This study addresses the need to understand the transmission of tail risk across financial
markets, especially in the context of green energy and stock markets. Utilizing the Time …

Fluctuations in oil prices substantially impact both the real economy and international
financial markets. Despite extensive studies on oil market dynamics and overnight …

This study investigates the extreme connectedness across S&P 500 and commodity futures
markets in various market conditions (bearish, normal, and bullish) using the TVP-VAR …

The paper investigates the intricate relationship between oil and stock markets in the context
of different oil price shocks and a country's energy profile. Focusing on five major oil …

We examine the quantile-on-quantile transmission mechanism between oil price shocks and
green bonds. By disentangling oil price shocks and employing the QQ connectedness …

Shocks in the international crude oil prices can significantly influence financial markets
globally, particularly in oil-dependent economies. However, the sensitivity of immature …

This study analyzes the impact of oil market fluctuations on Sovereign Credit Default Swaps
(SCDS) in three key oil-exporting economies: Saudi Arabia, Russia, and the United Arab …

This study examines the volatility spillovers and the time-frequency dependence between
crude oil and stock sectors in the US and China using both wavelet coherence and …

Abs tract The current research aims to answer the ques tion as to by which channels the oil
shock is transmitted to the s tock market and how it spreads in the s tock market. In this …