181 related articles for article (PubMed ID: 36569992)
1. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic.
Zhu P; Tang Y; Wei Y; Lu T
Energy (Oxf); 2021 Sep; 231():120949. PubMed ID: 36569992
[TBL] [Abstract][Full Text] [Related]
2. 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]
3. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic.
Mensi W; Reboredo JC; Ugolini A
Resour Policy; 2021 Oct; 73():102217. PubMed ID: 36567727
[TBL] [Abstract][Full Text] [Related]
4. Stock market comovements: Evidence from the COVID-19 pandemic.
Zehri C
J Econ Asymmetries; 2021 Nov; 24():e00228. PubMed ID: 34691197
[TBL] [Abstract][Full Text] [Related]
5. 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]
6. Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model.
Hu X; Zhu B; Zhang B; Zeng L
PLoS One; 2024; 19(3):e0299237. PubMed ID: 38446813
[TBL] [Abstract][Full Text] [Related]
7. The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model.
Niu H; Xu K; Xiong M
Entropy (Basel); 2023 Apr; 25(4):. PubMed ID: 37190407
[TBL] [Abstract][Full Text] [Related]
8. 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]
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. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis.
Aloui R; Ben Jabeur S; Mefteh-Wali S
Res Int Bus Finance; 2022 Dec; 62():101709. PubMed ID: 35822062
[TBL] [Abstract][Full Text] [Related]
11. Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors.
Hanif W; Mensi W; Vo XV
Financ Res Lett; 2021 May; 40():101922. PubMed ID: 33897307
[TBL] [Abstract][Full Text] [Related]
12. Assessing the extreme risk spillovers to carbon markets from energy markets: evidence from China.
Wu R; Qin Z
Environ Sci Pollut Res Int; 2023 Mar; 30(13):37894-37911. PubMed ID: 36576632
[TBL] [Abstract][Full Text] [Related]
13. Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries.
Mensi W; Maitra D; Selmi R; Vo XV
Financ Innov; 2023; 9(1):47. PubMed ID: 36777284
[TBL] [Abstract][Full Text] [Related]
14. Dependences and risk spillover effects between Bitcoin, crude oil and other traditional financial markets during the COVID-19 outbreak.
Zha R; Yu L; Su Y; Yin H
Environ Sci Pollut Res Int; 2023 Mar; 30(14):40737-40751. PubMed ID: 36622587
[TBL] [Abstract][Full Text] [Related]
15. Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models.
Kielmann J; Manner H; Min A
Empir Econ; 2022; 62(4):1543-1574. PubMed ID: 34092906
[TBL] [Abstract][Full Text] [Related]
16. Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets.
Lou Y; Xiao C; Lian Y
PLoS One; 2024; 19(1):e0296501. PubMed ID: 38165992
[TBL] [Abstract][Full Text] [Related]
17. Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic.
Elgammal MM; Ahmed WMA; Alshami A
Resour Policy; 2021 Dec; 74():102334. PubMed ID: 34511700
[TBL] [Abstract][Full Text] [Related]
18. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
Youssef M; Mokni K; Ajmi AN
Financ Innov; 2021; 7(1):13. PubMed ID: 35024274
[TBL] [Abstract][Full Text] [Related]
19. Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era.
Bossman A; Owusu Junior P; Tiwari AK
Heliyon; 2022 Apr; 8(4):e09215. PubMed ID: 35399378
[TBL] [Abstract][Full Text] [Related]
20. International stock market risk contagion during the COVID-19 pandemic.
Liu Y; Wei Y; Wang Q; Liu Y
Financ Res Lett; 2022 Mar; 45():102145. PubMed ID: 35221812
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]
