Abstract The Russia-Ukraine War, which has lasted for over a year, has been proven to
significantly impact crude oil prices. This article aims to explore the channels through which …

With the acceleration of global energy transition and financialization, intense climate policy
uncertainty and financial speculation have significant impacts on the global energy market …

This paper examines the asymmetric impact of gold prices, oil prices and their associated
volatilities on stock markets of emerging economies. Monthly data are used for the period …

As the supply of commodities forms essential lifelines for modern society, commodity price
fluctuations can significantly impact the operation and sustainable development of …

China's crude oil futures (COF) denominated in RMB were formally launched in 2018 and
traded in the Shanghai International Exchange (INE), which was an important milestone in …

In this paper we investigate global determinants of oil price volatility by employing a time-
varying parameter vector autoregressive (TVP-VAR) model. We focus on realised volatility …

In this study we examine the dynamic structural relationship between oil price shocks and
stock market returns or volatility for a sample of both net oil–exporting and net oil–importing …

This paper examines whether there is a volatility transmission between oil prices and
financial stress by means of the volatility spillover test. We employ WTI crude oil prices and …

This paper examines the relationship between oil market shocks and financial instability in
Asian countries using a Structural Vector Autoregression (SVAR) following Kilian and Park's …

The impacts of OPEC's political risk on the fluctuations of international crude oil prices have
caused widespread concern and analyzing the impacts is of great significance to the …