Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods-Reference-Cited by-同舟云学术

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Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods

Published:2024-06 Issue: Volume:134 Page:107558
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Xie Qichang,Bai Yu,Jia Nanfei,Xu Xin

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference84 articles.

1. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Res. Policy,2021

2. The volatility connectedness of the EU carbon market with commodity and financial markets in time-and frequency-domain: the role of the US economic policy uncertainty;Adekoya;Res. Policy,2021

3. How effective are macroprudential policies? An empirical investigation;Akinci;J. Financ. Intermed.,2018

4. Macroprudential policy and bank risk;Altunbas;J. Int. Money Financ.,2018

5. On the asymmetric impact of macro–variables on volatility;Amendola;Econ. Model.,2019

Cited by 1 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. Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises;Finance Research Letters;2024-09

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