Measuring the Risk Spillover Effect of RCEP Stock Markets: Evidence from the TVP-VAR Model and Transfer Entropy. [PDF]
Zou Y, Chen Q, Han J, Xiao M.
europepmc +1 more source
Research on the risk spillover effect between China's national carbon emissions trading market and crude oil futures market. [PDF]
Bai X, Chen Y, Yang F.
europepmc +1 more source
Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
Zeng J, Wu J.
europepmc +1 more source
Asymmetric spillover connectedness between clean energy markets and industrial stock markets: How uncertainties affect it. [PDF]
Li A, Zhong B.
europepmc +1 more source
Spatial effects of the synergistic development between agricultural carbon sequestration and emission reduction and food security across China's grain functional areas. [PDF]
Wang Y, Liu X, Liu J.
europepmc +1 more source
Volatility Dynamics and Spillovers in Cryptocurrency Markets: Evidence from the Bitcoin ETF Approval
Jingrui Li, Dilip Patel
openalex +1 more source
Higher-order moments spillovers among energy, carbon and tourism markets: Time- and frequency-domain evidence. [PDF]
Gao W, Yang S.
europepmc +1 more source
Does the registration system reform reduce the finance sector's risk spillover effect in China's stock market-Causal inference based on dual machine learning. [PDF]
Zhang Y, Li W, Dong S.
europepmc +1 more source
Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models. [PDF]
Zou Y, Xu J, Chen Y.
europepmc +1 more source
Volatility Spillover in Chinese Steel Markets
openaire +1 more source

