In recent years, copula models are being used in all areas of human endeavors including
energy, environment, social, natural and physical sciences. Copulas are the most powerful …

This study explores the dynamic co-movement between oil and six stock markets (China,
India, Japan, Saudi Arabia, Russia, and Canada) by using two types of wavelet analysis …

This paper contributes to the large volume of empirical studies on the relationship between
oil shocks and stock markets from a new systemic perspective. The method of measuring …

This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …

The relationship between oil and stock markets is a hot topic, but little research has focused
on the time-varying asymmetric volatility spillover in a quantitative manner. In this study, we …

In this paper we investigate the long-term connections between crude oil futures price and
China stock market across the recent financial crisis by using a nonlinear threshold …

Identifying and preventing the cross-market risk contagion is very important for the market
stability. This paper uses a MODWT-Vine quantile regression method to study the dynamic …

In this paper, we explore the dynamics of the return connectedness among major commodity
assets (crude oil, gold and corn) and financial assets (stock, bond and currency) in China …

This paper investigates the time-frequency dependence and risk connectedness among oil
and stock markets in oil-importing and oil-exporting countries using the wavelet coherence …

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 …