This study employs the time-varying vector parameter autoregression model and Diebold-
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …

This study contributes to the existing literature on the relationship between oil market shocks
and the green bond market by investigating the impact of the COVID-19 pandemic on their …

This paper aims to model the extreme risk spillovers between crude oil and Chinese energy
futures markets to assess the effect of excessive oil price volatility on Chinese energy …

High carbon emission efficiency is an important guarantee for achieving the goals of" carbon
peaking" by 2030 and" carbon neutrality" by 2060. Based on the panel data of prefecture …

This paper tries to examine asymmetric and time-frequency volatility connectedness
between the Chinese crude oil futures market and international oil benchmarks. To this end …

This article undertakes a literature review on the topic of market integration, covering over
380 articles from the 1980s to 2024. The review consists of a qualitative analysis for context …

The Shanghai crude oil futures market, known as INE, has achieved significant success in
trading volume and is increasingly recognized as a nascent crucial oil futures contract. As …

In recent years, disasters caused by climate change have brought marked losses to
individual economic agents. To cope with fluctuating climate risks, climate policies have …

We use the time-varying parameter structural vector autoregression stochastic volatility (TVP-
SVAR-SV) and causality-in-quantiles methods to explore the linkage between market …

This paper assesses the effectiveness of a broad set of 1066 active and continuously traded
cryptocurrencies as a safe haven instrument against extreme oil price movements, in …