Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19
Published 2022 View Full Article
- Home
- Publications
- Publication Search
- Publication Details
Title
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19
Authors
Keywords
-
Journal
RESOURCES POLICY
Volume 77, Issue -, Pages 102646
Publisher
Elsevier BV
Online
2022-03-21
DOI
10.1016/j.resourpol.2022.102646
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective
- (2021) Xu Gong et al. APPLIED ENERGY
- Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets
- (2021) Jinxin Cui et al. ENERGY
- Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS
- (2021) Xingyu Dai et al. ENERGY POLICY
- The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
- (2021) Lu Wang et al. ENERGY ECONOMICS
- Exploring the dilemma of overcapacity governance in China's coal industry: A tripartite evolutionary game model
- (2021) Yadong Wang et al. RESOURCES POLICY
- 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
- Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach
- (2021) Qiwei Xie et al. ENERGY ECONOMICS
- The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China
- (2021) Deng-Kui Si et al. ENERGY ECONOMICS
- Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis
- (2021) Olfa Belhassine et al. ENERGY ECONOMICS
- Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks
- (2021) Yingli Li et al. RESOURCES POLICY
- Volatility spillovers during market supply shocks: The case of negative oil prices
- (2021) Shaen Corbet et al. RESOURCES POLICY
- On interdependence structure of China's commodity market
- (2021) Peng Chen et al. RESOURCES POLICY
- Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains
- (2021) Adil Ahmad Shah et al. RESOURCES POLICY
- Do multiple bubbles exist in coal price?
- (2021) Khalid Khan et al. RESOURCES POLICY
- Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management
- (2021) Walid Mensi et al. RESOURCES POLICY
- Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic
- (2021) Futian Weng et al. RESOURCES POLICY
- Risk spillover effects from global crude oil market to China's commodity sectors
- (2020) Juan Meng et al. ENERGY
- Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression
- (2020) Ishaan Dawar et al. RENEWABLE ENERGY
- Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets
- (2018) Qiang Ji et al. JOURNAL OF CLEANER PRODUCTION
- The predictive content of CBOE crude oil volatility index
- (2018) Hongtao Chen et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- Analysis of thermal coal pricing and the coal price distortion in China from the perspective of market forces
- (2017) Herui Cui et al. ENERGY POLICY
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
- (2015) Lily Y. Liu et al. JOURNAL OF ECONOMETRICS
- On the network topology of variance decompositions: Measuring the connectedness of financial firms
- (2014) Francis X. Diebold et al. JOURNAL OF ECONOMETRICS
- A reduced form framework for modeling volatility of speculative prices based on realized variation measures
- (2010) Torben G. Andersen et al. JOURNAL OF ECONOMETRICS
Add your recorded webinar
Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.
Upload NowCreate your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create Now