Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness

Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method

(2021) Xu Gong et al.   International Review of Financial Analysis

Copula-based local dependence among energy, agriculture and metal commodities markets

(2020) Claudiu Tiberiu Albulescu et al.   ENERGY

Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets

(2020) Saleha Ashfaq et al.   ENERGY

How does China manage its energy market? A perspective of policy evolution

(2020) Yuan Kong et al.   ENERGY POLICY

Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives

(2020) Jinxin Cui et al.   ENERGY

Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations

(2020) Naceur Khraief et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Is China's natural gas market globally connected?

(2019) Jian Chai et al.   ENERGY POLICY

How do fossil energy prices affect the stock prices of new energy companies? Evidence from Divisia energy price index in China's market

(2018) Chuanwang Sun et al.   ENERGY

Have oil and gas prices got separated?

(2012) Péter Erdős   ENERGY POLICY

Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility

(2010) Sajal Ghosh   APPLIED ENERGY