Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies

Published:2023-05 Issue: Volume:82 Page:103579
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Cheng Sheng,Deng MingJie,Liang Ruibin^ORCID,Cao Yan^ORCID

Funder

Chinese National Funding of Social Sciences

National Office for Philosophy and Social Sciences

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference73 articles.

1. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?;Akhtaruzzaman;Econ. Modell.,2021

2. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: a market and sectoral analysis;Aloui;Res. Int. Bus. Finance,2022

3. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020

4. Inflation, oil prices and exchange rates. The Euro’s dampening effect;Antonio J;J. Pol. Model.,2022

5. Forecasting volatility and co-volatility of crude oil and gold futures: effects of leverage, jumps, spillovers, and geopolitical risks;Asai;Int. J. Forecast.,2020

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks;International Review of Financial Analysis;2024-10

2. Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices;International Review of Economics & Finance;2024-09

3. Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets;Journal of Futures Markets;2024-08-30

4. Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment;Applied Energy;2024-08

5. Connectivity among the returns of sectoral indices of the Brazilian capital market;Journal of Economic Studies;2024-07-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3