We test for the existence of volatility spillovers and co-movements among energy-focused
corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 …

Motivated by large oil price swings, high economic and geopolitical uncertainties, and the
financialization of oil, this paper examines the frequency spillovers and co-movements …

There is a growing literature studying return spillovers between similar assets and assets of
different classes during crisis periods. However, less is known about return spillovers across …

This study investigates the impact of the recent COVID-19 pandemic on the time-frequency
volatility spillovers across the international crude oil market and Chinese major energy …

This paper examines the dynamic frequency co-movements and volatility spillovers between
crude oil, gas oil, gasoline, heating oil, and natural gas futures markets during the global …

We examine the frequency dynamics of volatility spillovers between crude oil and China's
stock markets in a spectral representation framework of generalized forecast error variance …

This study examines the multiscale spillovers and nonlinear causalities between the crude
oil futures market and the stock markets of the United States (US), Canada, China, Russia …

The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

This paper applies a TVP-VAR model to explore dynamic connectedness between West
Texas Intermediate crude oil and other US energy prices, stock prices and exchange rate …

This study seeks to compare the responses of G20 stock markets to the double blow of
COVID-19 and the historic oil price shock. By considering two different periods with distinct …