Is renewable energy use lowering resource-related uncertainties?
Investment in renewable energy is vital, not just for the climate, but also for energy security.
However, most studies on renewable energy focus on its drivers; there is still limited …
However, most studies on renewable energy focus on its drivers; there is still limited …
Interconnected networks: Measuring extreme risk connectedness between China's financial sector and real estate sector
Z Ouyang, X Zhou - International Review of Financial Analysis, 2023 - Elsevier
We propose interconnected networks through the network VAR model, which can
simultaneously investigate the risk connectedness of intra-and inter-layer. Using the …
simultaneously investigate the risk connectedness of intra-and inter-layer. Using the …
Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions
Z Ouyang, X Zhou - Research in International Business and Finance, 2023 - Elsevier
We propose multilayer networks in the frequency domain, including the short-term, medium-
term, and long-term layers, to investigate the extreme risk connectedness among financial …
term, and long-term layers, to investigate the extreme risk connectedness among financial …
Analyzing the market performance of Romanian firms: do the COVID-19 crisis and classification type matter?
Purpose Stock market performance is paramount to every country, as it signifies economic
growth, business performance, wealth maximization, savings deployment and consumer …
growth, business performance, wealth maximization, savings deployment and consumer …
Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
Multilayer connectedness networks are a promising tool for unveiling the contagion
mechanism of financial risk. This paper constructs multilayer connectedness networks in the …
mechanism of financial risk. This paper constructs multilayer connectedness networks in the …
Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?
The COVID-19 vaccine rollout expects to mitigate the severe negative impacts of the
pandemic on global financial markets. Our study provides supporting evidence for this …
pandemic on global financial markets. Our study provides supporting evidence for this …
[HTML][HTML] Measuring market volatility connectedness to media sentiment
H Abdollahi, SL Fjesme, E Sirnes - The North American Journal of …, 2024 - Elsevier
We examine directional connectedness patterns from news and social media to financial
market volatility using textual analysis and high-frequency data. We find that media …
market volatility using textual analysis and high-frequency data. We find that media …
Co-movements between an Asian technology stock index and cryptocurrencies during the COVID-19 pandemic: a bi-wavelet approach
A Rijanto - Economies, 2023 - mdpi.com
This study investigates the co-movement patterns of Asia technology stock indices and
cryptocurrencies during the COVID-19 pandemic. The analysis examines Bitcoin and …
cryptocurrencies during the COVID-19 pandemic. The analysis examines Bitcoin and …
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
We construct multilayer networks in the frequency domain, including short-term, medium-
term, and long-term connectedness networks, to examine the volatility connectedness …
term, and long-term connectedness networks, to examine the volatility connectedness …
Imported financial risk in global stock markets: Evidence from the interconnected network
Z Ouyang, X Zhou, M Lu, K Liu - Research in International Business and …, 2024 - Elsevier
This paper proposes an interconnected network, including the volatility layer and sentiment
layer, to examine imported financial risk in global stock markets. We compare and explore …
layer, to examine imported financial risk in global stock markets. We compare and explore …