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Study on international energy market and geopolitical risk contagion based on complex network
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Study on international energy market and geopolitical risk contagion based on complex network (2023)Study on international energy market and …Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskTime-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Time-frequency connectedness …Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Extreme return connectedness …COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)What are the categories of ge…How much does financial development contribute to renewable energy growth and upgrading of energy structure in China? (2019)How much does financial devel…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…TENET: Tail-Event driven NETwork risk (2016)TENET: Tail-Event driven NETw…Measuring Systemic Risk (2016)Measuring Systemic RiskThe multi-layer network nature of systemic risk and its implications for the costs of financial crises (2015)The multi-layer network natur…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Oil and Conflict: What Does the Cross Country Evidence Really Show? (2013)Oil and Conflict: What Does t…Oil shocks and their impact on energy related stocks in China (2012)Oil shocks and their impact o…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Civil War (2010)Civil WarThe amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles (2024)The amplifying role of geopol…Risk spillovers across geopolitical risk and global financial markets (2023)Risk spillovers across geopol…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)An analysis of the literature on systemic financial risk: A survey (2016)Interconnectedness and systemic risk of China's financial institutions (2017)Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Measuring Economic Policy Uncertainty* (2016)COVID-19 and finance: Agendas for future research (2020)COVID-Induced Economic Uncertainty (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Civil conflicts are associated with the global climate (2011)Horizontal Inequalities and Ethnonationalist Civil War: A Global Comparison (2011)Can War Foster Cooperation? (2016)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)
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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
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2010Civil War1,616 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 2019How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?716 cited
  • 2016TENET: Tail-Event driven NETwork risk472 cited
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?354 cited
  • 2012Oil shocks and their impact on energy related stocks in China324 cited
  • 2021Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis

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323 cited
  • 2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises321 cited
  • 2013Oil and Conflict: What Does the Cross Country Evidence Really Show?312 cited
  • Cited by

    • 2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles84 cited
    • 2023Risk spillovers across geopolitical risk and global financial markets74 cited