Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy-Reference-Cited by-同舟云学术

Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy

Published:2024-01 Issue: Volume:70 Page:102041
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Luo Changqing,Qu Yi,Su Yaya,Dong Liang

Funder

Scientific Research Foundation of Hunan Provincial Education Department

Ministry of Science and Technology of the People's Republic of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference59 articles.

1. Transmission of shocks between Chinese financial market and oil market;Abdelhedi;International Journal of Emerging Markets,2019

2. Channels of US monetary policy spillovers to international bond markets;Albagli;Journal of Financial Economics,2019

3. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness;Asadi;Energy Economics,2022

4. Fed’s unconventional monetary policy and risk spillover in the US financial markets;Balcilar;Quarterly Review of Economics and Finance,2020

5. Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model;Balli;Energy,2021

Cited by 7 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. A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention;Energy Economics;2024-10

2. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments;International Review of Economics & Finance;2024-09

3. ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions;The North American Journal of Economics and Finance;2024-09

4. Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies;The North American Journal of Economics and Finance;2024-09

5. GLOBAL RISK SPILLOVERS TO INTERNATIONAL EQUITY MARKETS: AN APPLICATION TO NON-PARAMETRIC CAUSALITY IN QUANTILES;NUST Business Review;2024-07-19