Asymmetric risk spillovers between oil and the Chinese stock market

Asymmetric volatility spillovers between economic policy uncertainty ...

as the Chinese stock market becomes globalized, it suffers more risk from the U.S. EPU. ... Asymmetric volatility spillovers between oil and stock markets: ...

Asymmetric Risk Spillover of the International Crude Oil Market in ...

As the most financialized energy product, crude oil has not only commodity attributes but also financial attributes. Factors such as global ...

Volatility Spillovers from the Chinese Stock Market to Economic ...

Tse, Dynamic Modeling of Tail Risk: Applications to China, Hong ... Li, "The asymmetric behaviour of stock returns and volatilities: evidence from Chinese ...

Asymmetric Risk Spillover Networks and Risk Contagion Driver in ...

First, the cross-sectoral risk spillover effects of Chinese financial markets are asymmetric in intensity. The bank sector is systemically ...

Uncertainty of the international oil price and stock returns in Mexico ...

Oil Price risk spillvers to the Chonese stock market display strong asymmetric ... Extreme dependence and risk spillovers between oil and Islamic stock markets.

Measurement of risk spillover effect based on EV-Copula method

In application, the risk spillover effect of the carbon trading market on the stock market of China is investigated. Firstly, using the index ...

Asymmetric Volatility Spillover Between European Equity and ...

... oil shock and Chinese stock market crash), and June 2016 (Brexit). Bodart and Candelon (2009) note that even a small number of outliers can affect the power ...

Dynamic spillovers and asymmetric connectedness between fossil ...

... of risk management, especially the asymmetry in spillover of China's green financial markets. ... spillover between crude oil market and China ...

Risk spillover effects of international crude oil market on China's ...

Their empirical results provide supportive evidence of asymmetric risk spillovers from oil to Islamic stock markets and vice versa, and the risk spillover ...

Full article: The asymmetric and dynamic effects of oil price shocks ...

Analogous to the European Union Allowances (EUA), China's carbon emissions trading mechanism provides economic incentives based on market ...

Asymmetric Return Connectedness Among Indian Equity Sectors

... between crude oil, gold, and Chinese sector stock markets. ... Time-varying risk spillovers in Chinese stock market—New evidence from high-frequency data.

Tail Dependency and Risk Spillover between Oil Market and ...

Its impact on the correlation, tail risks, and spillover effects between the international crude oil market and Chinese sectoral stock markets ...

Volatility Spillover Between Chinese Stock Market and Selected ...

On this note, it is imperative to examine the spillover effect of volatility from Chinese to select emerging market. However, return and risk go ...

Asymmetric volatility spillover among Chinese sectors during COVID ...

... of systemic risk in the stock markets. The main results show evidence of the asymmetric impact of good and bad volatilities that are found to be time ...

Dynamic information spillover between Chinese carbon and stock ...

Weather shocks significantly affect extreme risk spillover among markets and may lead to spillovers from the carbon market to low-polluting ...

Asymmetric Risk Spillovers between the Currency and Stock Markets

We apply a dependence-switching copula model to study major industrial countries' asymmetric risk spillovers between stock and currency markets.

Asymmetric impacts of oil price uncertainty on Chinese stock returns ...

The crude oil volatility index (OVX) is a direct and more accurate measure of oil price uncertainty. This paper uses this kind of implied volatility index ...