This paper investigates the multidimensional risk spillovers among crude oil, the US and
Chinese stock markets during the COVID-19 epidemic through a GARCHSK-Mixed Copula …

Recent regulatory changes to promote boardroom gender diversity (BGD) around the globe
have prompted academic debates about the risk and return preferences of gender quotas …

Given the influence of climate change, there is an urgent need to discuss how commercial
banks can strengthen their risk management strategies to cope with climate change. Using …

This study commemorates the 25th anniversary of The European Journal of Finance (EJF)
by providing a detailed retrospective analysis of the journal's output using a range of …

In this study, we examine systemic risk and dependence between oil and stock market
indices of G7 economies between January 2003 and November 2017. Coincidentally, this …

This study proposes a GARCH copula quantile regression model to capture the downside
and upside tail dependence between oil price change and stock market returns at different …

We explore evolving research trends and hotspots in financial contagion through keywords
co‐occurrence and co‐citation network analyses. 2,071 articles have been collected from …

In response to environmental and climate change issues in recent decades, clean energy
resources have been promoted as substitutes for fossil fuel-based dirty energy resources …

Abstract [eng] This article presents an analysis of the literature on systemic risk
measurement methods. Only the recent global crisis has particularly attracted the attention of …

Abstract The 2015–2016 China's stock market crash raises awareness of risk contagion in
financial system. How to investigate systemic risk from the perspective of network is still a …