Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets

Risk spillover effects from global crude oil market to China's commodity sectors

(2020) Juan Meng et al.   ENERGY

Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures

(2020) Jian Wang et al.   CHAOS SOLITONS & FRACTALS

Dynamic Spillovers Between International Crude Oil Market and China's Commodity Sectors: Evidence From Time-Frequency Perspective of Stochastic Volatility

(2020) Zhenghui Li et al.   Frontiers in Energy Research

Co-movements between Bitcoin and Gold: A wavelet coherence analysis

(2019) Sang Hoon Kang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Financial crises and dynamic spillovers among Chinese stock and commodity futures markets

(2019) Sang Hoon Kang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses

(2018) Yonghong Jiang et al.   ENERGY

The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations

(2018) Aktham I. Maghyereh et al.   ENERGY

Global oil prices, macroeconomic fundamentals and China's commodity sector comovements

(2015) Peng Chen   ENERGY POLICY

The impact of global oil price shocks on China’s bulk commodity markets and fundamental industries

(2013) Chuanguo Zhang et al.   ENERGY POLICY

Dynamic Equicorrelation

(2012) Robert Engle et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Granger causality in risk and detection of extreme risk spillover between financial markets

(2009) Yongmiao Hong et al.   JOURNAL OF ECONOMETRICS