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Spillover effects between China's new energy and carbon markets and international crude oil market : a look at the impact of extreme events

Zhang, Yong; Tang, Guangyuan; Li, Rong - In: International review of economics & finance : IREF 98 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015331886

Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China

Guo, Yanfeng; Zhao, Huanyu - In: International review of economics & finance : IREF 89 (2024) 2, pp. 446-457

Persistent link: https://www.econbiz.de/10014446777

An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets

Sehgal, Sanjay; Berlia, Neha; Ahmad, Wasim - In: International journal of economics and finance 5 (2013) 5, pp. 15-34

Persistent link: https://www.econbiz.de/10009746946

Volatility spillovers in US crude oil, ethanol, and corn futures markets

Trujillo-Barrera, Andrés; Mallory, Mindy; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 2, pp. 247-262

Persistent link: https://www.econbiz.de/10009675250

Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach

Thenmozhi, M.; Maurya, Shipra - In: Journal of emerging market finance 20 (2021) 2, pp. 131-164

Persistent link: https://www.econbiz.de/10012592434

The connectedness in the world petroleum futures markets using a Quantile VAR approach

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Journal of commodity markets 27 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014276628

Volatility spillovers and conditional correlations between oil, renewables and stock markets : a multivariate GARCH-in-mean analysis

Wang, Wenxue; Moffatt, Peter G.; Zhang, Zheng; Raza, … - In: Energy strategy reviews 57 (2025), pp. 1-11

also volatility spillovers, that is, the phenomenon of high uncertainty in one market spreading to other markets. Our key …) at the mean level. Stock market volatility has a positive spillover effect on both conventional and renewable energies in …

Persistent link: https://www.econbiz.de/10015432140

Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses

Tsuji, Chikashi - In: Economic modelling 74 (2018), pp. 167-185

Persistent link: https://www.econbiz.de/10012101322

Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets

Hong, Shuifeng; Luo, Yimin; Li, Mengya; Yang, Duoping - In: The journal of risk finance : JRF 25 (2024) 2, pp. 321-336

Persistent link: https://www.econbiz.de/10014504706

Ex-ante determinants of volatility in the crude oil market

Le, Duong T. - In: International journal of financial research 6 (2015) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011407263