Research on the tail risk contagion in the international commodity market on the China's financial market: based on a network perspective

Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective

(2023) Xiao-Li Gong et al.   ENERGY ECONOMICS

Study on international energy market and geopolitical risk contagion based on complex network

(2023) Xiao-Li Gong et al.   RESOURCES POLICY

Return and volatility linkages between international energy markets and Chinese commodity market

(2022) Guanglin Sun et al.   TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE

Time-Frequency connectedness of policy uncertainty, geopolitical risk and Chinese commodity markets: evidence from rolling window analysis

(2022) Hao Wu et al.   APPLIED ECONOMICS

COVID‐19 and tail risk contagion across commodity futures markets

(2022) Tongshuai Qiao et al.   JOURNAL OF FUTURES MARKETS

Speculation or actual demand? The return spillover effect between stock and commodity markets

(2022) Shu Wang et al.   Journal of Commodity Markets

Assessing the Impacts of COVID‐19 on the Industrial Sectors and Economy of China

(2021) Ling Tan et al.   RISK ANALYSIS

Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis

(2021) Huiming Zhu et al.   North American Journal of Economics and Finance

Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis

(2021) Muhammad Umar et al.   ENERGY

TENET: Tail-Event driven NETwork risk

(2016) Wolfgang Karl Härdle et al.   JOURNAL OF ECONOMETRICS