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

This study examines the dynamic asymmetric return spillovers between gold and oil
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …

The financialization and international influence of China's crude oil market are increasing
with the listing of China's crude oil futures (INE). In this context, we use the time-frequency …

Purpose The aim of this study was to investigate the dynamic network connectedness
between stock markets and commodity futures and its implications on hedging strategies …

This paper examines price-switching spillovers between the US and Chinese stock, crude
oil, and gold futures markets before and during the COVID-19 pandemic. Using a Markov …

This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

This study employs the time-varying vector parameter autoregression model and Diebold-
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …

This article exploits a new spillover directional measure proposed by Diebold and Yilmaz
(2009, 2012) to investigate the dynamic spillover of return and volatility between oil and …

This paper examines spillover effects among six commodity futures markets–gold, silver,
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …

This paper investigates the multidimensional risk spillovers among crude oil, the US and
Chinese stock markets during the COVID-19 epidemic through a GARCHSK-Mixed Copula …