return linkage and volatility spill over between China market and the four Southeast Asian markets by using bivariate VAR …Purpose – This paper aims to study the daily returns and volatility spillover effects in common stock prices between … China and four countries in Southeast Asia (Vietnam, Thailand, Singapore and Malaysia).Design/methodology/approach – The …

and volatility connectedness between China and U.S. clean energy stock markets … energy-related and technology companies in China and U.S. financial markets. We apply three multivariate GARCH model … specifications (CCC, DCC and ADCC) to investigate the return and volatility spillovers among price and return series. We use rolling …

clean energy related and technology companies in China and U.S. financial markets. Three different multivariate Generalised … Autoregression Conditional Heteroscedasticity (VAR-MGARCH) model specifications are used to investigate the return and volatility … effects between China and U.S. clean energy stock markets …