and stock markets revisited: Measuring connectedness from a global perspective (2017)Oil shocks and stock markets …International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks (2016)International crude oil price…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between s…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Relationships between oil pri…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict (2024)Unveiling the critical nexus:…Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants (2024)Tail risk connectedness in G7…Sustainability marketing strategies for the energy sector: Trends, challenges, and future directions (2024)Sustainability marketing stra…Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets (2024)Extreme weather, policy uncer…Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective (2024)Dynamic dependence and spillo…Contagion between investor sentiment and green bonds in China during the global uncertainties (2024)Contagion between investor se…Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R 2 decomposed connectedness measures (2024)Clean energy market connected…Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets (2023)Tail dependence structure and…How does energy finance promote energy transition? Evidence from Shanghai crude oil futures (2023)How does energy finance promo…Green financing, financial uncertainty, geopolitical risk, and oil prices volatility (2023)Green financing, financial un…Discovering the role of trade diversification, natural resources, and environmental policy stringency on ecological sustainability in the BRICST region (2023)Discovering the role of trade…Breaking down the complexity of sustainable development: A focus on resources, economic complexity, and innovation (2023)Breaking down the complexity …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The role of renewable energy consumption in economic growth: Evidence from asymmetric causality (2016)From nonrenewable to renewable energy and its impact on economic growth: The role of research & development expenditures in Asia-Pacific Economic Cooperation countries (2018)Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Dynamic Conditional Correlation (2002)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)Discretion versus policy rules in practice (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the links between stock and commodity markets' volatility (2013)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Impulse response analysis in nonlinear multivariate models (1996)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Geopolitical risk and dynamic connectedness between commodity markets (2022)Efficient Tests for an Autoregressive Unit Root (1996)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)SRISK: A conditional capital shortfall measure of systemic risk (2017)NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)Quantile connectedness in the cryptocurrency market (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,586 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
  • 2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
  • 2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach

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379 cited
  • 2022Climate policy uncertainty and world renewable energy index volatility forecasting374 cited
  • 2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks361 cited
  • 2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach346 cited
  • Cited by

    • 2024Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets83 cited
    • 2023Discovering the role of trade diversification, natural resources, and environmental policy stringency on ecological sustainability in the BRICST region72 cited
    • 2023Breaking down the complexity of sustainable development: A focus on resources, economic complexity, and innovation71 cited
    • 2024Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R 2 decomposed connectedness measures43 cited
    • 2024Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective35 cited
    • 2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility33 cited
    • 2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants30 cited
    • 2024Contagion between investor sentiment and green bonds in China during the global uncertainties25 cited
    • 2023How does energy finance promote energy transition? Evidence from Shanghai crude oil futures22 cited
    • 2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets22 cited
    • 2024Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict18 cited
    • 2024Sustainability marketing strategies for the energy sector: Trends, challenges, and future directions11 cited