Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle

Z Dai, H Zhu, X Zhang - Energy Economics, 2022 - Elsevier
This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative

Z Dai, H Zhu - Energy Economics, 2022 - Elsevier
This paper investigates the return volatility spillover effects and the dynamic relationships
among WTI crude oil futures, Natural Gas futures, and the Chinese stock markets related to …

[HTML][HTML] Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets

MP Yadav, T Sharif, S Ashok, D Dhingra… - Research in International …, 2023 - Elsevier
This paper investigates spillover from energy commodities to Shanghai stock exchange and
European Stock market, and identifies possible risks transmission and portfolio …

Dynamic connectedness and portfolio strategies: Energy and metal markets

PE Mandacı, EÇ Cagli, D Taşkın - Resources Policy, 2020 - Elsevier
In this paper, we investigate the volatility spillover effect among the global commodity futures
(including both energy and metal futures; global stock markets (covering both Developed …

Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies' stock returns

S Ashfaq, Y Tang, R Maqbool - Energy, 2019 - Elsevier
Today Asia accounts for about 40% of the world oil trade and most of the trade is transpired
within the region. This study presents an investigation of the volatility spillovers among …

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets

F Wen, J Cao, Z Liu, X Wang - International Review of Financial Analysis, 2021 - Elsevier
Building on the increased interest in the volatility spillover effects between Chinese stock
market and commodity markets, this paper investigates the dynamic volatility spillovers of …

Oil volatility, oil and gas firms and portfolio diversification

N Antonakakis, J Cunado, G Filis, D Gabauer… - Energy Economics, 2018 - Elsevier
This paper investigates the volatility spillovers and co-movements among oil prices and
stock prices of major oil and gas corporations over the period between 18th June 2001 and …

Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC …

W Zhang, X He, S Hamori - International Review of Financial Analysis, 2022 - Elsevier
This study analyzes the dynamic connectedness between the ESG stock index, the
renewable energy stock index, the green bond stock index, the sustainability stock index …

Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach

J Zhao, L Cui, W Liu, Q Zhang - Resources Policy, 2023 - Elsevier
As one of the world's largest oil importer, China's economy is significantly influenced by oil
price fluctuations. This study investigates the risk spillover effect of international oil price on …

Return and volatility spillovers between Chinese and US clean energy related stocks

K Janda, L Kristoufek, B Zhang - Energy Economics, 2022 - Elsevier
This paper aims to empirically investigate the dynamic connectedness between oil prices
and stock returns of clean energy-related and technology companies in China and US …