As one of the world's largest oil importer, China's economy is significantly influenced by oil
price fluctuations. This study investigates the risk spillover effect of international oil price on …

Using half-rotated technology of copula, this study proposes a generalized autoregressive
conditional heteroskedasticity (GARCH) copula quantile regression (CQR) model to …

This study examines the spillovers and connectedness between oil and the African stock
markets under bearish, normal, and bullish market conditions. Using the quantile …

This paper examines the frequency dynamic co-movements between crude oil prices and
stock market returns of three developed economies (Canada, Japan, and the USA) and the …

The linkage of renewable, non-renewable energy and carbon markets is increasing, and
there is a complex network structure for the risk transmission among multiple markets. Based …

Abstract The ongoing Russia-Ukraine conflict serves as a prime illustration of geopolitical
risk, manifesting implications beyond global energy price surges and regional energy …

Our study is a novel attempt to examine the sub-industry sectors of conventional energy (ie,
oil & gas, crude production, oil refinery & marketing, and oil equipment and services) and the …

This paper explores the asymmetric connectedness of systemic risk between the oil and
global stock markets in both the time and frequency domains. To do so, we introduce time …

This paper employs a combination of the Copula-CoVaR approach and the ARMA-GARCH-
skewed Student-t model to investigate the tail dependence structure and extreme risk …

This paper uses daily returns data from January 2011 to December 2022 to analyse the tail
risk spillovers between Shanghai oil and a sample of stock and commodities markets. The …