These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.
150 related articles for article (PubMed ID: 34745369)
1. The Time-Varying Connectedness Between China's Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis. Fu J; Qiao H Lett Spat Resour Sci; 2022; 15(3):341-376. PubMed ID: 34745369 [TBL] [Abstract][Full Text] [Related]
2. Identifying dynamic risk spillovers between crude oil and downstream industries: China's futures market perspective. Hao Y; Liu H; Wang X; Liu J Environ Sci Pollut Res Int; 2024 Mar; 31(14):21089-21106. PubMed ID: 38379046 [TBL] [Abstract][Full Text] [Related]
3. The Analysis of Causality and Risk Spillover between Crude Oil and China's Agricultural Futures. Jiang W; Gao R; Lu C Int J Environ Res Public Health; 2022 Aug; 19(17):. PubMed ID: 36078308 [TBL] [Abstract][Full Text] [Related]
4. Extreme risk spillover between chinese and global crude oil futures. Yang Y; Ma YR; Hu M; Zhang D; Ji Q Financ Res Lett; 2021 May; 40():101743. PubMed ID: 32904491 [TBL] [Abstract][Full Text] [Related]
5. Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets? Hussain M; Rehman RU Environ Sci Pollut Res Int; 2023 Feb; 30(6):14212-14222. PubMed ID: 36138292 [TBL] [Abstract][Full Text] [Related]
6. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. Niu Z; Liu Y; Gao W; Zhang H Resour Policy; 2021 Oct; 73():102173. PubMed ID: 36567728 [TBL] [Abstract][Full Text] [Related]
7. Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany. Zhang W; Hamori S Int Rev Financ Anal; 2021 Mar; 74():101702. PubMed ID: 38620728 [TBL] [Abstract][Full Text] [Related]
8. Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak. Song Y; Bouri E; Ghosh S; Kanjilal K Resour Policy; 2021 Dec; 74():102379. PubMed ID: 34629683 [TBL] [Abstract][Full Text] [Related]
9. Dynamic spillover between crude oil, gold, and Chinese stock market sectors -analysis of spillovers during financial crisis data during the last two decades. Wu Y; Mai C Heliyon; 2024 May; 10(9):e30219. PubMed ID: 38756561 [TBL] [Abstract][Full Text] [Related]
10. Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks. Zeng H; Ahmed AD; Lu R; Dai N Heliyon; 2022 Nov; 8(11):e11737. PubMed ID: 36439776 [TBL] [Abstract][Full Text] [Related]
11. Leadership shift in the global soybean market: Dynamic connectedness approach (TVP-VAR). Barboza Martignone GM; Ghosh B; Behrendt K; Papadas D Heliyon; 2024 Aug; 10(16):e36071. PubMed ID: 39211921 [TBL] [Abstract][Full Text] [Related]
12. Determining the COVID-19 effects on spillover between oil market and stock exchange: a global perspective analysis. Yan R; Cao F; Gao K Environ Sci Pollut Res Int; 2022 Sep; 29(44):66109-66124. PubMed ID: 35501434 [TBL] [Abstract][Full Text] [Related]
13. COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach. Tan X; Wang X; Ma S; Wang Z; Zhao Y; Xiang L Front Public Health; 2022; 10():906969. PubMed ID: 35968447 [TBL] [Abstract][Full Text] [Related]
14. Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. Hanif W; Ko HU; Pham L; Kang SH Financ Innov; 2023; 9(1):84. PubMed ID: 37192907 [TBL] [Abstract][Full Text] [Related]
15. How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method. Zhu P; Lu T; Chen S Physica A; 2022 Dec; 607():128217. PubMed ID: 36187304 [TBL] [Abstract][Full Text] [Related]
16. Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. Hung NT Resour Policy; 2021 Oct; 73():102236. PubMed ID: 34539035 [TBL] [Abstract][Full Text] [Related]
17. The Russia-Saudi Arabia oil price war during the COVID-19 pandemic. Ma RR; Xiong T; Bao Y Energy Econ; 2021 Oct; 102():105517. PubMed ID: 34898736 [TBL] [Abstract][Full Text] [Related]
18. Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis. Palaios P; Papapetrou E J Econ Struct; 2022; 11(1):30. PubMed ID: 36530192 [TBL] [Abstract][Full Text] [Related]
19. Intra-day co-movements of crude oil futures: China and the international benchmarks. Ji Q; Zhang D; Zhao Y Ann Oper Res; 2022; 313(1):77-103. PubMed ID: 34024976 [TBL] [Abstract][Full Text] [Related]
20. An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. Ha LT; Nham NTH Technol Forecast Soc Change; 2022 Oct; 183():121909. PubMed ID: 35919892 [TBL] [Abstract][Full Text] [Related] [Next] [New Search]