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COVID-19 and risk spillovers of China?s major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis 期刊论文
FINANCE RESEARCH LETTERS, 2023, 卷号: 52, 页码: 9
作者:  Xie, Qiwei;  Cheng, Lu;  Liu, Ranran;  Zheng, Xiaolong;  Li, Jingyu
收藏  |  浏览/下载:13/0  |  提交时间:2023/02/22
Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2023, 卷号: 10, 期号: 1, 页码: 269-284
作者:  Li, Jingyu;  Cheng, Lu;  Zheng, Xiaolong;  Wang, Fei-Yue
收藏  |  浏览/下载:3/0  |  提交时间:2023/11/17
Energy market reforms in China and the time-varying connectedness of domestic and international markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:  Wang, Tiantian;  Wu, Fei;  Zhang, Dayong;  Ji, Qiang
收藏  |  浏览/下载:2/0  |  提交时间:2023/05/30
Complex risk contagions among large international energy firms: A multi-layer network analysis 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 114
作者:  Wu, Fei;  Xiao, Xuanqi;  Zhou, Xinyu;  Zhang, Dayong;  Ji, Qiang
收藏  |  浏览/下载:3/0  |  提交时间:2023/05/30
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
收藏  |  浏览/下载:18/0  |  提交时间:2021/01/16
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
收藏  |  浏览/下载:19/0  |  提交时间:2021/01/16
Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S. 期刊论文
International Review of Financial Analysis, 2020, 期号: 71, 页码: 101544
作者:  Li, Jianping;  Li, Jingyu;  Zhu, Xiaoqian;  Yao, Yinhong;  Casu, Barbara
收藏  |  浏览/下载:7/0  |  提交时间:2021/01/17
Risk spillovers between oil and stock markets: A VAR for VaR analysis 期刊论文
Energy Economics, 2019, 卷号: Vol.80, 页码: 524-535
作者:  Danyan Wen;  Gang-Jin Wang;  Chaoqun Ma;  Yudong Wang
收藏  |  浏览/下载:18/0  |  提交时间:2019/12/13
Risk spillovers between oil and stock markets: A VAR for VaR analysis 期刊论文
Energy Economics, 2019
作者:  Danyan Wen;  Gang-Jin Wang;  Chaoqun Ma;  Yudong Wang
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/13
Risk spillovers between oil and stock markets: A VAR for VaR analysis. 期刊论文
Energy Economics, 2019, 卷号: Vol.80, 页码: 524-535
作者:  Wen, DY;  Wang, GJ;  Ma, CQ;  Wang, YD
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/17


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