Asymmetric risk spillovers between oil and the Chinese stock market

The results show that the upside and the downside CoVaRs are asymmetrical and that the upside CoVaRs during the three periods have greater ...

Asymmetric volatility spillovers between crude oil and China's ...

China's financial markets are dominated by the bad volatility spillovers during financial disasters affected by the crude oil market, at the ...

Asymmetric connectedness in the Chinese stock sectors: Overnight ...

For example, Zhang (2017) investigated the return spillover of oil and stock markets. Morema and Bonga-Bonga (2020) studied the volatility ...

Asymmetric volatility spillovers between crude oil and China

The results show that there are asymmetric volatility spillover effects between the crude oil market and different financial markets in China. The long-term ...

Asymmetric volatility spillovers between oil and stock markets

Using the intra-day data of WTI future prices, the S&P 500 index, and the Shanghai stock market composite index, we find that there exists an asymmetric ...

Dynamic spillover between crude oil, gold, and Chinese stock ...

This analysis delves into the asymmetric return spillovers between commodities and Chinese equities markets, specifically focusing on the oil- ...

Dynamic asymmetric spillovers and connectedness between ... - NCBI

Asymmetric volatility spillovers between oil and stock markets: Evidence from China ... The dependence and risk spillover between crude oil market ...

Asymmetric spillover and network connectedness between crude

This paper examines the asymmetric return spillovers between crude oil futures, gold futures and ten sector stock markets of China.

Asymmetric volatility spillover between oil prices and regional ...

Risk spillovers and extreme risk between e-commerce and logistics markets in China. ... risk and dependence between RE stock and crude oil prices.

Bidirectional Risk Spillovers between Chinese and Asian Stock ...

Additionally, the risk spillover displays an asymmetry, indicating that the intensity of risk spillover from other Asian stock markets to the Chinese is weaker ...

Analysis of Risk Spillover and Asymmetry Between Three Crude Oil ...

In particular, the impact of the Chinese crude oil market on the stock market is greatest, especially with respect to the Brent and WTI crude oil markets.

Asymmetric spillover and network connectedness between crude oil ...

Abstract. This paper examines the asymmetric return spillovers between crude oil futures, gold futures and ten sector stock markets of China. The results show ...

Tail risk spillovers between Shanghai oil and other markets - OUCI

Adrian, CoVaR, № 348; Ahmed, Tail risk, systemic risk and spillover risk of crude oil and precious metals, Energy Econ., № 112

Asymmetric risk spillovers between oil and the Chinese stock market

ABSTRACT. This paper investigates the risk spillover between the crude oil market (West Texas. Intermediate and Brent) and the Chinese stock market ...

Are the systemic risk spillovers of good and bad volatility in oil and ...

This paper explores the asymmetric connectedness of systemic risk between the oil and global stock markets in both the time and frequency domains.

Asymmetric volatility spillover among Chinese sectors during COVID ...

Xu, Asymmetric volatility spillovers between oil and stock markets: Evidence ... Yu, Risk contribution of the Chinese stock market to developed markets ...

Asymmetric Risk Spillovers Between China and ASEAN Stock Markets

This study attempts to investigate the interdependence and risk spillover effects between China and ASEAN-6 stock markets by using the ...

Market risk spillover and the asymmetric effects of macroeconomic ...

(2021) investigate market risk spillovers between Chinese stock index futures and spot markets. ... Oil market shocks and financial instability in ...

Risk Dependence and Risk Spillovers Effect from Crude Oil on the ...

By utilizing daily data on crude oil prices, China's stock market, and the gold market, we observe an asymmetric spillover effect: the downside spillover ...

Asymmetric Risk Spillovers Between China and ASEAN Stock Markets

Meng et al. [52] indicates that there exist asymmetric risk spillover effects between crude oil and China's commodity sectors. The degree of the ...