The work investigates the volatility connectedness between oil price and clean energy firms
over the period 2011–2020 (including the COVID-19 outbreak). Using the volatility spillover …

The volatility spillover effects among bulk mineral commodities is an important and hot issue
in mineral resource policy. This paper applies a network theory approach that incorporates a …

Interactions between oil prices and the stock market are complex both in the time and
frequency domain. Unlike previous studies mainly focus on the dynamic correlation of …

We employ a complex network approach to dig out the influential Chinese energy stocks in
this paper. We first use the 5-min high-frequency data of the Chinese energy stocks over the …

The spillover effects among sectors are of concern for distinct market participants, who are in
distinct investment horizons and concerned with the information in different time scales. In …

In order to explore the characteristics of the evolution behavior of the time-varying
relationships between multivariate time series, this paper proposes an algorithm to transfer …

This paper explores the dynamic evolutionary characteristics of the multivariate price
movement in the carbon-fuel energy markets system by analyzing the topological features of …

A financial market is a complex system consisting of many interacting units. In general, due
to the various types of information exchange within the industry, there is a relationship …

This paper investigates the volatility spillover among multiple energy stocks in different
periods and clusters (the period of similar fluctuation) by employing the Toeplitz inverse …

This paper proposes a new compound model to investigate the dynamic linkage mechanism
between the natural gas and crude oil markets from the multi-scale perspective. In the …