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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
COVID-19
Risk spillovers
Generalized forecast error variance
decompositions
Wavelet coherence analysis
China?s financial markets
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
COVID-19
financial and economic system
network analysis
stock volatility spillover
variational mode decomposition (VMD)
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
China
Energy market reform
Energy transition
Spillovers
Time-varying
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
Energy firms
Multi-layer network
Risk contagions
Time-varying
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
Crude
oil
Stock
markets
Risk
spillover
effect
VAR
for
VaR
Pseudo
impulse-response
functions
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
Crude
oil
Stock
markets
Risk
spillover
effect
VAR
for
VaR
Pseudo
impulse-response
functions
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
Crude oil
Pseudo impulse-response functions
Risk spillover effect
Stock markets
VAR for VaR
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