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Qiang Ji

Citations

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Working papers

  1. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024. "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers 202418, University of Pretoria, Department of Economics.

    Cited by:

    1. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2025. "Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty," Research in International Business and Finance, Elsevier, vol. 80(C).

  2. Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024. "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers 202405, University of Pretoria, Department of Economics.

    Cited by:

    1. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    2. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    3. Tao, Miaomiao & Roubaud, David & Tiwari, Aviral Kumar & Silva, Emilson, 2025. "How do systematic risk spillovers reshape investment outcomes?," Finance Research Letters, Elsevier, vol. 75(C).
    4. Liang, Qian & Lin, Qingyuan & Guo, Mengzhuo & Lu, Quanying & Zhang, Dayong, 2025. "Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model," International Review of Financial Analysis, Elsevier, vol. 102(C).
    5. Chen, Yan & Bouri, Elie & Zhang, Lei, 2025. "Dynamics of co-bubble networks across commodity futures prices and portfolio performance," Energy Economics, Elsevier, vol. 150(C).
    6. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025. "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, vol. 144(C).

  3. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.

    Cited by:

    1. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, vol. 6(4), pages 1-16, October.
    2. Li, Jie & Han, Yingwei, 2025. "Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach," Economic Modelling, Elsevier, vol. 151(C).
    3. Qiu, Lianhong & Wong, Xiaoqing & Zhang, Teng & Song, Yubing, 2025. "How do climate risks intersect with the rise of new energy vehicles in China?," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 675-688.

  4. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024. "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers 202415, University of Pretoria, Department of Economics.

    Cited by:

    1. Pacelli, Vincenzo & Foglia, Matteo & Mariano, Dayana, 2025. "The link between climate and systemic risk: A bibliometric and systematic literature review," Research in International Business and Finance, Elsevier, vol. 79(C).
    2. Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025. "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, vol. 86(PG).
    3. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025. "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, vol. 79(C).
    4. Abeeb Olaniran & Elie Bouri & Rangan Gupta, 2025. "Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk," Working Papers 202519, University of Pretoria, Department of Economics.

  5. Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023. "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers 202318, University of Pretoria, Department of Economics.

    Cited by:

    1. Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta, 2024. "Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments," Working Papers 202421, University of Pretoria, Department of Economics.
    2. Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025. "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers 202518, University of Pretoria, Department of Economics.
    3. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026. "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 50(1), pages 1-32, December.
    4. Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025. "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, vol. 86(PG).
    5. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024. "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers 202424, University of Pretoria, Department of Economics.
    6. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025. "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, vol. 79(C).
    7. Matteo Foglia & Rangan Gupta & Petre Caraiani & Vincenzo Pacelli, 2025. "Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets," Working Papers 202534, University of Pretoria, Department of Economics.
    8. Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong, 2024. "Crude oil futures and the short-term price predictability of petroleum products," Energy, Elsevier, vol. 307(C).
    9. Wang, Jianye & Chen, Xuebin & Wu, Yan, 2025. "Shrinkage estimation of higher-order comoment matrices: Is complexity always better than simplicity?," Finance Research Letters, Elsevier, vol. 85(PB).
    10. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025. "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 101(C).
    11. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024. "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, vol. 69(PB).
    12. Afees A. Salisu & Rangan Gupta, 2023. "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers 202339, University of Pretoria, Department of Economics.
    13. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023. "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers 202337, University of Pretoria, Department of Economics.
    14. Zhang, Feipeng & Gao, Hongfu & Yuan, Di, 2024. "The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model," Journal of Commodity Markets, Elsevier, vol. 35(C).

  6. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers 202302, University of Pretoria, Department of Economics.

    Cited by:

    1. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025. "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 101(C).
    2. Afees A. Salisu & Rangan Gupta, 2023. "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers 202339, University of Pretoria, Department of Economics.
    3. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023. "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers 202337, University of Pretoria, Department of Economics.

  7. Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022. "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers 202237, University of Pretoria, Department of Economics.

    Cited by:

    1. Zhou, Mingtao & Ma, Yong, 2025. "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    2. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024. "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, vol. 70(C).
    3. Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024. "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, vol. 238(C).
    4. Azizbek Tokhirov, 2024. "Income Fluctuations and Subjective Well-being: The Mediating Effects of Occupational Switching and Remittances," Journal of Happiness Studies, Springer, vol. 25(8), pages 1-37, December.
    5. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
    6. Jingfeng Zhao & Fan Sun, 2023. "Study on the Influence Mechanism and Adjustment Path of Climate Risk on China’s High-Quality Economic Development," Sustainability, MDPI, vol. 15(12), pages 1-19, June.
    7. Rangan Gupta & Sarah Nandnaba & Wei Jiang, 2024. "Climate Change and Growth Dynamics," Working Papers 202404, University of Pretoria, Department of Economics.
    8. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
    9. Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024. "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
    10. Paulo M.M. Rodrigues & Dhruv Akshay Pandit & Miguel de Castro Neto, 2025. "Socio-economic sensitivity to weather extremes: A scoping review of European research," Working Papers w202527, Banco de Portugal, Economics and Research Department.

  8. Zhaobo Zhu & Licheng Sun & Jun Tu & Qiang Ji, 2022. "Oil price shocks and stock market anomalies," Post-Print hal-03712237, HAL.

    Cited by:

    1. Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025. "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, vol. 73(PA).
    2. Liu, Feng & Xu, Jie & Ai, Chunrong, 2023. "Heterogeneous impacts of oil prices on China's stock market: Based on a new decomposition method," Energy, Elsevier, vol. 268(C).
    3. Ren, Yinghua & Wang, Nairong & Zhu, Huiming, 2025. "Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    4. Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024. "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, vol. 95(C).
    5. Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024. "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, vol. 306(C).

  9. Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021. "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers 202113, University of Pretoria, Department of Economics.

    Cited by:

    1. Christophe Andre & Petre Caraiani & Rangan Gupta, 2023. "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers 202309, University of Pretoria, Department of Economics.
    2. Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023. "Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?," International Economics, Elsevier, vol. 173(C), pages 343-358.
    3. Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
    4. Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025. "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers 202529, University of Pretoria, Department of Economics.
    5. Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 133-155.
    6. Jin, Yi & Wang, Shuo & Bu, Lin & Zhai, Pengxiang, 2023. "Unconventional, conventional monetary policies, and optimal energy supply structure in China," Finance Research Letters, Elsevier, vol. 54(C).

  10. Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021. "Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning," QBS Working Paper Series 2021/04, Queen's University Belfast, Queen's Business School.

    Cited by:

    1. Klein, Tony, 2024. "Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 222(C), pages 294-313.
    2. Sun Mingran & Sun Yuying, 2026. "Forecasting the Conditional Distribution of Interval‐Valued Crude Oil Prices Using a Diffusion‐Based Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 45(2), pages 470-495, March.
    3. Xu, Zhiwei & Gan, Shiqi & Hua, Xia & Xiong, Yujie, 2024. "Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?," Energy Economics, Elsevier, vol. 140(C).
    4. Nguyen, Hien Thi & Nguyen, Hoang & Tran, Minh-Ngoc, 2024. "Deep learning enhanced volatility modeling with covariates," Finance Research Letters, Elsevier, vol. 69(PB).
    5. Liang, Qian & Lin, Qingyuan & Guo, Mengzhuo & Lu, Quanying & Zhang, Dayong, 2025. "Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model," International Review of Financial Analysis, Elsevier, vol. 102(C).

  11. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021. "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers 202174, University of Pretoria, Department of Economics.

    Cited by:

    1. He, Yongda & Du, Anna Min & Lin, Boqiang & Scrimgeour, Frank, 2025. "Energy-capital substitution, technological innovation, and monetary policy," Research in International Business and Finance, Elsevier, vol. 79(C).
    2. Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024. "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, vol. 238(C).
    3. Zhang, Lixia & Bai, Jiancheng & Zhang, Yueyan & Cui, Can, 2023. "Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators," Research in International Business and Finance, Elsevier, vol. 65(C).

  12. Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers 202120, University of Pretoria, Department of Economics.

    Cited by:

    1. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2023. "Oil tail risks and the realized variance of consumer prices in advanced economies," Resources Policy, Elsevier, vol. 83(C).
    2. Raphael Amaro & Carlos Pinho, 2022. "Energy commodities: A study on model selection for estimating Value-at-Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 5-27.
    3. Adediran, Idris A. & Swaray, Raymond, 2023. "Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty," Economic Modelling, Elsevier, vol. 123(C).
    4. Liu, Zongming & Shi, Wenhui, 2024. "Oil price disaster risk, macroeconomic dynamics and monetary policy," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    5. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022. "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, vol. 83(C).
    6. Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023. "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, vol. 58(PC).
    7. Qian, Lihua & Zeng, Qing & Lu, Xinjie & Ma, Feng, 2022. "Global tail risk and oil return predictability," Finance Research Letters, Elsevier, vol. 47(PB).
    8. Iregui, Ana María & Núñez, Héctor M. & Otero, Jesús, 2025. "Testing the efficiency of oil price forecast revisions in times of COVID-19 and the Russia–Ukraine conflict," Journal of Commodity Markets, Elsevier, vol. 40(C).
    9. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021. "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, vol. 235(C).
    10. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    11. Zhao, Lu-Tao & Wang, Dai-Song & Ren, Zhong-Yuan, 2024. "The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model," Economic Modelling, Elsevier, vol. 130(C).
    12. Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
    13. Yue‐Jun Zhang & Wen Zhao, 2025. "Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(7), pages 685-704, July.
    14. Ahamuefula E. Ogbonna & Olusanya E. Olubusoye, 2021. "Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
    15. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023. "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., vol. 23(2), pages 228-244, June.
    16. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
    17. Haithem Awijen & Hachmi Ben Ameur & Zied Ftiti & Waël Louhichi, 2025. "Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models," Annals of Operations Research, Springer, vol. 345(2), pages 979-1002, February.
    18. Idris A. Adediran, 2021. "Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
    19. Vicknair, David & Tansey, Michael & O'Brien, Thomas E., 2022. "Measuring fossil fuel reserves: A simulation and review of the U.S. Securities and Exchange Commission approach," Resources Policy, Elsevier, vol. 79(C).

  13. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers 202126, University of Pretoria, Department of Economics.

    Cited by:

    1. Christophe Andre & Petre Caraiani & Rangan Gupta, 2023. "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers 202309, University of Pretoria, Department of Economics.
    2. Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023. "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers 202332, University of Pretoria, Department of Economics.
    3. Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022. "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers 202256, University of Pretoria, Department of Economics.
    4. Badran, Moustapha & Awada, Mohamed & Darwiche, Joanna & Boungou, Whelsy, 2025. "How do geopolitical risks and uncertainty shape US consumer confidence?," Economics Letters, Elsevier, vol. 247(C).
    5. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025. "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-25, December.
    6. Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024. "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, vol. 90(C).
    7. Banerjee, Ameet Kumar & Pradhan, H.K. & Akhtaruzzaman, Md & Sensoy, Ahmet & Dann, Susan, 2024. "Anatomy of sovereign yield behaviour using textual news," Research in International Business and Finance, Elsevier, vol. 71(C).
    8. Cepni, Oguzhan & Gupta, Rangan, 2021. "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    9. Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 133-155.
    10. Jia Wang & Pu Chen & Xiong Xiong, 2026. "Monetary Policy, Investor Sentiment, and Multiscale Jump Behavior of the Chinese Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 45(1), pages 61-87, January.
    11. Moustapha Badran & Mohamed Awada & Joanna Darwiche & Whelsy Boungou, 2025. "How do geopolitical risks and uncertainty shape US consumer confidence?," Post-Print hal-05083249, HAL.
    12. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.

  14. Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji, 2021. "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers 202184, University of Pretoria, Department of Economics.

    Cited by:

    1. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024. "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, vol. 71(C).
    2. Armah, Mohammed & Amewu, Godfred, 2024. "Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
    3. Rangan Gupta & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
    4. Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
    5. Radu Valentin & Neacsu Andrei-Costin & Neacsu George-Alexandru & Bichir Antonela & Tabirca Alina-Iuliana & Croitoru Ionut-Marius & Mihai Danut-Georgian, 2024. "Economic Impacts Of Energy Price Shocks In The Eu Driven By Crises," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 127-140, June.
    6. Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2025. "Unraveling Financial Fragility of Global Markets Using Machine Learning," Working Papers 202511, University of Pretoria, Department of Economics.
    7. Tabash, Mosab I. & Sheikh, Umaid A. & Selmi, Refk & Al-Faryan, Mamdouh Abdulaziz Saleh & Hammoudeh, Shawkat, 2025. "The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    8. Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023. "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers 202329, University of Pretoria, Department of Economics.
    9. Marina Yu. Malkina & Rodion V. Balakin, 2023. "The Relation of Financial and Industrial Stresses to Monetary Policy Parameters in the Russian Economy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 104-121, June.
    10. Kim, Won Joong & Ko, Juyoung & Kwon, Won Soon & Piao, Chunyan, 2025. "Time-varying sources of fluctuations in global inflation," Economic Modelling, Elsevier, vol. 143(C).
    11. Bouyacoub Brahim, 2025. "Examining the Volatility of Oil Revenue and its Impact on Algeria’s Macroeconomic Stability," Folia Oeconomica Stetinensia, Sciendo, vol. 25(1), pages 73-94.
    12. Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    13. Shahbaz, Muhammad & Sheikh, Umaid A. & Tabash, Mosab I. & Jiao, Zhilun, 2024. "Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters," Energy Economics, Elsevier, vol. 136(C).
    14. Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024. "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, vol. 92(C).
    15. Zhang, Dongyang & Bai, Dingchuan & Chen, Xingyu, 2024. "Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange," Energy Economics, Elsevier, vol. 129(C).
    16. Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024. "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, vol. 306(C).

  15. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers 202130, University of Pretoria, Department of Economics.

    Cited by:

    1. Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024. "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, vol. 132(C).
    2. Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta, 2024. "Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments," Working Papers 202421, University of Pretoria, Department of Economics.
    3. Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, vol. 14(23), pages 1-18, December.
    4. Zhuhua Jiang & Walid Mensi & Seong-Min Yoon, 2023. "Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks," Sustainability, MDPI, vol. 15(3), pages 1-15, January.
    5. Xu, Zhiwei & Gan, Shiqi & Hua, Xia & Xiong, Yujie, 2024. "Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?," Energy Economics, Elsevier, vol. 140(C).
    6. Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2022. "The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system," Energy Economics, Elsevier, vol. 114(C).
    7. Li, Kaixin & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2024. "Forecasting crude oil returns with oil-related industry ESG indices," Journal of Commodity Markets, Elsevier, vol. 36(C).
    8. Ye, Chuxin & Lv, Jiamin & Xue, Yinsong & Luo, Xingguo, 2023. "Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting," Finance Research Letters, Elsevier, vol. 58(PA).
    9. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2307-2321, December.
    10. Gupta, Rangan & Pierdzioch, Christian, 2022. "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, vol. 77(C).
    11. Sobti, Neharika, 2025. "What triggers intraday price jumps and co-jumps in gold?," International Review of Financial Analysis, Elsevier, vol. 105(C).
    12. Sherzod N. Tashpulatov, 2022. "Modeling Electricity Price Dynamics Using Flexible Distributions," Mathematics, MDPI, vol. 10(10), pages 1-15, May.
    13. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2024. "Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework," Energy Economics, Elsevier, vol. 133(C).
    14. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025. "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, vol. 79(C).
    15. Werner Kristjanpoller, 2024. "A hybrid econometrics and machine learning based modeling of realized volatility of natural gas," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
    16. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022. "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers 202201, University of Pretoria, Department of Economics.
    17. Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022. "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, vol. 114(C).
    18. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
    19. Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024. "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    20. Rangan Gupta & Christian Pierdzioch, 2023. "Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
    21. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024. "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers 202441, University of Pretoria, Department of Economics.
    22. Li, Sufang & Xu, Qiufan & Lv, Yixue & Yuan, Di, 2022. "Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis," Resources Policy, Elsevier, vol. 78(C).
    23. David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022. "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers 202228, University of Pretoria, Department of Economics.
    24. Li, Dongxin & Zhang, Li & Li, Lihong, 2023. "Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model," International Review of Financial Analysis, Elsevier, vol. 88(C).
    25. Tang, Yusui & Zhong, Juandan, 2023. "Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market," Finance Research Letters, Elsevier, vol. 58(PB).
    26. Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024. "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, vol. 95(PA).
    27. Shang, Yue & Wei, Yu & Chen, Yongfei, 2022. "Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach," Finance Research Letters, Elsevier, vol. 50(C).
    28. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises," Resources Policy, Elsevier, vol. 76(C).

  16. Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021. "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers 202106, University of Pretoria, Department of Economics.

    Cited by:

    1. Maghyereh, Aktham & Abdoh, Hussein, 2022. "Extreme dependence between structural oil shocks and stock markets in GCC countries," Resources Policy, Elsevier, vol. 76(C).
    2. Sami, Janesh & Makun, Keshmeer, 2024. "Food inflation and monetary policy in emerging economies," Journal of Asian Economics, Elsevier, vol. 95(C).
    3. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
    4. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022. "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, vol. 83(C).
    5. Kliber, Agata & Łęt, Blanka & Řezáč, Pavel, 2024. "Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil," Energy, Elsevier, vol. 295(C).
    6. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    7. Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
    8. Mohsin, Muhammad & Jamaani, Fouad, 2023. "A novel deep-learning technique for forecasting oil price volatility using historical prices of five precious metals in context of green financing – A comparison of deep learning, machine learning, and statistical models," Resources Policy, Elsevier, vol. 86(PA).
    9. Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    10. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
    11. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, vol. 11(11), pages 1-9, October.
    12. Yang, Yang & Liu, Zhen & Saydaliev, Hayot Berk & Iqbal, Sajid, 2022. "Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves," Resources Policy, Elsevier, vol. 77(C).

  17. Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021. "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers 202119, University of Pretoria, Department of Economics.

    Cited by:

    1. Yin, Zhujia & Deng, Rantian & Xia, Jiejin & Zhao, Lili, 2024. "Climate risk and corporate ESG performance: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    2. Dhasmana, Samriddhi & Ghosh, Sajal & Kanjilal, Kakali, 2023. "Does investor sentiment influence ESG stock performance? Evidence from India," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    3. Ruiyu Dong & Chaofeng Shao & Shuqi Xin & Zhirui Lu, 2023. "A Sustainable Development Evaluation Framework for Chinese Electricity Enterprises Based on SDG and ESG Coupling," Sustainability, MDPI, vol. 15(11), pages 1-26, June.
    4. Zynobia Barson & Kwame Simpe Ofori & Peterson Owusu Junior & Kwabena G. Boakye & George Oppong Appiagyei Ampong, 2024. "Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(3), pages 306-335, September.
    5. de Boyrie, Maria E. & Pavlova, Ivelina, 2024. "Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes," Research in International Business and Finance, Elsevier, vol. 71(C).
    6. Boglarka Bianka Kovacs & Gábor Neszveda & Eszter Baranyai & Adam Zaremba, 2024. "ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 755-777, September.
    7. Xu, Danyang & Corbet, Shaen & Lang, Chunlin & Hu, Yang, 2024. "Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds," Economic Modelling, Elsevier, vol. 141(C).
    8. Inova Fitri Siregar & Tubagus Ismail & Muhammad Taqi & Nurhayati Soleha, 2024. "Influence of ESG on Sustainability Reporting: Mediation Rule of Green Innovation and Investor Sentiment," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 452-463, January.

  18. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.

    Cited by:

    1. Pham, Linh & Nguyen, Canh Phuc, 2021. "Asymmetric tail dependence between green bonds and other asset classes," Global Finance Journal, Elsevier, vol. 50(C).
    2. Zhou, Tao & Chen, Gaohui & Su, Yuxin & Yang, Tingting & Ding, Jie, 2025. "Green bond underwriting, financial openness, and profitability of commercial banks," International Review of Financial Analysis, Elsevier, vol. 99(C).
    3. Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024. "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    4. Uddin, Mohammad Riaz & Hasan, Mostafa Monzur & Abadi, Nour, 2022. "Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics," Economic Modelling, Elsevier, vol. 110(C).
    5. Semei Coronado & Jose N. Martinez & Victor Gualajara & Rafael Romero-Meza & Omar Rojas, 2023. "Time-Varying Granger Causality of COVID-19 News on Emerging Financial Markets: The Latin American Case," Mathematics, MDPI, vol. 11(2), pages 1-18, January.
    6. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2023. "Which COVID-19 information really impacts stock markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
    7. Abuzayed, Bana & Al-Fayoumi, Nedal, 2021. "Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    8. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022. "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, vol. 15(1), pages 1-18, January.
    9. Ahmed Bossman & Mariya Gubareva & Tamara Teplova, 2023. "Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 321-372, December.
    10. Giofré, Maela, 2022. "Foreign investment in times of COVID-19: How strong is the flight to advanced economies?," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
    11. Raza, Syed Ali & Shah, Nida & Guesmi, Khaled & Msolli, Badreddine, 2022. "How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques," Finance Research Letters, Elsevier, vol. 47(PA).
    12. Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & David Roubaud, 2022. "The hedge asset for BRICS stock markets: Bitcoin, gold or VIX," The World Economy, Wiley Blackwell, vol. 45(1), pages 292-316, January.
    13. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2021. "How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
    14. Xiao, Jihong & Wen, Fenghua & He, Zhifang, 2023. "Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis," Energy, Elsevier, vol. 267(C).
    15. Bouteska, Ahmed & Hassan, M. Kabir & Rashid, Mamunur & Bilgin, Mehmet Hüseyin, 2024. "The dynamics of bonds, commodities and bitcoin based on NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 58-70.
    16. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
    17. Xiao, Jihong & Liu, Hong, 2023. "The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?," Resources Policy, Elsevier, vol. 82(C).
    18. Yue Xu & Yu Kuang & Dayu Zhai & Danyang Zhao, 2025. "China’s Holdings of U.S. Treasury Securities: Economic Investment or Strategic Tool in Bilateral Relations?," SAGE Open, , vol. 15(1), pages 21582440251, March.
    19. Ruipeng Liu & Rangan Gupta, 2022. "Investors’ Uncertainty and Forecasting Stock Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(3), pages 327-337, July.
    20. Tian, Hao & Long, Shaobo & Li, Zixuan, 2022. "Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices," Finance Research Letters, Elsevier, vol. 48(C).
    21. Naeem, Muhammad Abubakr & Farid, Saqib & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2021. "Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis," Energy Policy, Elsevier, vol. 153(C).
    22. Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022. "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, vol. 45(C).
    23. Tachibana, Minoru, 2022. "Safe haven assets for international stock markets: A regime-switching factor copula approach," Research in International Business and Finance, Elsevier, vol. 60(C).
    24. Chen, Lin & Min, Feng & Liu, Wenhua & Wen, Fenghua, 2022. "The Impact of the Infectious diseases and Commodity on Stock Markets," Finance Research Letters, Elsevier, vol. 47(PB).
    25. Etienne Harb & Charbel Bassil & Talie Kassamany & Roland Baz, 2024. "Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 951-981, March.
    26. Dutta, Anupam & Park, Donghyun & Uddin, Gazi Salah & Kanjilal, Kakali & Ghosh, Sajal, 2024. "Do dirty and clean energy investments react to infectious disease-induced uncertainty?," Technological Forecasting and Social Change, Elsevier, vol. 205(C).
    27. Guo, Changrong & Zhang, Xiangyu & Raza, Syed Ali & Masood, Amna, 2024. "Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals," Resources Policy, Elsevier, vol. 88(C).
    28. Caporin, Massimiliano & Costola, Michele, 2022. "Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test," Energy Economics, Elsevier, vol. 111(C).
    29. Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022. "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, vol. 79(C).
    30. Hunjra, Ahmed Imran & Kijkasiwat, Ploypailin & Arunachalam, Murugesh & Hammami, Helmi, 2021. "Covid-19 health policy intervention and volatility of Asian capital markets," Technological Forecasting and Social Change, Elsevier, vol. 169(C).
    31. Imran Yousaf & Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2022. "Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500," Working Papers 202227, University of Pretoria, Department of Economics.
    32. Castillo, Brenda & León, Ángel & Ñíguez, Trino-Manuel, 2021. "Backtesting VaR under the COVID-19 sudden changes in volatility," Finance Research Letters, Elsevier, vol. 43(C).
    33. Bȩdowska-Sójka, Barbara & Kliber, Agata, 2022. "Impact of COVID-19 on sovereign risk: Latin America versus Asia," Finance Research Letters, Elsevier, vol. 47(PA).
    34. Jamiu Olamilekan Badmus & Sodiq Olaide Bisiriyu & Oluwadamilola Samuel Alawode, 2022. "Does COVID-19 shock endanger the flows of FDI in OECD? Empirical evidence based on AMG panel estimator," Future Business Journal, Springer, vol. 8(1), pages 1-14, December.
    35. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020. "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers 202099, University of Pretoria, Department of Economics.
    36. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2022. "Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
    37. Jia, Huizhen, 2025. "Dynamic connection between climate risks and energy markets," International Review of Financial Analysis, Elsevier, vol. 102(C).
    38. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, vol. 82(C).
    39. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022. "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
    40. Celso-Arellano, Pedro & Gualajara, Victor & Coronado, Semei & Martinez, Jose N. & Venegas-Martínez, Francisco, 2023. "Impact of the global fear index (covid-19 panic) on the S&P global indices associated with natural resources, agribusiness, energy, metals and mining: Granger Causality and Shannon and Rényi Transfer Entropy," MPRA Paper 117138, University Library of Munich, Germany, revised 06 Feb 2023.
    41. Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023. "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, vol. 64(C).
    42. Najaf Iqbal & Elie Bouri & Guangrui Liu & Ashish Kumar, 2024. "Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 975-995, January.
    43. Imran Yousaf & Saba Qureshi & Fiza Qureshi & Mariya Gubareva, 2025. "Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US," Annals of Operations Research, Springer, vol. 352(3), pages 781-807, September.
    44. Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad, 2022. "Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold," Energy Economics, Elsevier, vol. 115(C).
    45. Chuan GUO & Yiyun FENG, 2025. "Asymmetric Risk Spillover between Energy Markets and Uncertainties of Economic Policy, Infectious Disease and Geopolitical Risk," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 63-80, April.
    46. Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021. "Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events," Working Papers 202155, University of Pretoria, Department of Economics.
    47. Zaghum Umar & Mariya Gubareva & Tamara Teplova & Wafa Alwahedi, 2025. "Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission," Annals of Operations Research, Springer, vol. 352(3), pages 363-387, September.
    48. Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023. "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    49. Dey, Asim K. & Hoque, G.M. Toufiqul & Das, Kumer P. & Panovska, Irina, 2022. "Impacts of COVID-19 local spread and Google search trend on the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
    50. Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2023. "Emerging and advanced economies markets behaviour during the COVID‐19 crisis era," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1563-1581, April.
    51. Evrim Mandaci, Pınar & Cagli, Efe C. & Taşkin, Dilvin & Tedik Kocakaya, Birce, 2025. "Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets," Renewable Energy, Elsevier, vol. 249(C).
    52. Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Mensi, Walid & Matar, Ali & Saidat, Zaid, 2021. "Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach," Resources Policy, Elsevier, vol. 74(C).

  19. Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020. "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers 202062, University of Pretoria, Department of Economics.

    Cited by:

    1. Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023. "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 295-302.
    2. Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
    3. Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020. "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers 202099, University of Pretoria, Department of Economics.
    5. Xu, Yongan & Wang, Jianqiong & Chen, Zhonglu & Liang, Chao, 2021. "Economic policy uncertainty and stock market returns: New evidence," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    6. İbrahim Özmen & Selçuk Bali & Festus Victor Bekun, 2024. "Is Abrams curve a myth or reality? Evidence from two Baltic countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2709-2733, June.
    7. Muneer Shaik, 2023. "The Dynamic Effect of Pandemics on Industrial Production Growth," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(4), pages 486-506, December.
    8. Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.

  20. Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020. "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers 202032, University of Pretoria, Department of Economics.

    Cited by:

    1. Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022. "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers 202256, University of Pretoria, Department of Economics.
    2. Cao, Fangzhi & Su, Chi-Wei & Sun, Dian & Qin, Meng & Umar, Muhammad, 2024. "U.S. monetary policy: The pushing hands of crude oil price?," Energy Economics, Elsevier, vol. 134(C).
    3. Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021. "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, vol. 58(C).
    4. Wu, Nan & Zhang, Zuopeng & Lin, Boqiang, 2024. "Responses of financial stress and monetary policy to global warming: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 92(C).
    5. Muhammad Abubakr Naeem & Sitara Karim & Larisa Yarovaya & Brian M. Lucey, 2025. "Systemic risk contagion of green and Islamic markets with conventional markets," Annals of Operations Research, Springer, vol. 347(1), pages 265-287, April.
    6. Xin Jin & Bisharat Hussain Chang & Chaosheng Han & Mohammed Ahmar Uddin, 2025. "The tail connectedness among conventional, religious, and sustainable investments: An empirical evidence from neural network quantile regression approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1124-1142, April.
    7. Naeem, Muhammad Abubakr & Karim, Sitara & Tiwari, Aviral Kumar, 2022. "Quantifying systemic risk in US industries using neural network quantile regression," Research in International Business and Finance, Elsevier, vol. 61(C).
    8. Weidong Huo & Xiaoxian Chen & Lan Bo & Fangyong Luo, 2024. "RETRACTED ARTICLE: Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(4), pages 18081-18115, December.
    9. Zhang, Mi & Sensoy, Ahmet & Cheng, Feiyang & Zhao, Xuankai, 2022. "Three channels of monetary policy international transmission: Identifying spillover effects from the US to China," Research in International Business and Finance, Elsevier, vol. 61(C).
    10. Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 133-155.
    11. Umar, Zaghum & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson Ayobami & Gubareva, Mariya, 2021. "Media sentiment and short stocks performance during a systemic crisis," International Review of Financial Analysis, Elsevier, vol. 78(C).
    12. Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021. "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers 202106, University of Pretoria, Department of Economics.

  21. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers 202043, University of Pretoria, Department of Economics.

    Cited by:

    1. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
    2. Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta, 2024. "Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments," Working Papers 202421, University of Pretoria, Department of Economics.
    3. Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022. "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, vol. 108(C).
    4. Ayinde, Taofeek O. & Olaniran, Abeeb O. & Abolade, Onomeabure C. & Ogbonna, Ahamuefula Ephraim, 2023. "Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?," Resources Policy, Elsevier, vol. 84(C).
    5. Wang, Lu & Wu, Rui & Ma, WeiChun & Xu, Weiju, 2023. "Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information," International Review of Financial Analysis, Elsevier, vol. 89(C).
    6. Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane, 2023. "Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling," International Review of Financial Analysis, Elsevier, vol. 89(C).
    7. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, vol. 104(C).
    8. Salisu, Afees A. & Isah, Kazeem & Oloko, Tirimisiyu O., 2024. "Technology shocks and crude oil market connection: The role of climate change," Energy Economics, Elsevier, vol. 130(C).
    9. Li, Wei & Zhang, Junchao & Cao, Xiangye & Han, Wei, 2024. "Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?," Finance Research Letters, Elsevier, vol. 62(PB).
    10. Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022. "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    11. Guo, Yangli & Ma, Feng & Li, Haibo & Lai, Xiaodong, 2022. "Oil price volatility predictability based on global economic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
    12. Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
    13. Hasanov, Akram Shavkatovich & Burkhanov, Aktam Usmanovich & Usmonov, Bunyod & Khajimuratov, Nizomjon Shukurullaevich & Khurramova, Madina Mansur qizi, 2024. "The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks," Energy, Elsevier, vol. 293(C).
    14. Gupta, Rangan & Pierdzioch, Christian, 2022. "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, vol. 77(C).
    15. Liang, Chao & Xia, Zhenglan & Lai, Xiaodong & Wang, Lu, 2022. "Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model," Energy Economics, Elsevier, vol. 116(C).
    16. Klayme, Tania & Gokmenoglu, Korhan K. & Rustamov, Bezhan, 2023. "Economic policy uncertainty, COVID-19 and corporate investment: Evidence from the gold mining industry," Resources Policy, Elsevier, vol. 85(PA).
    17. Zhang, Lixia & Bai, Jiancheng & Zhang, Yueyan & Cui, Can, 2023. "Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators," Research in International Business and Finance, Elsevier, vol. 65(C).
    18. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022. "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 134-157, January.
    19. Josef Novotny & Petr Hajek, 2026. "A hybrid adaptive trading strategy integrating investor sentiment for precious metal ETFs," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-33, December.
    20. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022. "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers 202201, University of Pretoria, Department of Economics.
    21. Khaskheli, Asadullah & Zhang, Hongyu & Raza, Syed Ali & Khan, Komal Akram, 2022. "Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period," Resources Policy, Elsevier, vol. 79(C).
    22. Ding, Qian & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2022. "Does political risk matter for gold market fluctuations? A structural VAR analysis," Research in International Business and Finance, Elsevier, vol. 60(C).
    23. Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022. "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 482-488.
    24. Tarchella, Salma & Khalfaoui, Rabeh & Hammoudeh, Shawkat, 2024. "The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods," Research in International Business and Finance, Elsevier, vol. 67(PB).
    25. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024. "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers 202441, University of Pretoria, Department of Economics.
    26. David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022. "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers 202228, University of Pretoria, Department of Economics.
    27. Liu, Tao & Guan, Xinyue & Wei, Yigang & Xue, Shan & Xu, Liang, 2023. "Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots," Energy Economics, Elsevier, vol. 121(C).
    28. Liu, Feng & Shao, Shuai & Li, Xin & Pan, Na & Qi, Yu, 2023. "Economic policy uncertainty, jump dynamics, and oil price volatility," Energy Economics, Elsevier, vol. 120(C).
    29. Zhangying Li & O-Chia Chuang & Rangan Gupta & Elie Bouri, 2025. "The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach," Working Papers 202528, University of Pretoria, Department of Economics.
    30. Yao, Yinhong & Chen, Xiuwen & Chen, Zhensong, 2025. "Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
    31. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers 202130, University of Pretoria, Department of Economics.

  22. Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers 202092, University of Pretoria, Department of Economics.

    Cited by:

    1. Cañizares Martínez, Carlos, 2025. "Dating housing booms fueled by credit: A Markov switching approach," Journal of Financial Stability, Elsevier, vol. 78(C).
    2. Carlos Canizares Martinez, 2023. "Leaning against housing booms fueled by credit," Working and Discussion Papers WP 9/2023, Research Department, National Bank of Slovakia.

  23. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Qiang Ji, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Working Papers hal-02501815, HAL.

    Cited by:

    1. Angham Ben Brayek & Hanen Ben Ameur & Farea Mohammed Alharbi, 2024. "The Importance of Bitcoin and Commodities as Investment Diversifiers in OPEC and Non-OPEC Countries," Economies, MDPI, vol. 12(12), pages 1-11, December.
    2. Gaete, Michael & Herrera, Rodrigo, 2023. "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," Journal of Commodity Markets, Elsevier, vol. 32(C).
    3. Yoon, Seong-Min, 2022. "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, vol. 199(C), pages 536-545.
    4. Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023. "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, vol. 85(PB).
    5. Lin, Anlan & Gong, Xu, 2025. "Does public climate attention affect the net return spillover from energy to non-energy commodities?," Energy Economics, Elsevier, vol. 143(C).
    6. Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
    7. Khalfaoui, Rabeh & Shahzad, Umer & Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2023. "Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 63-80.
    8. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    9. Zhang, Feipeng & Xu, Yixiong & Yuan, Di, 2024. "Detecting financial contagion using a new nonparametric measure of asymmetric comovements," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 284-296.
    10. Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Post-Print hal-03674806, HAL.
    11. Claudiu Albulescu & Michel Mina & Cornel Oros, 2021. "Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis," Papers 2104.05273, arXiv.org.
    12. Zynobia Barson & Peterson Owusu Junior & Anokye Mohammed Adam, 2023. "Comovement between commodity returns in Ghana: the role of exchange rates," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-24, December.
    13. Adeleke, Musefiu A. & Awodumi, Olabanji B. & Adewuyi, Adeolu O., 2022. "Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries," Resources Policy, Elsevier, vol. 79(C).
    14. Sitara Karim & Muhammad Abubakr Naeem, 2022. "Clean Energy, Australian Electricity Markets, and Information Transmission," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 3(Early Vie), pages 1-6.
    15. Khalfaoui, Rabeh & Baumöhl, Eduard & Sarwar, Suleman & Výrost, Tomáš, 2021. "Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks," Resources Policy, Elsevier, vol. 74(C).
    16. Ouachene, Naomi & Senga Kiessé, Tristan & Corson, Michael S., 2024. "Using conditional Kendall's tau estimation to assess interactions among variables in dairy-cattle systems," Agricultural Systems, Elsevier, vol. 220(C).
    17. Kumar, Satish & Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Hille, Erik, 2021. "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," Resources Policy, Elsevier, vol. 72(C).
    18. Jun Long & Xianghui Yuan & Liwei Jin & Chencheng Zhao, 2024. "Connectedness and risk spillover in China's commodity futures sectors," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 784-802, May.
    19. Erica Juvercina Sobrinho & Rodrigo Fernandes Malaquias, 2025. "Government Announcements Through Harvest Reports, Extreme Market Conditions, and Commodity Price Volatility," Commodities, MDPI, vol. 4(4), pages 1-16, September.
    20. Ben Amar, Amine & Goutte, Stéphane & Isleimeyyeh, Mohammad, 2022. "Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 386-400.
    21. Albulescu, Claudiu Tiberiu & Mutascu, Mihai Ioan, 2021. "Fuel price co-movements among France, Germany and Italy: A time-frequency investigation," Energy, Elsevier, vol. 225(C).
    22. Pham, Linh & Kamal, Javed Bin, 2024. "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, vol. 34(C).
    23. Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021. "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, vol. 100(C).
    24. Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
    25. Shao, Liuguo & Zhang, Hua & Chen, Jinyu & Zhu, Xuehong, 2021. "Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 407-419.
    26. Jiang, Zhuhua & Dong, Xiyong & Yoon, Seong-Min, 2025. "Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches," Energy Economics, Elsevier, vol. 145(C).
    27. Hung, Ngo Thai, 2021. "Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 73(C).
    28. Jain, Prachi & Maitra, Debasish, 2023. "Risk implications of dependence in the commodities: A copula-based analysis," Global Finance Journal, Elsevier, vol. 57(C).
    29. Padhan, Hemachandra & Kocoglu, Mustafa, 2025. "Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals," Energy Economics, Elsevier, vol. 147(C).
    30. Cheng, Sheng & Han, Lingyu & Cao, Yan & Jiang, Qisheng & Liang, Ruibin, 2022. "Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching," Resources Policy, Elsevier, vol. 78(C).
    31. Yaoxun Deng & Guobin Fang & Jun Zhang & Huimin Ma, 2024. "RETRACTED ARTICLE: Dynamic Connectedness Among Oil, Food Commodity, and Renewable Energy Markets: Novel Perspective from Quantile Dependence and Deep Learning," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 9935-9974, September.
    32. Pu, Yingjian & Yang, Baochen, 2022. "The commodity futures' historical basis in trading strategy and portfolio investment," Energy Economics, Elsevier, vol. 105(C).
    33. Zhu, Yanli & Yang, Xian & Zhang, Chuanhai & Liu, Sihan & Li, Jiayi, 2024. "Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty," Journal of Commodity Markets, Elsevier, vol. 36(C).
    34. Aviral Kumar Tiwari & Ibrahim D. Raheem & Seref Bozoklu & Shawkat Hammoudeh, 2022. "The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1569-1590, January.
    35. Elsayed, Ahmed H. & Nasreen, Samia & Tiwari, Aviral Kumar, 2020. "Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies," Energy Economics, Elsevier, vol. 90(C).
    36. Asadi, Mehrad & Roubaud, David & Tiwari, Aviral Kumar, 2022. "Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness," Energy Economics, Elsevier, vol. 109(C).
    37. Shahzad, Farrukh & Bouri, Elie & Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility," Resources Policy, Elsevier, vol. 74(C).
    38. Si Mohammed, Kamel & Khalfaoui, Rabeh & Doğan, Buhari & Sharma, Gagan Deep & Mentel, Urszula, 2023. "The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies," Resources Policy, Elsevier, vol. 83(C).
    39. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adewuyi, Adeolu O. & Lee, Chien-Chiang, 2022. "Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Energy Economics, Elsevier, vol. 113(C).
    40. Athanasios Tsagkanos & Aarzoo Sharma & Bikramaditya Ghosh, 2022. "Green Bonds and Commodities: A New Asymmetric Sustainable Relationship," Sustainability, MDPI, vol. 14(11), pages 1-16, June.
    41. Sun Meng & Yan Chen, 2023. "Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study," Mathematics, MDPI, vol. 11(6), pages 1-16, March.
    42. Jiang, Kunliang & Ye, Wuyi, 2022. "Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?," Economic Modelling, Elsevier, vol. 117(C).
    43. Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022. "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    44. Murè, Pina & Paccione, Cosimo & Marzioni, Stefano & Giorgio, Saverio, 2024. "How electricity and natural gas prices affect banking systemic risk," Research in International Business and Finance, Elsevier, vol. 72(PA).
    45. Nasreen, Samia & Tiwari, Aviral Kumar & Goodell, John W. & Tedeschi, Marco, 2024. "Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1556-1592.
    46. Zhuo Chen & Bo Yan & Hanwen Kang, 2022. "Dynamic correlation between crude oil and agricultural futures markets," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1798-1849, August.
    47. Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).
    48. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2020. "Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management," Resources Policy, Elsevier, vol. 69(C).
    49. Jianxu Liu & Vicente Ramos & Bing Yang & Mengjiao Wang & Songsak Sriboonchitta, 2024. "Analysing the dynamic co-movement between tourism and expected economic growth considering extreme events," Tourism Economics, , vol. 30(1), pages 3-26, February.
    50. Xia Li, 2024. "RETRACTED ARTICLE: Unveiling Portfolio Resilience: Harnessing Asymmetric Copulas for Dynamic Risk Assessment in the Knowledge Economy," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(3), pages 10200-10226, September.

  24. Claudiu Albulescu & Aviral Tiwari & Qiang Ji, 2020. "Copula-based local dependence between energy, agriculture and metal commodity markets," Papers 2003.04007, arXiv.org.

    Cited by:

    1. Gaete, Michael & Herrera, Rodrigo, 2023. "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," Journal of Commodity Markets, Elsevier, vol. 32(C).
    2. Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
    3. Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023. "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, vol. 85(PB).
    4. Lin, Anlan & Gong, Xu, 2025. "Does public climate attention affect the net return spillover from energy to non-energy commodities?," Energy Economics, Elsevier, vol. 143(C).
    5. Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
    6. Khalfaoui, Rabeh & Shahzad, Umer & Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2023. "Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 63-80.
    7. Sitara Karim & Muhammad Abubakr Naeem, 2022. "Clean Energy, Australian Electricity Markets, and Information Transmission," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 3(Early Vie), pages 1-6.
    8. Khalfaoui, Rabeh & Baumöhl, Eduard & Sarwar, Suleman & Výrost, Tomáš, 2021. "Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks," Resources Policy, Elsevier, vol. 74(C).
    9. Jiang, Zhuhua & Dong, Xiyong & Yoon, Seong-Min, 2025. "Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches," Energy Economics, Elsevier, vol. 145(C).
    10. Noureddine Benlagha & Wafa Abdelmalek, 2024. "Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 781-825, September.
    11. Cheng, Sheng & Han, Lingyu & Cao, Yan & Jiang, Qisheng & Liang, Ruibin, 2022. "Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching," Resources Policy, Elsevier, vol. 78(C).
    12. Pu, Yingjian & Yang, Baochen, 2022. "The commodity futures' historical basis in trading strategy and portfolio investment," Energy Economics, Elsevier, vol. 105(C).
    13. Aviral Kumar Tiwari & Ibrahim D. Raheem & Seref Bozoklu & Shawkat Hammoudeh, 2022. "The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1569-1590, January.
    14. Elsayed, Ahmed H. & Nasreen, Samia & Tiwari, Aviral Kumar, 2020. "Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies," Energy Economics, Elsevier, vol. 90(C).
    15. Asadi, Mehrad & Roubaud, David & Tiwari, Aviral Kumar, 2022. "Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness," Energy Economics, Elsevier, vol. 109(C).
    16. Sun Meng & Yan Chen, 2023. "Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study," Mathematics, MDPI, vol. 11(6), pages 1-16, March.
    17. Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022. "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    18. Linjie Wang & Jean‐Paul Chavas & Jian Li, 2024. "Dynamic linkages in agricultural and energy markets: A quantile impulse response approach," Agricultural Economics, International Association of Agricultural Economists, vol. 55(4), pages 639-676, July.
    19. Zhuo Chen & Bo Yan & Hanwen Kang, 2022. "Dynamic correlation between crude oil and agricultural futures markets," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1798-1849, August.
    20. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2020. "Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management," Resources Policy, Elsevier, vol. 69(C).
    21. Mehmet Balcilar & Ojonugwa Usman & Busra Agan, 2024. "On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 97-136, February.
    22. Jianxu Liu & Vicente Ramos & Bing Yang & Mengjiao Wang & Songsak Sriboonchitta, 2024. "Analysing the dynamic co-movement between tourism and expected economic growth considering extreme events," Tourism Economics, , vol. 30(1), pages 3-26, February.

  25. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020. "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers 202076, University of Pretoria, Department of Economics.

    Cited by:

    1. Mohsen Bahmani-Oskooee & Hesam Ghodsi & Muris Hadzic, 2021. "On the Link between House Prices and House Permits: Asymmetric Evidence from 51 States of the United States of America," International Real Estate Review, Global Social Science Institute, vol. 24(3), pages 323-361.
    2. Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021. "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, vol. 43(C).
    3. Ohikhuare, Obaika M. & Oyewole, Oluwatomisin J., 2025. "Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?," Research in Economics, Elsevier, vol. 79(2).
    4. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
    5. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021. "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers 202174, University of Pretoria, Department of Economics.
    6. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2023. "Climate Change and Inequality: Evidence from the United States," Sustainability, MDPI, vol. 15(6), pages 1-11, March.
    7. Hanif, Waqas & Andraz, Jorge Miguel & Gubareva, Mariya & Teplova, Tamara, 2024. "Are REITS hedge or safe haven against oil price fall?," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1-16.
    8. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers 202077, University of Pretoria, Department of Economics.
    9. Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024. "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 349-362.
    10. Zheng Zheng Li & Chi-Wei Su, 2023. "How does real estate market react to the iron ore boom in Australian capital cities?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 71(2), pages 517-537, October.
    11. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021. "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers 202168, University of Pretoria, Department of Economics.
    12. Stenvall, David & Hedström, Axel & Yoshino, Naoyuki & Uddin, Gazi Salah & Taghizadeh-Hesary, Farhad, 2022. "Nonlinear tail dependence between the housing and energy markets," Energy Economics, Elsevier, vol. 106(C).
    13. Nyakundi M. Michieka & Richard S. Gearhart & Noha A. Razek, 2024. "Oil Price Dynamics and Housing Demand in Oil Producing Counties in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 483-512, June.

  26. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers 202051, University of Pretoria, Department of Economics.

    Cited by:

    1. Afees A. Salisu & Philip C. Omoke & Abdulsalam Abidemi Sikiru, 2023. "Geopolitical risk and global financial cycle: Some forecasting experiments," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 3-16, January.
    2. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers 202121, University of Pretoria, Department of Economics.
    3. Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020. "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers 2020104, University of Pretoria, Department of Economics.
    4. Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, vol. 14(14), pages 1-15, July.
    5. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers 202130, University of Pretoria, Department of Economics.

  27. Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Research Africa Network Working Papers 19/092, Research Africa Network (RAN).

    Cited by:

    1. Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023. "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, vol. 127(PB).
    2. Zhou, Wei & Chen, Yan & Chen, Jin, 2022. "Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic," Energy, Elsevier, vol. 256(C).
    3. Bernardina Algieri & Arturo Leccadito, 2020. "CARL and His POT: Measuring Risks in Commodity Markets," Risks, MDPI, vol. 8(1), pages 1-15, March.
    4. Nekhili, Ramzi & Sultan, Jahangir & Mensi, Walid, 2021. "Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis," Resources Policy, Elsevier, vol. 74(C).
    5. Hung, Ngo Thai, 2021. "Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 73(C).
    6. Jain, Prachi & Maitra, Debasish, 2023. "Risk implications of dependence in the commodities: A copula-based analysis," Global Finance Journal, Elsevier, vol. 57(C).
    7. Chen, Xiangyu & Tongurai, Jittima, 2024. "Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    8. Ali, Shoaib & Yousfi, Mohamed & Chughtai, Sumayya & Min Du, Anna, 2024. "Return and volatility connectedness between agricultural tokens and us equity sectors," Research in International Business and Finance, Elsevier, vol. 72(PB).
    9. Shahzad, Farrukh & Bouri, Elie & Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility," Resources Policy, Elsevier, vol. 74(C).
    10. Lahiani, Amine & Mefteh-Wali, Salma & Vasbieva, Dinara G., 2021. "The safe-haven property of precious metal commodities in the COVID-19 era," Resources Policy, Elsevier, vol. 74(C).
    11. Zhuo Chen & Bo Yan & Hanwen Kang, 2022. "Dynamic correlation between crude oil and agricultural futures markets," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1798-1849, August.
    12. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2020. "Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management," Resources Policy, Elsevier, vol. 69(C).

  28. Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2019. "Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models," QBS Working Paper Series 2019/10, Queen's University Belfast, Queen's Business School.

    Cited by:

    1. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024. "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, vol. 71(C).
    2. Luo, Jiawen & Marfatia, Hardik A. & Ji, Qiang & Klein, Tony, 2023. "Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets," Energy Economics, Elsevier, vol. 117(C).
    3. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023. "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 785-801, July.
    4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2088-2125, September.
    5. Wuyue An & Lin Wang & Dongfeng Zhang, 2023. "Comprehensive commodity price forecasting framework using text mining methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1865-1888, November.
    6. Najaf Iqbal & Elie Bouri & Oksana Grebinevych & David Roubaud, 2023. "Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19," Annals of Operations Research, Springer, vol. 330(1), pages 305-334, November.
    7. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    8. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    9. Li, Jianping & Li, Guowen & Liu, Mingxi & Zhu, Xiaoqian & Wei, Lu, 2022. "A novel text-based framework for forecasting agricultural futures using massive online news headlines," International Journal of Forecasting, Elsevier, vol. 38(1), pages 35-50.
    10. Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
    11. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025. "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers 202516, University of Pretoria, Department of Economics.
    12. Zhang, Yue-Jun & Zhang, Han, 2023. "Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?," International Review of Financial Analysis, Elsevier, vol. 85(C).
    13. Enilov, Martin & Mensi, Walid & Stankov, Petar, 2023. "Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic," Journal of Commodity Markets, Elsevier, vol. 29(C).
    14. Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2025. "Forecasting realised volatility using regime-switching models," International Review of Economics & Finance, Elsevier, vol. 101(C).
    15. Dabin Zhang & Xiaoming Li & Liwen Ling & Huanling Hu & Ruibin Lin, 2025. "Integrated GCN–BiGRU–TPE Agricultural Product Futures Prices Prediction Based on Multi-graph Construction," Computational Economics, Springer;Society for Computational Economics, vol. 66(5), pages 3927-3955, November.
    16. Lang, Qiaoqi & Li, Chenyu & Wen, Lixuan & Wu, Hanlin, 2025. "Biodiversity risk and agricultural futures markets," International Review of Financial Analysis, Elsevier, vol. 107(C).
    17. Ava C. Blake & Nivika A. Gandhi & Anurag R. Jakkula, 2025. "Improving S&P 500 Volatility Forecasting through Regime-Switching Methods," Papers 2510.03236, arXiv.org.
    18. Xu, Yan & Liu, Tianli & Du, Pei, 2024. "Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict," Resources Policy, Elsevier, vol. 88(C).
    19. Li, Chenxing & Yang, Qiao, 2025. "An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates," MPRA Paper 123200, University Library of Munich, Germany.
    20. Lin Wang & Wuyue An & Feng‐Ting Li, 2024. "Text‐based corn futures price forecasting using improved neural basis expansion network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2042-2063, September.
    21. Chia‐Hsien Tang & Yen‐Hsien Lee & Hung‐Chun Liu & Guan‐Gzhe Zeng, 2024. "Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(7), pages 1277-1292, July.
    22. Hu, Nan & Yin, Xuebao & Yao, Yuhang, 2025. "A novel HAR-type realized volatility forecasting model using graph neural network," International Review of Financial Analysis, Elsevier, vol. 98(C).
    23. Sabri Boubaker & Zhenya Liu & Ling Zhai, 2025. "Change-points and functional features of intraday volatility in China stock market," Annals of Operations Research, Springer, vol. 352(3), pages 563-582, September.
    24. Nguyen, Hien Thi & Nguyen, Hoang & Tran, Minh-Ngoc, 2024. "Deep learning enhanced volatility modeling with covariates," Finance Research Letters, Elsevier, vol. 69(PB).
    25. Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021. "Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning," QBS Working Paper Series 2021/04, Queen's University Belfast, Queen's Business School.
    26. Lu, Xinjie & Su, Yuandong & Huang, Dengshi, 2023. "Chinese agricultural futures volatility: New insights from potential domestic and global predictors," International Review of Financial Analysis, Elsevier, vol. 89(C).
    27. Rui Luo & Jinpei Liu & Piao Wang & Zhifu Tao & Huayou Chen, 2024. "A multisource data‐driven combined forecasting model based on internet search keyword screening method for interval soybean futures price," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 366-390, March.
    28. Massimo Guidolin & Manuela Pedio, 2022. "Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns," Forecasting, MDPI, vol. 4(1), pages 1-32, February.
    29. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025. "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers 202501, University of Pretoria, Department of Economics.
    30. Lyu, Yongjian & Yang, Zhidan & Luo, Ya & Qin, Zhilong & Yi, Heling & Ke, Rui, 2025. "Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?," Energy Economics, Elsevier, vol. 146(C).
    31. Zhang, Yaojie & He, Mengxi & Wang, Yudong & Wen, Danyan, 2025. "Model specification for volatility forecasting benchmark," International Review of Financial Analysis, Elsevier, vol. 97(C).
    32. Xu, Buyun & Wu, Zhimin, 2025. "Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    33. Dutta, Anupam & Uddin, Gazi Salah & Sheng, Lin Wen & Park, Donghyun & Zhu, Xuening, 2024. "Volatility dynamics of agricultural futures markets under uncertainties," Energy Economics, Elsevier, vol. 136(C).
    34. Lyócsa, Štefan & Todorova, Neda, 2024. "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, vol. 132(C).
    35. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
    36. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.

  29. Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," MPRA Paper 101387, University Library of Munich, Germany, revised Jan 2020.

    Cited by:

    1. Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
    2. Afshan, Sahar & Yaqoob, Tanzeela & Zaied, Younes Ben & Mishra, Shekhar & Mishra, Sibanjan, 2024. "Oil shocks and currency behavior: A dual approach to digital and traditional currencies," Global Finance Journal, Elsevier, vol. 62(C).
    3. Zhu, Huiming & Li, Shuang & Huang, Zishan, 2023. "Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 1-30.
    4. Wu, Ruirui & Qin, Zhongfeng & Liu, Bing-Yue, 2022. "A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China," Energy, Elsevier, vol. 254(PA).
    5. Wang, Qunwei & Liu, Mengmeng & Xiao, Ling & Dai, Xingyu & Li, Matthew C. & Wu, Fei, 2022. "Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
    6. Xinheng Liu & Shuxian Li & Chengbo Fu & Xu Gong & Chen Fan, 2024. "The oil price plummeted in 2014–2015: Is there an effect on Chinese firms' labour investment?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 943-960, January.
    7. Yue‐Jun Zhang & Wen Zhao, 2025. "Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(7), pages 685-704, July.
    8. Lai, Yu-Sheng, 2025. "Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization," Journal of Commodity Markets, Elsevier, vol. 38(C).
    9. Wu, Ruirui & Li, Bin & Qin, Zhongfeng, 2024. "Spillovers and dependency between green finance and traditional energy markets under different market conditions," Energy Policy, Elsevier, vol. 192(C).
    10. Xu Wang & Xueyan Wu & Yingying Zhou, 2022. "Conditional Dynamic Dependence and Risk Spillover between Crude Oil Prices and Foreign Exchange Rates: New Evidence from a Dynamic Factor Copula Model," Energies, MDPI, vol. 15(14), pages 1-21, July.
    11. Wu, Tao & An, Feng & Gao, Xiangyun & Wang, Ze, 2023. "Hidden causality between oil prices and exchange rates," Resources Policy, Elsevier, vol. 82(C).
    12. Tarek Sadraoui & Rym Regaieg & Sabrine Abdelghani & Wajdi Moussa & Nidhal Mgadmi, 2025. "The Dependence and Risk Spillover Between Energy Market and BRICS Stock Markets: A Copula-MGARCH Model Approach," Global Business Review, International Management Institute, vol. 26(4), pages 1033-1058, August.
    13. Taufeeque Ahmad Siddiqui & Haseen Ahmed & Mohammad Naushad & Uzma Khan, 2023. "The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 566-578, May.
    14. Shang, Jin & Hamori, Shigeyuki, 2024. "Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU," Energy Economics, Elsevier, vol. 132(C).
    15. Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed, 2024. "African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk," Energy Economics, Elsevier, vol. 136(C).

  30. Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019. "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers 201909, University of Pretoria, Department of Economics.

    Cited by:

    1. Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022. "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers 202256, University of Pretoria, Department of Economics.
    2. Li, Yingli & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2021. "Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks," Resources Policy, Elsevier, vol. 73(C).
    3. Sheng Cheng & Wei Liu & Qisheng Jiang & Yan Cao, 2023. "Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1593-1616, April.
    4. Buchetti, Bruno & Bouteska, Ahmed & Harasheh, Murad & Santoni, Alessandro, 2025. "Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict," Working Paper Series 3050, European Central Bank.
    5. Mbarki, Imen & Omri, Abdelwahed & Naeem, Muhammad Abubakr, 2022. "From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, vol. 63(C).
    6. Zhang, Hongwei & Hong, Huojun & Guo, Yaoqi & Yang, Cai, 2022. "Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 267-285.

  31. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.

    Cited by:

    1. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
    2. Liu, Jing & Ma, Feng & Tang, Yingkai & Zhang, Yaojie, 2019. "Geopolitical risk and oil volatility: A new insight," Energy Economics, Elsevier, vol. 84(C).
    3. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers 202122, University of Pretoria, Department of Economics.
    4. Ene Giorgiana-Roxana, 2024. "The Impact of Multiple Crises on the Economy. A Comparative Analysis of GFC, COVID-19 and the Ukraine War Period," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 18(1), pages 3143-3166.
    5. Dutta, Anupam & Soytas, Ugur & Das, Debojyoti & Bhattacharyya, Asit, 2022. "In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets," Energy Economics, Elsevier, vol. 114(C).

  32. Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018. "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers 201850, University of Pretoria, Department of Economics.

    Cited by:

    1. Duc Hong Vo, 2025. "Long-term effects of institutional quality on financial inclusion in Asia–Pacific countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-26, December.
    2. Chenjun Zhang & Hailiang Huang & Changfeng Shi & Jingru Xu & Yung-ho Chiu, 2024. "Spatial pattern and driving factors for interprovincial water use in China: Based on SNA and LMDI," Energy & Environment, , vol. 35(4), pages 2198-2227, June.

  33. David Roubaud & Bouri Elie & Qiang Ji, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," Post-Print hal-02081506, HAL.

    Cited by:

    1. Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, vol. 202(C).
    2. Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019. "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
    3. Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019. "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    4. Lei Ruan, 2018. "Research on Sustainable Development of the Stock Market Based on VIX Index," Sustainability, MDPI, vol. 10(11), pages 1-12, November.
    5. Syed Jawad Hussain Shahzad & Román Ferrer & Elie Bouri, 2023. "Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications," The Energy Journal, , vol. 44(6), pages 211-243, November.
    6. Liu, Zhenhua & Tseng, Hui-Kuan & Wu, Jy S. & Ding, Zhihua, 2020. "Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects," Resources Policy, Elsevier, vol. 66(C).
    7. Aljohani, Bader M. & Fadul, Abubaker & Asiri, Maram S. & Alkhathami, Abdulrahman D. & Hasan, Fakhrul, 2024. "Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis," Research in International Business and Finance, Elsevier, vol. 70(PB).
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    2. AlGhazali, Abdullah & Belghouthi, Houssem Eddine & Nabli, Mohamed Amine & Mensi, Walid & Kang, Sang Hoon, 2025. "Exploring shock transmission and risk diversification in REIT, commodity, and green bond markets under extreme market conditions," Resources Policy, Elsevier, vol. 103(C).
    3. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022. "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers 202219, University of Pretoria, Department of Economics.
    4. Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping, 2020. "Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective," International Review of Financial Analysis, Elsevier, vol. 68(C).
    5. Liu, Jian & Chen, Yan & Liao, Shufei & Cheng, Cheng & Fu, Yongge, 2023. "Information spillovers in Hong Kong REITs and related asset markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 215-229.
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    7. Lin, Ling & Zhou, Zhongbao & Jiang, Yong & Ou, Yangchen, 2021. "Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    8. Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Dependence dynamics of US REITs," International Review of Financial Analysis, Elsevier, vol. 81(C).
    9. Hu, Genhua & Fan, Gang-Zhi, 2022. "Empirical evidence of risk contagion across regional housing markets in China," Economic Modelling, Elsevier, vol. 115(C).
    10. Terence Tai Leung Chong & Yueer Wu & Jue Su, 2020. "The Unusual Trading Volume and Earnings Surprises in China’s Market," JRFM, MDPI, vol. 13(10), pages 1-17, October.
    11. Elie Bouri & Rangan Gupta & Shixuan Wang, 2019. "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers 201917, University of Pretoria, Department of Economics.
    12. Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020. "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 53(C).
    13. Sawsen Bouker & Faysal Mansouri, 2022. "Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 615-711, May.
    14. Liow, Kim Hiang & Song, Jeong Seop, 2022. "Frequency volatility connectedness and market integration in international real estate investment trusts," Finance Research Letters, Elsevier, vol. 45(C).
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    17. Xia, Tongshui & Yao, Chen-Xi & Geng, Jiang-Bo, 2020. "Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China," International Review of Financial Analysis, Elsevier, vol. 67(C).
    18. Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji & Tsukuda, Yoshihiko, 2020. "The impact of quantitative easing and carry trade on the real estate market in Hong Kong," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 958-976.
    19. Kwame Annin & Kofi Agyarko Ababio & Solomon Sarpong, 2025. "Dynamic Risk Spillover in International Real Estate Investment Trusts: Implications for Asset Investors," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(4), pages 1519-1550, December.
    20. Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
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    22. Elie Bouri & Rangan Gupta & Shixuan Wang, 2022. "Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2089-2109, April.
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    25. Chang, Kai & Ding, Jiehuan & Lou, Qichun & Li, Zesheng & Yang, Jiahui, 2021. "The impact of capital leverage on green firms’ investment: New evidence regarding the size and age effects of Chinese green industries," Finance Research Letters, Elsevier, vol. 38(C).
    26. Boubaker, Heni & Larbi, Ons Ben, 2022. "Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 263-279.

  35. Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017. "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers 201759, University of Pretoria, Department of Economics.

    Cited by:

    1. Shabir Mohsin Hashmi & Muhammad Akram Gilal & Wing-Keung Wong, 2021. "Sustainability of Global Economic Policy and Stock Market Returns in Indonesia," Sustainability, MDPI, vol. 13(10), pages 1-18, May.
    2. Lu, Xinjie & Ma, Feng & Wang, Jianqiong & Dong, Dayong, 2022. "Singlehanded or joint race? Stock market volatility prediction," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 734-754.
    3. Shuting Liu & Qifa Xu & Cuixia Jiang, 2021. "Systemic risk of China’s commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach," Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1600-1609, October.
    4. Xin Hu & Bo Zhu & Bokai Zhang & Lidan Zeng, 2024. "Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model," PLOS ONE, Public Library of Science, vol. 19(3), pages 1-34, March.
    5. Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).
    6. Yao, Can-Zhong & Li, Min-Jian, 2023. "GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    7. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024. "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers 202415, University of Pretoria, Department of Economics.
    8. Jinzhi Li, 2026. "Dynamic risk spillovers from crude oil to agricultural commodities: a Markov-switching copula approach," Empirical Economics, Springer, vol. 70(1), pages 1-31, January.
    9. Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
    10. Chang, Kuang-Liang, 2023. "The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate," Journal of International Money and Finance, Elsevier, vol. 133(C).
    11. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    12. Ana Monteiro & Nuno Silva & Helder Sebastião, 2023. "Industry return lead-lag relationships between the US and other major countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-48, December.
    13. Zhao, Hong & Li, Jiayi & Lei, Yiqing & Zhou, Mingming, 2022. "Risk spillover of banking across regions: Evidence from the belt and road countries," Emerging Markets Review, Elsevier, vol. 52(C).
    14. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021. "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers 202117, University of Pretoria, Department of Economics.
    15. Florent Kanga Gbongue & Cyrille Gueï Okou & Cédric Mbeng Mezui, 2024. "L'impact de la crise russo‐ukrainienne sur les marchés financiers africains," African Development Review, African Development Bank, vol. 36(S1), pages 43-58, December.
    16. Shaowei Chen & Long Guo & Weike Zhang, 2023. "Financial Risk Measurement and Spatial Spillover Effects Based on an Imported Financial Risk Network: Evidence from Countries along the Belt and Road," Mathematics, MDPI, vol. 11(6), pages 1-25, March.
    17. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025. "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 101(C).
    18. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
    19. Wei Zhou & Jin Guo & Ning Chen & Shuai Lu, 2023. "Key market identification, mechanism transmission, and extreme shock during the risk spillover process: an empirical study of the G20 FOREX markets," Empirical Economics, Springer, vol. 65(6), pages 2549-2582, December.
    20. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "COVID-19 and stock returns: Evidence from the Markov switching dependence approach," Research in International Business and Finance, Elsevier, vol. 64(C).
    21. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023. "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers 202337, University of Pretoria, Department of Economics.
    22. Warshaw, Evan, 2019. "Extreme dependence and risk spillovers across north american equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 237-251.
    23. Chiang, Shu-hen & Chen, Chien-Fu, 2022. "From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    24. Li, Xiafei & Liao, Yin & Lu, Xinjie & Ma, Feng, 2022. "An oil futures volatility forecast perspective on the selection of high-frequency jump tests," Energy Economics, Elsevier, vol. 116(C).
    25. Chang, Jing & Hao, Xiaozhen & Chen, Zhenlong, 2025. "Cross-country risk spillovers: A FHM factor copula approach," Economic Modelling, Elsevier, vol. 150(C).

  36. Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers 201729, University of Pretoria, Department of Economics.

    Cited by:

    1. Xiaochun Guo, 2024. "Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-25, December.
    2. Thai Hong Le & Duc Anh Nguyen & Dung Anh Le, 2025. "Can cryptos hedge against inflation? Evidence from biwavelet analysis," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 15(1), pages 99-115.
    3. Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers 201858, University of Pretoria, Department of Economics.
    4. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 1-13.
    5. Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019. "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    6. Hayet Soltani & Mouna Boujelbene Abbes, 2025. "Unveiling the Co-Movements and Spillovers in Financial, Cryptocurrency and Commodity Markets: Insights from Googling Investors' Sentiment," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 15(1), pages 112-138.
    7. Böyükaslan, Adem & Ecer, Fatih, 2021. "Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F’B) framework," Technology in Society, Elsevier, vol. 67(C).
    8. Haffar, Adlane & Le Fur, Eric, 2021. "Structural vector error correction modelling of Bitcoin price," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 170-178.
    9. Cheick Tidiane Ba & Matteo Zignani & Sabrina Gaito, 2022. "The role of cryptocurrency in the dynamics of blockchain-based social networks: The case of Steemit," PLOS ONE, Public Library of Science, vol. 17(6), pages 1-22, June.
    10. Bouri, Elie & Lucey, Brian & Roubaud, David, 2020. "Cryptocurrencies and the downside risk in equity investments," Finance Research Letters, Elsevier, vol. 33(C).
    11. Kristjanpoller, Werner & Bouri, Elie & Takaishi, Tetsuya, 2020. "Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    12. Ismail Adelopo & Xiaojun Luo, 2025. "Interconnectedness among cryptocurrencies and financial markets: a systematic literature review," Digital Finance, Springer, vol. 7(4), pages 1119-1171, December.
    13. Yosra Ghabri & Luu Duc Toan Huynh & Muhammad Ali Nasir, 2024. "Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1318-1344, April.
    14. Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping, 2020. "Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective," International Review of Financial Analysis, Elsevier, vol. 68(C).
    15. Achraf Ghorbel & Wajdi Frikha & Yasmine Snene Manzli, 2022. "Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 387-425, September.
    16. Esther Cabezas-Rivas & Felipe S'anchez-Coll & Isaac Tormo-Xaixo, 2023. "Chance or Chaos? Fractal geometry aimed to inspect the nature of Bitcoin," Papers 2309.00390, arXiv.org.
    17. Ghabri, Yosra & Ben Rhouma, Oussama & Gana, Marjène & Guesmi, Khaled & Benkraiem, Ramzi, 2022. "Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
    18. Sun, Xiaolei & Liu, Mingxi & Sima, Zeqian, 2020. "A novel cryptocurrency price trend forecasting model based on LightGBM," Finance Research Letters, Elsevier, vol. 32(C).
    19. Ahmed BenSaïda, 2025. "Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict," Annals of Operations Research, Springer, vol. 352(3), pages 471-504, September.
    20. Mohamed Yousfi & Abderrazak Dhaoui & Houssam Bouzgarrou, 2021. "Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management," JRFM, MDPI, vol. 14(5), pages 1-29, May.
    21. Marcin Pietrzak, 2023. "What can monetary policy tell us about Bitcoin?," Annals of Finance, Springer, vol. 19(4), pages 545-559, December.
    22. Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019. "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, vol. 29(C), pages 216-221.
    23. R. Bedoui & R. Benkraiem & K. Guesmi & I. Kedidi, 2023. "Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model," Post-Print hal-04631234, HAL.
    24. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, vol. 108(C).
    25. Xiurong Chen & Aimin Hao & Yali Li, 2020. "The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-20, March.
    26. Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar, 2021. "Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 71-85.
    27. Ihsan Erdem Kayral & Ahmed Jeribi & Sahar Loukil, 2023. "Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?," JRFM, MDPI, vol. 16(4), pages 1-22, April.
    28. Toan Luu Duc Huynh, 2019. "Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas," JRFM, MDPI, vol. 12(2), pages 1-19, April.
    29. Telli, Şahin & Chen, Hongzhuan, 2020. "Structural breaks and trend awareness-based interaction in crypto markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
    30. Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021. "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, vol. 95(C), pages 21-34.
    31. Berndt Jesenko & Christian Schlögl, 2021. "The effect of web of science subject categories on clustering: the case of data-driven methods in business and economic sciences," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(8), pages 6785-6801, August.
    32. Charfeddine, Lanouar & Benlagha, Noureddine & Maouchi, Youcef, 2020. "Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors," Economic Modelling, Elsevier, vol. 85(C), pages 198-217.
    33. Paweł Sakowski & Anna Turovtseva, 2020. "Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework," Working Papers 2020-41, Faculty of Economic Sciences, University of Warsaw.
    34. Li, Xingyi & Gan, Kai & Zhou, Qi, 2023. "Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 51(C).
    35. Zhang, Shuai & Hou, Xinyu & Ba, Shusong, 2021. "What determines interest rates for bitcoin lending?," Research in International Business and Finance, Elsevier, vol. 58(C).
    36. Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023. "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, vol. 126(C).
    37. Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021. "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, vol. 74(C).
    38. Yang Zhou & Chi Xie & Gang-Jin Wang & Jue Gong & You Zhu, 2025. "Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-52, December.
    39. Kristjanpoller, Werner & Bouri, Elie, 2019. "Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1057-1071.
    40. Hanif, Waqas & Areola Hernandez, Jose & Troster, Victor & Kang, Sang Hoon & Yoon, Seong-Min, 2022. "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    41. Haffar, Adlane & Le Fur, Éric, 2022. "Time-varying dependence of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 211-220.
    42. Moussa, Wajdi & Mgadmi, Nidhal & Béjaoui, Azza & Regaieg, Rym, 2021. "Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model," Resources Policy, Elsevier, vol. 74(C).
    43. Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Pawe{l} O'swik{e}cimka & Tomasz Stanisz & Marcin Wk{a}torek, 2020. "Complexity in economic and social systems: cryptocurrency market at around COVID-19," Papers 2009.10030, arXiv.org.
    44. Zhang, Lei & Bouri, Elie & Chen, Yan, 2023. "Co-jump dynamicity in the cryptocurrency market: A network modelling perspective," Finance Research Letters, Elsevier, vol. 58(PB).
    45. Rasoul Amirzadeh & Asef Nazari & Dhananjay Thiruvady & Mong Shan Ee, 2023. "Causal Modelling of Cryptocurrency Price Movements Using Discretisation-Aware Bayesian Networks," Papers 2303.16148, arXiv.org, revised Aug 2025.
    46. Jareño, Francisco & González, María de la O & Tolentino, Marta & Sierra, Karen, 2020. "Bitcoin and gold price returns: A quantile regression and NARDL analysis," Resources Policy, Elsevier, vol. 67(C).
    47. Bazán-Palomino, Walter, 2023. "The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1080-1095.
    48. Kou, Mingting & Yang, Yuanqi & Chen, Kaihua, 2024. "Financial technology research: Past and future trajectories," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 162-181.
    49. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018. "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5935-5949, November.
    50. Nguyen, Thai Vu Hong & Nguyen, Binh Thanh & Nguyen, Kien Son & Pham, Huy, 2019. "Asymmetric monetary policy effects on cryptocurrency markets," Research in International Business and Finance, Elsevier, vol. 48(C), pages 335-339.
    51. Sercan Demiralay & Selçuk Bayracı, 2021. "Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6188-6204, October.
    52. Aysan, Ahmet Faruk & Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco, 2019. "Effects of the geopolitical risks on Bitcoin returns and volatility," Research in International Business and Finance, Elsevier, vol. 47(C), pages 511-518.
    53. Bouri, Elie & Hussain Shahzad, Syed Jawad & Roubaud, David, 2020. "Cryptocurrencies as hedges and safe-havens for US equity sectors," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 294-307.
    54. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Le, TN-Lan & Leyva-de la Hiz, Dante I., 2021. "Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, vol. 163(C).
    55. Sawsen Bouker & Faysal Mansouri, 2022. "Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 615-711, May.
    56. Bouri, Elie & Lau, Chi Keung Marco & Saeed, Tareq & Wang, Shixuan & Zhao, Yuqian, 2021. "On the intraday return curves of Bitcoin: Predictability and trading opportunities," International Review of Financial Analysis, Elsevier, vol. 76(C).
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    58. Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024. "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
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    60. Bedi, Prateek & Nashier, Tripti, 2020. "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
    61. Rehman, Mobeen Ur & Asghar, Nadia & Kang, Sang Hoon, 2020. "Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    62. Enilov, Martin & Mensi, Walid & Stankov, Petar, 2023. "Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic," Journal of Commodity Markets, Elsevier, vol. 29(C).
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    64. Etienne Harb & Charbel Bassil & Talie Kassamany & Roland Baz, 2024. "Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 951-981, March.
    65. Jaros{l}aw Kwapie'n & Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z, 2021. "Cryptocurrency Market Consolidation in 2020--2021," Papers 2112.06552, arXiv.org.
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    67. Zhao, Mingguo & Park, Hail, 2024. "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    68. Sokhanvar, Amin & Hammoudeh, Shawkat, 2024. "Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S," International Review of Economics & Finance, Elsevier, vol. 94(C).
    69. Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao, 2021. "Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
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    93. Bouteska, Ahmed & Abedin, Mohammad Zoynul & Hajek, Petr & Yuan, Kunpeng, 2024. "Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods," International Review of Financial Analysis, Elsevier, vol. 92(C).
    94. Beatrice Foroni & Luca Merlo & Lea Petrella, 2023. "Expectile hidden Markov regression models for analyzing cryptocurrency returns," Papers 2301.09722, arXiv.org, revised Jan 2024.
    95. Bassam A. Ibrahim & Ahmed A. Elamer & Thamir H. Alasker & Marwa A. Mohamed & Hussein A. Abdou, 2024. "Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
    96. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2021. "Bitcoin versus high-performance technology stocks in diversifying against global stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
    97. Shi, Yongjing & Tiwari, Aviral Kumar & Gozgor, Giray & Lu, Zhou, 2020. "Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model," Research in International Business and Finance, Elsevier, vol. 53(C).
    98. Kim, Hyeonoh & Ha, Chang Yong & Ahn, Kwangwon, 2022. "Preference heterogeneity in Bitcoin and its forks' network," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    99. Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2020. "Do Bitcoin and other cryptocurrencies jump together?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 396-409.
    100. Gkillas Konstantinos & Tantoula Maria & Tzagarakis Manolis, 2025. "Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(5), pages 621-649.
    101. Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem, 2020. "Signal-herding in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    102. Aggarwal, Divya & Chandrasekaran, Shabana & Annamalai, Balamurugan, 2020. "A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    103. Roman Matkovskyy, 2019. "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," Post-Print hal-02127175, HAL.
    104. Svetoslav Borisov, 2024. "Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 148-170.
    105. Marina Resta & Paolo Pagnottoni & Maria Elena De Giuli, 2020. "Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?," Risks, MDPI, vol. 8(2), pages 1-15, May.
    106. Rubaiyat Ahsan Bhuiyan & Afzol Husain & Changyong Zhang, 2023. "Diversification evidence of bitcoin and gold from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-36, December.
    107. Hassan Javed & Naveed Khan, 2025. "Do Bitcoin Shocks Dominate Other Cryptocurrencies? An Examination Through GARCH Based Dynamic Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(4), pages 1431-1457, December.
    108. Andrea Flori, 2019. "Cryptocurrencies In Finance: Review And Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-22, August.
    109. Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 398-406.
    110. Guo, Xiaochun & Lu, Fengbin & Wei, Yunjie, 2021. "Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19," Research in International Business and Finance, Elsevier, vol. 58(C).
    111. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    112. Syed Jawad Hussain Shahzad & Elie Bouri & Sang Hoon Kang & Tareq Saeed, 2021. "Regime specific spillover across cryptocurrencies and the role of COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
    113. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2022. "Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China," Energy Economics, Elsevier, vol. 112(C).
    114. Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021. "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, vol. 59(C).
    115. Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2020. "Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin," Economic Modelling, Elsevier, vol. 87(C), pages 212-224.
    116. Abdelkader Derbali & Lamia Jamel & Monia Ben Ltaifa & Ahmed K. Elnagar, 2020. "Return, Volatility and Shock Spillovers of Bitcoin with Energy Commodities," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 10(3), pages 157-170.
    117. Nguyen, Bao Khac Quoc & Pham, Dung Thi Ngoc, 2025. "Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum," Research in International Business and Finance, Elsevier, vol. 73(PA).
    118. Bouri, Elie & Vo, Xuan Vinh & Saeed, Tareq, 2021. "Return equicorrelation in the cryptocurrency market: Analysis and determinants," Finance Research Letters, Elsevier, vol. 38(C).
    119. Nikolaos A. Kyriazis, 2019. "A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets," JRFM, MDPI, vol. 12(2), pages 1-17, April.
    120. Zhang, Yi & Zhou, Long & Li, Yuxue & Liu, Fang, 2023. "Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
    121. Telli, Şahin & Chen, Hongzhuan, 2020. "Multifractal behavior in return and volatility series of Bitcoin and gold in comparison," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    122. Singh, Sanjeet & Bansal, Pooja & Bhardwaj, Nav, 2022. "Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations," Research in International Business and Finance, Elsevier, vol. 63(C).
    123. Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.
    124. Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2020. "Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 156-164.
    125. David Oluseun Olayungbo & Aziza Zhuparova & Mamdouh Abdulaziz Saleh Al-Faryan, 2023. "Oil supply and oil price determination among OPEC and non-OPEC countries: Bayesian Granger network analysis," Economic Change and Restructuring, Springer, vol. 56(6), pages 4603-4628, December.
    126. Zhu, Chunli & Wu, Jianping & Liu, Mingyu & Wang, Linyang & Li, Duowei & Kouvelas, Anastasios, 2021. "Recovery preparedness of global air transport influenced by COVID-19 pandemic: Policy intervention analysis," Transport Policy, Elsevier, vol. 106(C), pages 54-63.
    127. Naeem, Muhammad Abubakr & Mbarki, Imen & Shahzad, Syed Jawad Hussain, 2021. "Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 496-514.
    128. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
    129. Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019. "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 322-330.
    130. Jin, Changlun & Tian, Xiujuan, 2024. "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, vol. 59(C).
    131. Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2025. "On the time-varying causal relationships that drive bitcoin returns," Working Papers 2501, University of Guelph, Department of Economics and Finance.
    132. Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019. "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, vol. 31(C).
    133. Ren, Boru & Lucey, Brian, 2022. "A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies," Energy Economics, Elsevier, vol. 109(C).
    134. Flori, Andrea, 2019. "News and subjective beliefs: A Bayesian approach to Bitcoin investments," Research in International Business and Finance, Elsevier, vol. 50(C), pages 336-356.
    135. Rasoul Amirzadeh & Dhananjay Thiruvady & Asef Nazari & Mong Shan Ee, 2023. "Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships," Papers 2306.08157, arXiv.org, revised Oct 2024.
    136. Nguyen, Thai Vu Hong & Nguyen, Binh Thanh & Nguyen, Thanh Cong & Nguyen, Quang Quoc, 2019. "Bitcoin return: Impacts from the introduction of new altcoins," Research in International Business and Finance, Elsevier, vol. 48(C), pages 420-425.
    137. Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017. "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers 201760, University of Pretoria, Department of Economics.
    138. Urom, Christian & Abid, Ilyes & Guesmi, Khaled & Chevallier, Julien, 2020. "Quantile spillovers and dependence between Bitcoin, equities and strategic commodities," Economic Modelling, Elsevier, vol. 93(C), pages 230-258.
    139. Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021. "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 789-816, December.
    140. Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J., 2024. "The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    141. Walid Bakry & Audil Rashid & Somar Al-Mohamad & Nasser El-Kanj, 2021. "Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach," JRFM, MDPI, vol. 14(7), pages 1-24, June.
    142. Muhammad MOHSIN & Sobia NASEEM & Larisa IVAȘCU & Lucian-Ionel CIOCA & Muddassar SARFRAZ & Nicolae Cristian STĂNICĂ, 2021. "Gauging the Effect of Investor Sentiment on Cryptocurrency Market: An Analysis of Bitcoin Currency," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 87-102, December.
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    144. Hayet Soltani & Mouna Boujelbène Abbes, 2026. "Unveiling Co-Movements and Spillovers Across Financial, Cryptocurrency, and Commodity Markets: Insights from Google-Based Investor Sentiment," Quality & Quantity: International Journal of Methodology, Springer, vol. 60(1), pages 767-790, February.
    145. Nguyen, Thach V.H. & Nguyen, Thai Vu Hong & Nguyen, Thanh Cong & Pham, Thu Thi Anh & Nguyen, Quan M.P., 2022. "Stablecoins versus traditional cryptocurrencies in response to interbank rates," Finance Research Letters, Elsevier, vol. 47(PB).

Articles

  1. Guo, Kun & Liu, Yu & Cao, Shanwei & Zhai, Xiangyang & Ji, Qiang, 2025. "Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia," Energy, Elsevier, vol. 315(C).

    Cited by:

    1. Astrid Esparza & Maude Blondin & João Pedro F. Trovão, 2025. "A Review of Optimization Strategies for Energy Management in Microgrids," Energies, MDPI, vol. 18(13), pages 1-32, June.
    2. Wang, Boyu & Xu, Xiaofeng & Wang, Peng, 2026. "Multi-market agency-based power procurement strategies for power grid companies using reinforcement learning," Applied Energy, Elsevier, vol. 402(PB).

  2. Huang, Shupei & Wang, Xinya & Ji, Qiang, 2025. "How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?," Energy Economics, Elsevier, vol. 142(C).

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    1. Mohit Saini & Mahender Yadav & Abel Mawuko Agoba & Albert Danso & Emmanuel Adu‐Ameyaw, 2025. "Geopolitical Risk, Market Indices, and ESG Performance During Crises," Business Strategy and the Environment, Wiley Blackwell, vol. 34(7), pages 9421-9440, November.
    2. Živkov, Dejan & Kuzman, Boris & Subić, Jonel, 2025. "Analysis of factors influencing metal markets across multiple scales – A smooth transition regression approach," Resources Policy, Elsevier, vol. 110(C).
    3. Hau, Liya & Xue, Wenxin & Liu, Qigui, 2025. "Multiscale information network among fossil energy, renewable energy and ESG investment under the Russo-Ukrainian conflict," Research in International Business and Finance, Elsevier, vol. 80(C).

  3. Ma, Rufei & Fu, Xinxin & Ji, Qiang & Zhai, Pengxiang, 2025. "Climate awareness in management and deviation from target leverage: Evidence from China," Finance Research Letters, Elsevier, vol. 76(C).

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    1. Hussain, Chaudhary Saad Ullah & Chenghu, Zhang & Shoaib, Adnan & Zia, Sidra, 2025. "Does managerial climate awareness affect green bond issuance? The moderating role of managerial myopia," Finance Research Letters, Elsevier, vol. 85(PB).
    2. Chaudhary Saad Ullah Hussain & Zhang Chenghu & Adnan Shoaib & Sidra Zia, 2026. "How Regional Development Shapes the Link Between Managerial Climate Awareness and ESG Performance: The Role of Investment Behavior and Managerial Myopia," Sustainable Development, John Wiley & Sons, Ltd., vol. 34(1), pages 1185-1198, February.

  4. Tu, Qiang & Wang, Jianing & Zuo, Limei & Yao, Ye & Ji, Qiang, 2025. "Can ESG enhance the efficacy of emissions trading systems on enterprise productivity: Evidence from China," Research in International Business and Finance, Elsevier, vol. 76(C).

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    1. Min Lu & Xuehan Zhou & Xiaosa Ren & Xing Wang, 2025. "How Can China’s Carbon Emissions Trading Pilot Improve New Quality Productivity?," Sustainability, MDPI, vol. 17(7), pages 1-32, April.

  5. Ma, Rufei & Chen, Yuhua & Ji, Qiang & Zhai, Pengxiang, 2025. "How does environmental regulatory stringency shape ESG? Evidence from cross-listing," International Review of Financial Analysis, Elsevier, vol. 104(PB).

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    1. Le, Anh-Tuan & Tran, Thao Phuong & Le, Tran Dieu Tu, 2025. "Reputational risk and corporate carbon emissions reduction around the world: The democratic advantage," Journal of Multinational Financial Management, Elsevier, vol. 80(C).
    2. Qiang, Guoling & Ruan, Jiangyu, 2025. "Can government public data openness help enterprises achieve sustainable development? Empirical evidence based on corporate ESG greenwashing," Finance Research Letters, Elsevier, vol. 86(PF).

  6. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
    See citations under working paper version above.
  7. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).

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    1. Kotsompolis, Giorgos & Prelorentzos, Arsenios-Georgios N. & Xidonas, Panos & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2025. "European financial markets, energy returns and geopolitical risk: A frequency domain spectral analysis," Energy Economics, Elsevier, vol. 150(C).
    2. He, Zhifang & Qian, Wanchuan & Miftah, Badir & Zoynul Abedin, Mohammad, 2025. "Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets," International Review of Economics & Finance, Elsevier, vol. 103(C).
    3. Chen, Chen & Hussain, Khadim & Hussain, Shakir, 2026. "From trade wars to energy markets: An examination of how US-China tensions reshape the US energy market using a Wavelet quantile-on-quantile approach," Energy Policy, Elsevier, vol. 209(PA).
    4. Wang, Shuang & Wang, Yan & Li, Jing, 2025. "Impact of geopolitical risks on crude oil security: A copula-based assessment framework," Energy, Elsevier, vol. 318(C).
    5. Lin, Boqiang & Tian, Weimin, 2025. "Exploring the cost of carry in Chinese energy futures: Does it interact with the energy stock market?," Energy, Elsevier, vol. 337(C).
    6. Zheng, Chengli & Zong, Hui & Huang, Bo, 2026. "Resonance and dispersion mechanisms of tail risks in energy markets based on explainable machine learning: A time-varying network perspective," Chaos, Solitons & Fractals, Elsevier, vol. 203(C).

  8. Chai, Shanglei & Huo, Wenjing & Li, Qiang & Ji, Qiang & Shi, Xunpeng, 2025. "Effects of carbon tax on energy transition, emissions and economy amid technological progress," Applied Energy, Elsevier, vol. 377(PC).

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    1. Chen, Ziyu & Zhu, Jizhong & Liu, Yun & Dong, Zhaoyang & Xu, Yan, 2026. "A review of the carbon trading market with large-scale user participation based on blockchain," Renewable and Sustainable Energy Reviews, Elsevier, vol. 227(C).
    2. Qingzhou Wang & Mengfan Li & Yuning Zhang & Yanan Kang, 2025. "Green Port Collection and Distribution System in Low-Carbon Development: Scenario-Based System Dynamics," Sustainability, MDPI, vol. 17(14), pages 1-23, July.
    3. Yin Li & Xu Wang & Qi Qin, 2025. "Comparative Analysis of Carbon Tax and Carbon Market Strategies for Facilitating Carbon Neutrality in China’s Coal-Fired Electricity Sector," Sustainability, MDPI, vol. 17(5), pages 1-25, February.
    4. Zhang, Wei-na & Xu, Zhe & Hong, Ying-Yi & Bi, Zhong-Qin, 2025. "Onboard photovoltaic-energy storage system integration in high-speed trains: Economic-environmental optimization via IGWO-WOA algorithm," Applied Energy, Elsevier, vol. 400(C).
    5. Diaz Pranita & Sri Sarjana, 2025. "A Conceptual Approach to Defining a Carbon Tax in the Transport Sector in Indonesia: Economic, Social, and Environmental Aspects," Energies, MDPI, vol. 18(13), pages 1-33, July.
    6. Jiang, Ke & Xu, Liping & Zhang, Jiaming, 2025. "Carbon taxes vs. cap-and-trade: Do policy choices influence enterprise emissions dynamics and strategic responses?," Technological Forecasting and Social Change, Elsevier, vol. 220(C).
    7. Liu, Haodong & Tang, Xinmeng & Xu, Qiuyan, 2025. "The economically viable decarbonization path for China's electricity sector in the context of environmental decentralisation: The role of green finance," Energy Economics, Elsevier, vol. 152(C).
    8. Li, Qiang & Chai, Shanglei & Chen, Siyuan, 2025. "Optimizing China's power mix under heterogeneous risk preferences: Roles of carbon pricing, energy storage, and CCS toward 2060," Energy, Elsevier, vol. 325(C).
    9. Zhang Zelin & Mui Yee Cheok & Zhang Zelin, 2025. "Mapping the Nexus between Green Taxation and Technological Innovation in Enterprises: A Bibliometric Analysis," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 9(5), pages 6541-6574, May.

  9. Chai, Shanglei & Zhou, Qianqian & Ji, Qiang & Liu, Zuankuo & Liu, Changyu & Chu, Wenjun, 2025. "Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure," International Review of Financial Analysis, Elsevier, vol. 101(C).

    Cited by:

    1. Wu, Bei & Ma, Wenxia & Zhao, Qi, 2025. "Digital economy and urban green transformation," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    2. Li, Shoukun & Xu, YuXue, 2025. "Supply chain finance, information transparency, and corporate earnings management," Finance Research Letters, Elsevier, vol. 86(PA).
    3. Wang, Congcong & Liu, Guanying, 2025. "The effectiveness of administrative law and corporate earnings management," Finance Research Letters, Elsevier, vol. 85(PC).
    4. Sun, Dan & Li, Jing, 2025. "Carbon peaking pressure and corporate earnings management," International Review of Economics & Finance, Elsevier, vol. 103(C).
    5. Chen, Li & Li, Xiaofang & Zhu, Jiulong & Tao, Xiaoyan & Wang, Bing & Wang, Shijun, 2025. "Can increased environmental expenditure reduce regional carbon emissions?," Finance Research Letters, Elsevier, vol. 85(PA).

  10. Ma, Dandan & Ji, Qiang & Zhang, Dayong & Zhao, Wanli, 2025. "Spillover among biodiversity attention, climate policy uncertainty and global stock markets," Finance Research Letters, Elsevier, vol. 73(C).

    Cited by:

    1. Zhang, Min & Chen, Guorong & Deng, Jing, 2025. "Does biodiversity attention affect risk spillover in the AFHF sectors?—Evidence from Chinese stock markets," Finance Research Letters, Elsevier, vol. 82(C).
    2. Liu, Bingbing & Yang, Jun & Qi, Shuhao & Shi, Rui, 2025. "Decoupling effects and impact mechanisms of carbon emissions in China's plantation system," International Review of Economics & Finance, Elsevier, vol. 102(C).
    3. Yang, Kun & Huang, Xinyue & Yu, Wenhua & Wei, Yu, 2025. "The impacts of climate policy uncertainty on stock market extreme risk spillovers," Finance Research Letters, Elsevier, vol. 85(PB).

  11. Zhou, Chengchen & Chen, Yajie & Ji, Qiang & Zhang, Dayong, 2025. "Does public attention to biodiversity matter to stock markets?," International Review of Financial Analysis, Elsevier, vol. 98(C).

    Cited by:

    1. Zhang, Min & Chen, Guorong & Deng, Jing, 2025. "Does biodiversity attention affect risk spillover in the AFHF sectors?—Evidence from Chinese stock markets," Finance Research Letters, Elsevier, vol. 82(C).

  12. Zhang, Yunhan & Ji, Qiang & Zhang, Dayong & Guo, Kun, 2024. "How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties," Energy Economics, Elsevier, vol. 131(C).

    Cited by:

    1. Chen, Ling & He, Lingyun & Liu, Rongyan & Fu, Yating, 2025. "Mapping risk transmission in China's energy industry chain: Insights derived from the industry chain structure," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 971-996.
    2. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    3. Ren, Yi-Shuai & Klein, Tony & Jiang, Yong & Liu, Pei-Zhi & Weber, Olaf, 2025. "Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China," Energy Economics, Elsevier, vol. 143(C).
    4. Xi, Xian & Gao, Xiangyun & Zhong, Weiqiong, 2025. "How risk spillover network structure affects VaR: A study using complex networks and quantile regression," International Review of Economics & Finance, Elsevier, vol. 98(C).
    5. Chen, Tingqiang & Zheng, Xin & Wang, Lei, 2025. "Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
    6. Min Liu & Chien‐Chiang Lee, 2025. "Exploring the Driving Forces of the Correlations Between China's Crude Oil Futures and Global and Regional Benchmarks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(4), pages 379-392, April.
    7. Liang, Qian & Lin, Qingyuan & Guo, Mengzhuo & Lu, Quanying & Zhang, Dayong, 2025. "Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model," International Review of Financial Analysis, Elsevier, vol. 102(C).
    8. Chen, Yan & Bouri, Elie & Zhang, Lei, 2025. "Dynamics of co-bubble networks across commodity futures prices and portfolio performance," Energy Economics, Elsevier, vol. 150(C).
    9. Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).

  13. Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).

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    1. Liu, Qiang & Liu, Ting & Xu, Chen, 2026. "Asymmetric spillovers of climate policy uncertainty on financial markets – Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
    2. Yu, Senyuan & Li, Jianfeng & Tao, Zhensheng & Yao, Xiaoyang & Wang, Hui, 2025. "The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information," International Review of Financial Analysis, Elsevier, vol. 108(PA).
    3. Xiao, Jihong & Wang, Yudong & Wen, Danyan, 2025. "Global climate policy uncertainty and carbon market volatility: Aggravating or mitigating across market conditions?," Economics Letters, Elsevier, vol. 254(C).
    4. He, Zhifang & Qian, Wanchuan & Miftah, Badir & Zoynul Abedin, Mohammad, 2025. "Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets," International Review of Economics & Finance, Elsevier, vol. 103(C).
    5. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    6. He, Feng & Chen, Longxuan & Wang, Ziqiao & Zhang, Wei, 2025. "Financial innovation and corporate climate policy uncertainty exposure: Evidence from China's crude oil futures," Energy Economics, Elsevier, vol. 145(C).
    7. Gong, Xu & Fu, Chengbo & Li, Huijing & Pirabi, Mansoor, 2024. "The impact of U.S. political decisions on renewable and fossil energy companies in the era of the Paris Agreement," Finance Research Letters, Elsevier, vol. 69(PA).
    8. Zhu, Yao-Long & Li, Ruihan & Liu, Peipei, 2025. "Time–frequency risk spillovers between Chinese climate policy uncertainty and the stock market," Finance Research Letters, Elsevier, vol. 86(PB).
    9. Xiaoming Zhang & Luping He & Chien‐Chiang Lee, 2026. "Climate Risk and Risk‐Taking of Rural Financial Institutions in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 1957-1978, April.
    10. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025. "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers 202517, University of Pretoria, Department of Economics.
    11. Zhou, Mingtao & Ma, Yong, 2025. "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    12. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    13. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025. "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers 202525, University of Pretoria, Department of Economics.
    14. Zhuoer Chen & Xiaohai Gao & Nan Chen & Yihang Zhao & Sen Guo, 2025. "Economy or Climate? Impact of Policy Uncertainty on Price Volatility of China’s Carbon Emission Trading Markets," Energies, MDPI, vol. 18(10), pages 1-18, May.
    15. Cheng, Zhengtao & Chen, Xinyi, 2025. "Exploration of credit risk contagion characteristics and mechanism under climate policy uncertainty," Finance Research Letters, Elsevier, vol. 85(PB).
    16. Ali, Shoaib & Xiaoyang, Xu & Alharbi, Samar S. & Rasheed, Muhammad Shahid, 2025. "Financial markets and environmental risks: unveiling the impact of climate uncertainty," Research in International Business and Finance, Elsevier, vol. 78(C).
    17. Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025. "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers 202529, University of Pretoria, Department of Economics.
    18. Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    19. Xiao, Jihong & Xu, Wen & Liu, Hong & Zhao, Yunning, 2025. "Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy," International Review of Financial Analysis, Elsevier, vol. 106(C).
    20. Zhang, Xiaoyuan & You, Hang & Zhang, Ze & Wu, Wangchun, 2025. "Asset association and dynamic risk contagion under climate policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 102(C).
    21. Aamir Aijaz Syed & Sajid Hussain Mirani & Muhammad Abdul Kamal & Paulo Jorge Silveira Ferreira, 2025. "Does Climate Policy Uncertainty Abate Financial Inclusion? An Empirical Analysis Through the Lens of Institutional Quality and Governance," Sustainability, MDPI, vol. 17(2), pages 1-19, January.
    22. Evrim Mandaci, Pınar & Cagli, Efe C. & Taşkin, Dilvin & Tedik Kocakaya, Birce, 2025. "Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets," Renewable Energy, Elsevier, vol. 249(C).
    23. Zhu, Yuxuan & Liu, Yike & Zhou, Ye & Xing, Xiaoyun & Wang, Xiuya, 2025. "Correlation among climate risk, climate policy uncertainty, and carbon-intensive stock markets in China," Finance Research Letters, Elsevier, vol. 75(C).
    24. Ren, Xiaohang & Li, Wenqi & Duan, Kun & Urquhart, Andrew, 2025. "Carbon risk and debt financing: An international perspective," Journal of International Money and Finance, Elsevier, vol. 153(C).

  14. Xiaohang Ren & Wenting Jiang & Qiang Ji & Pengxiang Zhai, 2024. "Seeing is believing: Forecasting crude oil price trend from the perspective of images," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2809-2821, November.

    Cited by:

    1. Lau, Chi Keung & Padhan, Hemachandra & Kumar Das, Amit & Tiwari, Aviral Kumar & Gozgor, Giray & Jain, Preksha, 2025. "The role of green bonds on industrial sustainability for achieving carbon neutrality: Evidence from the artificial neural network method," Research in International Business and Finance, Elsevier, vol. 73(PB).
    2. Liu, Yanchu & Zhou, Heyang & Yang, Haisheng, 2025. "Latent factor models for the Chinese commodity futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 93(C).
    3. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    4. Wen, Danyan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2025. "Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis," Energy, Elsevier, vol. 335(C).
    5. Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024. "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, vol. 139(C).
    6. Göncü, Ahmet & Kuzubaş, Tolga U. & Saltoğlu, Burak, 2024. "Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction," Finance Research Letters, Elsevier, vol. 67(PB).
    7. Alaminos, David, 2025. "Rising bubbles by margin calls," Finance Research Letters, Elsevier, vol. 74(C).

  15. Ma, Dandan & Zhang, Dayong & Guo, Kun & Ji, Qiang, 2024. "Coupling between global climate policy uncertainty and economic policy uncertainty," Finance Research Letters, Elsevier, vol. 69(PB).

    Cited by:

    1. Liu, Qiang & Liu, Ting & Xu, Chen, 2026. "Asymmetric spillovers of climate policy uncertainty on financial markets – Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
    2. Yu, Senyuan & Li, Jianfeng & Tao, Zhensheng & Yao, Xiaoyang & Wang, Hui, 2025. "The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information," International Review of Financial Analysis, Elsevier, vol. 108(PA).
    3. Xiao, Jihong & Wang, Yudong & Wen, Danyan, 2025. "Global climate policy uncertainty and carbon market volatility: Aggravating or mitigating across market conditions?," Economics Letters, Elsevier, vol. 254(C).
    4. He, Zhifang & Qian, Wanchuan & Miftah, Badir & Zoynul Abedin, Mohammad, 2025. "Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets," International Review of Economics & Finance, Elsevier, vol. 103(C).
    5. Wan, Yu-fan & Wang, Ming-hui & Wu, Feng-lin, 2025. "Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    6. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    7. He, Feng & Chen, Longxuan & Wang, Ziqiao & Zhang, Wei, 2025. "Financial innovation and corporate climate policy uncertainty exposure: Evidence from China's crude oil futures," Energy Economics, Elsevier, vol. 145(C).
    8. Gong, Xu & Fu, Chengbo & Li, Huijing & Pirabi, Mansoor, 2024. "The impact of U.S. political decisions on renewable and fossil energy companies in the era of the Paris Agreement," Finance Research Letters, Elsevier, vol. 69(PA).
    9. Zhu, Yao-Long & Li, Ruihan & Liu, Peipei, 2025. "Time–frequency risk spillovers between Chinese climate policy uncertainty and the stock market," Finance Research Letters, Elsevier, vol. 86(PB).
    10. Xiaoming Zhang & Luping He & Chien‐Chiang Lee, 2026. "Climate Risk and Risk‐Taking of Rural Financial Institutions in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 1957-1978, April.
    11. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025. "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers 202517, University of Pretoria, Department of Economics.
    12. Zhou, Mingtao & Ma, Yong, 2025. "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    13. Ma, Dandan & Ji, Qiang & Zhang, Dayong & Zhao, Wanli, 2025. "Spillover among biodiversity attention, climate policy uncertainty and global stock markets," Finance Research Letters, Elsevier, vol. 73(C).
    14. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    15. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025. "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers 202525, University of Pretoria, Department of Economics.
    16. Zhuoer Chen & Xiaohai Gao & Nan Chen & Yihang Zhao & Sen Guo, 2025. "Economy or Climate? Impact of Policy Uncertainty on Price Volatility of China’s Carbon Emission Trading Markets," Energies, MDPI, vol. 18(10), pages 1-18, May.
    17. Cheng, Zhengtao & Chen, Xinyi, 2025. "Exploration of credit risk contagion characteristics and mechanism under climate policy uncertainty," Finance Research Letters, Elsevier, vol. 85(PB).
    18. Ali, Shoaib & Xiaoyang, Xu & Alharbi, Samar S. & Rasheed, Muhammad Shahid, 2025. "Financial markets and environmental risks: unveiling the impact of climate uncertainty," Research in International Business and Finance, Elsevier, vol. 78(C).
    19. Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025. "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers 202529, University of Pretoria, Department of Economics.
    20. Huang, Jingyan & Liu, Zhenhua & Guo, Kun, 2025. "Climate risks and the connectedness between clean and dirty energy markets," Finance Research Letters, Elsevier, vol. 74(C).
    21. Xu, Shuanglei & Zhao, Xiaomeng & Taghizadeh-Hesary, Farhad, 2025. "Towards the environmental sustainability path: the role of fintech, renewable energy consumption, and climate policy uncertainty," Energy Policy, Elsevier, vol. 207(C).
    22. Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    23. Abeeb Olaniran & Elie Bouri & Rangan Gupta, 2025. "Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk," Working Papers 202519, University of Pretoria, Department of Economics.
    24. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2025. "Climate Shocks and Unemployment Claims," Working Papers 202536, University of Pretoria, Department of Economics.
    25. Xiao, Jihong & Xu, Wen & Liu, Hong & Zhao, Yunning, 2025. "Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy," International Review of Financial Analysis, Elsevier, vol. 106(C).
    26. Zhang, Xiaoyuan & You, Hang & Zhang, Ze & Wu, Wangchun, 2025. "Asset association and dynamic risk contagion under climate policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 102(C).
    27. Evrim Mandaci, Pınar & Cagli, Efe C. & Taşkin, Dilvin & Tedik Kocakaya, Birce, 2025. "Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets," Renewable Energy, Elsevier, vol. 249(C).
    28. Zhu, Yuxuan & Liu, Yike & Zhou, Ye & Xing, Xiaoyun & Wang, Xiuya, 2025. "Correlation among climate risk, climate policy uncertainty, and carbon-intensive stock markets in China," Finance Research Letters, Elsevier, vol. 75(C).
    29. Ren, Xiaohang & Li, Wenqi & Duan, Kun & Urquhart, Andrew, 2025. "Carbon risk and debt financing: An international perspective," Journal of International Money and Finance, Elsevier, vol. 153(C).

  16. Fei Wu & Qiang Ji & Yan-Ran Ma & Dayong Zhang, 2024. "Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 29(3), pages 1257-1283, July.

    Cited by:

    1. Yin Li & Xu Wang & Qi Qin, 2025. "Comparative Analysis of Carbon Tax and Carbon Market Strategies for Facilitating Carbon Neutrality in China’s Coal-Fired Electricity Sector," Sustainability, MDPI, vol. 17(5), pages 1-25, February.
    2. Mohammed Amine Mouffok & Omar Mouffok & Wassila Bouabdallah, 2025. "The impact of commodity prices on developed and emerging financial markets during COVID-19 pandemic and Russia–Ukraine war: evidence from the Dynamic ARDL approach," SN Business & Economics, Springer, vol. 5(7), pages 1-26, July.
    3. Hua, Xia & Dong, Dairui & Xu, Zhiwei & Huang, Wentao, 2025. "Official media sentiments toward energy and equity returns: Evidence from China," Energy, Elsevier, vol. 340(C).

  17. Kun Guo & Yuxin Kang & Qiang Ji & Dayong Zhang, 2024. "Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.

    Cited by:

    1. Ding, Shusheng & Wu, Xiangling & Cui, Tianxiang & Goodell, John W. & Du, Anna Min, 2025. "Modeling climate policy uncertainty into cryptocurrency volatilities," International Review of Financial Analysis, Elsevier, vol. 102(C).
    2. Dam, Mehmet Metin & Altıntaş, Halil & Alola, Andrew Adewale, 2025. "Dynamic connectedness of decomposed energy-risks shocks and the United States’ S&P 500 indexes," Energy, Elsevier, vol. 335(C).
    3. Shu, Mingyu & Liu, Baoliu & ouyang, Wenpei & Sun, Rengui & Lin, Yaoyang, 2025. "Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 663(C).

  18. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Abdullah, Mohammad & Ji, Qiang & Sulong, Zunaidah, 2024. "Monetary policy uncertainty and ESG performance across energy firms," Energy Economics, Elsevier, vol. 136(C).

    Cited by:

    1. Liu, Qing & Jia, Deting & Liu, Huiling & Wang, Kai, 2025. "Good for bad: The heterogeneous effects of export controls on firms' ESG," China Economic Review, Elsevier, vol. 90(C).
    2. Qureshi, Fiza & Qureshi, Saba & Ismail, Izlin & Yarovaya, Larisa, 2025. "Unlocking economic insights: ESG integration, market dynamics and sustainable transitions," Energy Economics, Elsevier, vol. 145(C).
    3. Xiaoxia Jia & Weiyi Guang, 2024. "Can Innovation Improve Corporate ESG Performance? The Moderating Effect of Internal and External Incentives," Sustainability, MDPI, vol. 16(15), pages 1-21, August.
    4. Dunbar, Kwamie & Gao, Xin, 2025. "Advancing climate technology in developing nations through energy transition investments," Energy Economics, Elsevier, vol. 152(C).
    5. Dunbar, Kwamie & Treku, Daniel N., 2025. "Do energy transition investment flows aid climate commitments?," Energy Economics, Elsevier, vol. 142(C).
    6. Hui Huang & Xiujuan Huang, 2025. "Unlocking ESG Performance: How Qualified Foreign Institutional Investors Enhance Corporate Sustainability in China’s Capital Markets," Sustainability, MDPI, vol. 17(18), pages 1-32, September.
    7. Zhou, Jing & Wu, Tingwei & Wu, Kaiwen, 2026. "Responding to upstream uncertainty: How does supplier risk-taking affect client ESG performance?," International Journal of Production Economics, Elsevier, vol. 291(C).
    8. Ali Ragab Ali & Kolawole Iyiola & Ahmad Alzubi, 2025. "Harnessing ESG Sustainability, Climate Policy Uncertainty and Information and Communication Technology for Energy Transition," Energies, MDPI, vol. 18(19), pages 1-24, October.
    9. Ozkan, Oktay & Uche, Emmanuel & Nwani, Chinazaekpere & Okere, Kingsley I., 2025. "Critical minerals volatility under ESG uncertainty: Implications for the clean energy transition," Resources Policy, Elsevier, vol. 108(C).
    10. Liu, Yingji & Shen, Fangbing & Guo, Ju & Hu, Guoheng & Song, Yuegang, 2025. "Can artificial intelligence technology improve companies' capacity for green innovation? Evidence from listed companies in China," Energy Economics, Elsevier, vol. 143(C).
    11. Mohamad H. Shahrour & Alireza Rohani & Michal Wojewodzki & Dung V. Tran, 2025. "Carbon Performance and Financial Performance: How R&D Makes a Difference Pre‐ and Post‐Paris Accord," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(4), pages 4082-4094, October.
    12. Zournatzidou, Georgia & Staikouras, Christos & Ragazou, Konstantina & Zopounidis, Constantin & Sariannidis, Nikolaos, 2025. "Unlocking the threshold effects of ESG performance towards policy energy efficiency of the European energy sector: A hybrid multi-criteria decision-making approach based on weight-entropy TOPSIS," Energy Economics, Elsevier, vol. 151(C).

  19. Jiawen Luo & Tony Klein & Thomas Walther & Qiang Ji, 2024. "Forecasting realized volatility of crude oil futures prices based on machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1422-1446, August.
    See citations under working paper version above.
  20. Yingtong Chen & Fei Wu & Dayong Zhang & Qiang Ji, 2024. "Tourism in pandemic: the role of digital travel vouchers in China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.

    Cited by:

    1. Jiajia Li & Jie Fan & Jun Li & Abbas Ali Chandio, 2025. "Gender differences in behavioral and psychological crisis responses: a cross-national Oaxaca-Blinder analysis," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-14, December.
    2. Anfeng Xu & Abu Bakkar Siddik & Farid Ahammad Sobhani & Md. Mominur Rahman, 2024. "Driving economic success: Fintech, tourism, FDI, and digitalization in the top 10 tourist destinations," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.

  21. Xing, Xiaoyun & Guo, Kun & Zhang, Dayong & Ji, Qiang, 2024. "On the interactive effects of climate policies: Insights from a stock-flow consistent model," Applied Energy, Elsevier, vol. 358(C).

    Cited by:

    1. Liu, Pingkuo & Cai, Guangze, 2026. "Is the energy subsidy able to promote the transition of “Carbon Neutrality” in China?," Energy Policy, Elsevier, vol. 208(C).
    2. Hu, Lei & Song, Min & Wen, Fenghua & Zhang, Yun & Zhao, Yunning, 2025. "The impact of climate attention on risk spillover effect in energy futures markets," Energy Economics, Elsevier, vol. 141(C).
    3. Liu, Changyu & Gong, Wanrong & Dong, Guanglong & Ji, Qiang, 2024. "Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises," Energy Economics, Elsevier, vol. 135(C).
    4. Liu, Changyu & Wang, Jing & Ji, Qiang & Zhang, Dayong, 2024. "To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance," International Review of Financial Analysis, Elsevier, vol. 93(C).
    5. Jun Li & Jiajia Li & Kun Guo & Qiang Ji & Dayong Zhang, 2024. "Policy spillovers from climate actions to energy poverty: international evidence," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.

  22. Dandan Ma & Pengxiang Zhai & Dayong Zhang & Qiang Ji, 2024. "Excess stock returns and corporate environmental performance in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.

    Cited by:

    1. Jiazhan Gao & Guihong Hua & Kedi Wang & Baofeng Huo, 2026. "Green finance and brown firms along the chain: environmental gains, economic pains, and supply-chain transmission," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-35, December.
    2. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    3. Yan, Siyuan & Ling, Xiaoxu & Ding, Jin, 2025. "Sustainable workplace accessibility, green CEO, and green finance: Evidence from China," Research in International Business and Finance, Elsevier, vol. 77(PA).
    4. Tang, Tiantian & Guo, Jiahui & Zou, Liping & Luo, Lu, 2025. "ESG fund performance and fund manager trading strategy: Evidence from China," Global Finance Journal, Elsevier, vol. 67(C).
    5. Mingyan Yang & Zhengning Pu & Christophe Tavera & Guanyu Liu, 2026. "Digital transformation and corporate financialization: evidence against the tech bubble hypothesis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-23, December.
    6. Yin Li & Xu Wang & Qi Qin, 2025. "Comparative Analysis of Carbon Tax and Carbon Market Strategies for Facilitating Carbon Neutrality in China’s Coal-Fired Electricity Sector," Sustainability, MDPI, vol. 17(5), pages 1-25, February.
    7. Zhou, Qi & Ni, Jiajun & Yang, Cunyi, 2025. "Climate transition risk and industry returns: The impact of green innovation and carbon market uncertainty," Technological Forecasting and Social Change, Elsevier, vol. 214(C).

  23. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
    See citations under working paper version above.
  24. Xue, Jiashun & Poon, Jessie & Yang, Yu & Ji, Qiang, 2024. "Effect of green industrial policy on China's outward renewable energy investment," Energy Economics, Elsevier, vol. 138(C).

    Cited by:

    1. Ren, Jiazhen & Liu, Ying & Ren, Yida & Zhang, Ping, 2025. "Renewable energy investment in China's new demonstration cities: A quasi-natural experiment," Utilities Policy, Elsevier, vol. 96(C).
    2. Zhang, Aoxiang & Lin, Boqiang, 2025. "Anti-dumping sanctions and TFP of renewable energy enterprises: Is domestic policy support effective?," Energy Policy, Elsevier, vol. 206(C).
    3. Lin, Boqiang & Lan, Tianxu, 2025. "The influence of coal price uncertainty on investment and consumption dynamics: Evidence from China," Energy Policy, Elsevier, vol. 198(C).
    4. Wang, Tian & Liang, Yangyang & Zhang, Yongjing, 2025. "Joint decisions of renewable energy investment and daily energy procurement in smart microgrids," Energy Economics, Elsevier, vol. 150(C).
    5. Xia, Chunxun & Balsalobre-Lorente, Daniel & Raza Syed, Qasim, 2025. "Electricity generation from renewable and non-renewable energy sources in China: The role of environmental policy stringency, FDI, and economic growth," Energy, Elsevier, vol. 318(C).
    6. Zhang, Xiaoqi & He, Yu, 2025. "Impact of national industrial transfer demonstration zones policy on high-quality economic development in China," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1179-1197.

  25. Pengxiang Zhai & Fei Wu & Qiang Ji & Duc Khuong Nguyen, 2024. "From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 551-580, January.

    Cited by:

    1. Ștefan Cristian Gherghina & Asuman Erben Yavuz & Bade Ekim Kocaman & Adalet Hazar & Şenol Babuşcu & Mesut Doğan, 2026. "Navigating the pandemic storm: how oil volatility, CDS, and the fear index altered BRICS markets," Future Business Journal, Springer, vol. 12(1), pages 1-19, December.
    2. Ordu-Akkaya, Beyza Mina & Özyıldırım, Süheyla, 2025. "Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent," Emerging Markets Review, Elsevier, vol. 67(C).
    3. Gong, Xiao-Li & Jia, Kai-Wen & Xiong, Xiong, 2025. "How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict," International Review of Economics & Finance, Elsevier, vol. 103(C).
    4. Georgios Chortareas & Apostolos G. Katsafados & Theodore Pelagidis & Chara Prassa, 2025. "Credit risk modelling within the euro area in the COVID‐19 period: Evidence from an ICAS framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1074-1105, April.

  26. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).

    Cited by:

    1. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    2. Rangan Gupta & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
    3. Fang, Guochang & Meng, Aoxiang & Wang, Qingling & Zhou, Huixin & Tian, Lixin, 2024. "Analysis of the evolution path of new energy system under polymorphic uncertainty—A case study of China," Energy, Elsevier, vol. 300(C).
    4. Zhou, Mingtao & Ma, Yong, 2025. "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    5. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    6. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
    7. Chen, Yan & Bouri, Elie & Zhang, Lei, 2025. "Dynamics of co-bubble networks across commodity futures prices and portfolio performance," Energy Economics, Elsevier, vol. 150(C).

  27. Chen, Yajie & Zhang, Dayong & Guo, Kun & Ji, Qiang, 2024. "Emission trading schemes and cross-border mergers and acquisitions," Journal of Environmental Economics and Management, Elsevier, vol. 124(C).

    Cited by:

    1. Adbi, Arzi & Agarwal, Sumit & Natarajan, Siddharth, 2025. "Global heterogeneity in ETS rollouts and subsequent decarbonization outcomes," Energy Economics, Elsevier, vol. 151(C).
    2. Tao, Miaomiao & Tiwari, Aviral Kumar & Poletti, Stephen & Roubaud, David & Silva, Emilson, 2025. "The credibility of environmental policy stringency: Implications for sustainability in OECD Countries," Energy Economics, Elsevier, vol. 146(C).
    3. Chai, Shanglei & Zhou, Qianqian & Ji, Qiang & Liu, Zuankuo & Liu, Changyu & Chu, Wenjun, 2025. "Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure," International Review of Financial Analysis, Elsevier, vol. 101(C).
    4. Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
    5. Jun Li & Jiajia Li & Kun Guo & Qiang Ji & Dayong Zhang, 2024. "Policy spillovers from climate actions to energy poverty: international evidence," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
    6. Ma, Guangcheng & Yang, Yang, 2025. "Can China’s carbon market policy promote inter-city green collaborative innovation?," Energy Economics, Elsevier, vol. 144(C).
    7. Wenbin Cao & Yiming Sun, 2024. "Evolutionary Game Analysis of Collaborative Prefabricated Buildings Development Behavior in China under Carbon Emissions Trading Schemes," Sustainability, MDPI, vol. 16(18), pages 1-24, September.
    8. Wang, Bo & Gong, Siyu, 2025. "How does digital transformation drive green technology M&A under the carbon cap and trade policy?," Technology in Society, Elsevier, vol. 81(C).
    9. Hu, Jun & Zhang, Siyu & Wang, Liang & Yao, Daifei, 2024. "Carbon emission trading scheme, investors’ attention, and earnings response coefficients," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
    10. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).

  28. Changyu Liu & Wei Li & Le Chang & Qiang Ji, 2024. "How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.

    Cited by:

    1. Ozili, Peterson K, 2025. "Sustainable digital finance: where we are now and where we need to be," MPRA Paper 127372, University Library of Munich, Germany.
    2. Can Baris Cetin & Arka Mukherjee & Georges Zaccour, 2026. "Strategic pricing and investment in environmental quality by an incumbent facing a greenwasher entrant," Annals of Operations Research, Springer, vol. 356(2), pages 757-784, January.
    3. Seng, Jianfen & Zhang, Lijie, 2025. "ESG ratings and corporate clean production from the perspective of evolutionary game theory: Evidence from A-share listed companies," Energy Economics, Elsevier, vol. 152(C).

  29. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
    See citations under working paper version above.
  30. Zhao, Wanli & Zhai, Xiangyang & Ji, Qiang & Liu, Zhenhua, 2024. "Measuring crisis from climate risk spillovers in European electricity markets," Energy Economics, Elsevier, vol. 134(C).

    Cited by:

    1. Xu, Chongchong & Lin, Boqiang, 2025. "The AI-sustainability Nexus: How does intelligent transformation affect corporate green innovation?," International Review of Financial Analysis, Elsevier, vol. 102(C).
    2. Chen, Ling & He, Lingyun & Liu, Rongyan & Fu, Yating, 2025. "Mapping risk transmission in China's energy industry chain: Insights derived from the industry chain structure," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 971-996.
    3. Li, Bin & Wang, Han & Ye, Yanyi, 2025. "Is carbon price uncertainty priced in the corporate bond yield spreads? Evidence from Chinese corporate bond markets," International Review of Financial Analysis, Elsevier, vol. 107(C).
    4. Shi Chen & Mengjie Wang & Shiu-Chieh Chiu & Jyh-Jiuan Lin, 2026. "Heterogeneous climate tail risks, carbon capture and storage, and cap-and-trade in a supply chain through sustainable insurance," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-14, December.
    5. Huang, Qiubin & Kou, Mingting, 2024. "Does climate policy uncertainty impair or improve corporate investment efficiency?," Economics Letters, Elsevier, vol. 244(C).
    6. Hu, Lei & Song, Min & Wen, Fenghua & Zhang, Yun & Zhao, Yunning, 2025. "The impact of climate attention on risk spillover effect in energy futures markets," Energy Economics, Elsevier, vol. 141(C).
    7. Xie, Li & Li, Siyi, 2024. "Climate risk and energy-saving technology innovation: Evidence from Chinese prefecture-level cities," Energy Economics, Elsevier, vol. 139(C).
    8. Hu, Xin & Zhu, Bo & Liu, Jiahao, 2025. "Does climate transition risk threaten China's energy system stability? Insights from high-dimensional systemic risk spillover network," Energy Economics, Elsevier, vol. 149(C).
    9. Ali, Shoaib & Xiaoyang, Xu & Alharbi, Samar S. & Rasheed, Muhammad Shahid, 2025. "Financial markets and environmental risks: unveiling the impact of climate uncertainty," Research in International Business and Finance, Elsevier, vol. 78(C).
    10. Chu, Wen-Jun & Fan, Li-Wei & Zhou, P., 2024. "Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis," Energy Economics, Elsevier, vol. 138(C).
    11. Xinghan Ren & Tianning Wang & Zekai Liu & Haoqi Xu, 2025. "The risk transmission mechanism between Geopolitical risks and the international agricultural product market: an analysis based on the cross-quantilogram and TVP-VAR-BK Models," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-15, December.
    12. Guo, Kun & Liu, Yu & Cao, Shanwei & Zhai, Xiangyang & Ji, Qiang, 2025. "Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia," Energy, Elsevier, vol. 315(C).
    13. Liu, Chunna & Ma, Shihan & Lu, Shiyi & Zhi, Jiaqi & Shen, Jian & Li, Xiaoyan & Shi, Changfeng, 2025. "Study on the time-frequency risk spillover network of “carbon-energy-stock” system under climate risk shock," Energy, Elsevier, vol. 334(C).
    14. Kuziboev, Bekhzod & Ozturk, Ilhan & Kalandarov, Feruz & Samandarov, Ogabek & Bekjanov, Dilmurad & Makhmudov, Samariddin, 2025. "Promoting energy sources diversification through ESG performance," Energy, Elsevier, vol. 324(C).
    15. Yufeng Chen & Simin Shen & Chuwen Wang, 2025. "Climate risks and stock market volatility spillover: new insights from wavelet and causality methods," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-32, June.
    16. Schischke, Amelie & Rathgeber, Andreas, 2025. "The impact of renewables on spillover effects in electricity markets," Applied Energy, Elsevier, vol. 399(C).
    17. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).

  31. Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).
    See citations under working paper version above.
  32. Zhang, Dayong & Wu, Yalin & Ji, Qiang & Guo, Kun & Lucey, Brian, 2024. "Climate impacts on the loan quality of Chinese regional commercial banks," Journal of International Money and Finance, Elsevier, vol. 140(C).

    Cited by:

    1. Wang, Siquan & Du, Anna Min & Lin, Boqiang, 2025. "Market mechanisms for energy transition: Fossil energy price shocks and irrational renewable energy financing," Journal of International Money and Finance, Elsevier, vol. 151(C).
    2. Wenqiang Zhu & Shouwei Li, 2024. "Nonlinear effects of climate risks on climate-sensitive sectors," Economic Change and Restructuring, Springer, vol. 57(5), pages 1-31, October.
    3. Oussama Houari & Hamza Bennani & Quentin Bro de Comères, 2025. "Climate risks and economic activity in France: Evidence from media coverage," Post-Print hal-05057381, HAL.
    4. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    5. Rangan Gupta & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
    6. Li, Qiubo & Zhong, Zhu & Ge, Qing, 2025. "Digital finance and sustainable development of commercial banks; insights from listed commercial banks," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    7. Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
    8. Adriano Bellinvia & Paola Brighi & Valeria Venturelli, 2026. "Banks and climate risk: a bibliometric review and policy perspective," Journal of Banking Regulation, Palgrave Macmillan, vol. 27(2), pages 1-29, June.
    9. Guo, Peng & Jiang, Fuwei & Li, Mengru & Liu, Yumin, 2024. "Managerial macroeconomic perception and systemic risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
    10. Xing, Xiaoyun & Guo, Kun & Zhang, Dayong & Ji, Qiang, 2024. "On the interactive effects of climate policies: Insights from a stock-flow consistent model," Applied Energy, Elsevier, vol. 358(C).
    11. Deng, Chengtao & Han, Mengfu & Luo, Jun & Zhang, Junjie, 2025. "The impact of weather shocks on rural credit cooperatives," Finance Research Letters, Elsevier, vol. 75(C).
    12. Guo, Xiao & Li, Rongxin, 2025. "Climate physical risks and corporate supply chain resilience: How do investor sentiment and risk-taking behaviors influence supply chain operations?," Finance Research Letters, Elsevier, vol. 85(PA).
    13. Ren, Yi-Shuai & Klein, Tony & Jiang, Yong, 2025. "Corporate investment decisions amid climate risks: Relocate or stay?," Journal of International Money and Finance, Elsevier, vol. 157(C).
    14. Li, Suyang & Qiao, Lu & Ren, Boru & Wang, Zilong, 2025. "Financing sustainability: Sustainable institutional investors and bank loan access," Journal of International Money and Finance, Elsevier, vol. 157(C).
    15. Liu, Yishuang & Dong, Hanmin & Wang, Yueyang, 2025. "In the same boat: Climate risk and hidden debt in the supply chain," Journal of International Money and Finance, Elsevier, vol. 153(C).
    16. Jawadi, Fredj & Rozin, Philippe & Cheffou, Abdoulkarim Idi, 2025. "Climate change uncertainty and corporate debt relationship: A quantile panel data analysis," Journal of International Money and Finance, Elsevier, vol. 154(C).
    17. Zhou, Chengchen & Chen, Yajie & Ji, Qiang & Zhang, Dayong, 2025. "Does public attention to biodiversity matter to stock markets?," International Review of Financial Analysis, Elsevier, vol. 98(C).
    18. Yun Zhang & Hui Ming, 2025. "Climate risk exposure and bank risk-taking behavior: new evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-19, December.
    19. Brei, Michael & Mohan, Preeya & Perez Barahona, Agustin & Strobl, Eric, 2024. "Transmission of natural disasters to the banking sector: Evidence from thirty years of tropical storms in the Caribbean," Journal of International Money and Finance, Elsevier, vol. 141(C).
    20. Li, Xue & Qi, Ming & Zhang, Yueyuan & Xu, Jing, 2024. "How does carbon trading price matter for bank loans? Evidence from Chinese banking sector," Finance Research Letters, Elsevier, vol. 68(C).
    21. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).

  33. Chan, Ying Tung & Ji, Qiang & Zhang, Dayong, 2024. "Optimal monetary policy responses to carbon and green bubbles:A two-sector DSGE analysis," Energy Economics, Elsevier, vol. 130(C).

    Cited by:

    1. Wang, Siquan & Du, Anna Min & Lin, Boqiang, 2025. "Market mechanisms for energy transition: Fossil energy price shocks and irrational renewable energy financing," Journal of International Money and Finance, Elsevier, vol. 151(C).
    2. Yu Tang & Iftikhar Yasin & Khaliq ul Rehman, 2024. "Time-Varying Impacts of Monetary Policy and Socio-Economic Factors on China’s CO 2 Emissions and Ecological Footprint: A Multi-Methodological Analysis," Sustainability, MDPI, vol. 16(24), pages 1-26, December.
    3. Shah, Sayar Ahmad & Garg, Bhavesh & Sahoo, Pravakar, 2025. "Identifying efficient policy mix under emission mitigation and inflation targeting: A case of India," Energy Economics, Elsevier, vol. 150(C).
    4. Zou, Yuxin & Park, Kyong Won, 2025. "Can green finance development inhibit corporate green bubble?," Finance Research Letters, Elsevier, vol. 86(PA).
    5. Francesco Busato & Bruno Chiarini & Gianluigi Cisco & Maria Ferrara, 2025. "E-DSGE Model with Environmentally Aware Consumers," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 11(3), pages 1335-1386, November.
    6. Young-Han Kim, 0000. "Macroeconomic Impacts of Climate Change under NGFS Scenarios and Monetary Policy," Proceedings of Economics and Finance Conferences 15016746, International Institute of Social and Economic Sciences.
    7. Yuan, Hang & Zhao, Lei & Yang, Hangjun, 2025. "Comparative analysis of carbon emission reduction policies in China's manufacturing and transportation sectors," Transport Policy, Elsevier, vol. 160(C), pages 159-180.
    8. Wen, Feng & Wu, Kun & Wang, Wenfu & Chen, Xue-Li & Liu, Dandan & Song, Malin, 2026. "Do green tax policies shape China's household consumption structure? A production-side perspective," Energy Policy, Elsevier, vol. 208(C).
    9. Gian Luca Vriz & Luigi Grossi, 2024. "Green bubbles: a four-stage paradigm for detection and propagation," Papers 2410.06564, arXiv.org.
    10. Anienwe, Prince & Bhattarai, Keshab, 2026. "Analysis of the macroeconomic and financial stability impact of the transition to net zero emissions in Poland using DSGE modelling," MPRA Paper 127741, University Library of Munich, Germany, revised 13 Jan 2026.
    11. Cheng, Xiang & Wang, Wenfu & Chen, Xueli & Zhang, Wei & Song, Malin, 2024. "Carbon tariffs and energy subsidies: Synergy or antagonism?," Energy, Elsevier, vol. 306(C).
    12. Chen, Yan & Bouri, Elie & Zhang, Lei, 2025. "Dynamics of co-bubble networks across commodity futures prices and portfolio performance," Energy Economics, Elsevier, vol. 150(C).

  34. Liu, Changyu & Wang, Jing & Ji, Qiang & Zhang, Dayong, 2024. "To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance," International Review of Financial Analysis, Elsevier, vol. 93(C).

    Cited by:

    1. Li, Yenan & Yang, Zhengjie & Dong, Xiangyu, 2025. "Green bond and greenwashing: New insights from Chinese firms," Finance Research Letters, Elsevier, vol. 85(PA).
    2. Liu, Changyu & Sun, Jia & Zheng, Luhang & Zhu, Renkui, 2025. "Combating the rent-seeking among enterprises in China's emissions trading system," Emerging Markets Review, Elsevier, vol. 65(C).
    3. Xu, Aiting & Dai, Yujie & Hu, Zhiyuan & Qiu, Keyang, 2025. "Can green finance policy promote inclusive green growth?- Based on the quasi-natural experiment of China's green finance reform and innovation pilot zone," International Review of Economics & Finance, Elsevier, vol. 100(C).
    4. Zeng, Chao & Xu, Bo, 2025. "Green credit and regional tourism industry development: An analysis based on heterogeneity and moderating effects," Finance Research Letters, Elsevier, vol. 85(PD).
    5. Zou, Yuxin & Park, Kyong Won, 2025. "Can green finance development inhibit corporate green bubble?," Finance Research Letters, Elsevier, vol. 86(PA).
    6. Li, Yunqian & Xiao, Jun, 2025. "The effect of institutional investors’ site visits on corporate greenwashing behavior," International Review of Economics & Finance, Elsevier, vol. 97(C).
    7. Wang, Luyang & Tang, Ruoyu & Zhou, Xiang, 2025. "Financial crime risks in environmental, social, and governance (ESG) investment: Perspectives on greenwashing and false disclosure," Finance Research Letters, Elsevier, vol. 85(PA).
    8. Abdullah, Mohammad & Wali Ullah, G M & Turner, Jason, 2025. "50 shades of dark green: The nexus of narcissistic leadership and corporate greenwashing," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    9. Han, Weiping & Zhang, Bo, 2025. "Environmental protection law, green investment, and corporate greenwashing behavior," Finance Research Letters, Elsevier, vol. 86(PG).
    10. Ugur Korkut Pata & Kamel Si Mohammed & Abdelmohsen A. Nassani & Sudeshna Ghosh, 2025. "Discovering the sustainable development role of fintech credit and the pilot low carbon project on greenwashing in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(12), pages 30411-30430, December.
    11. Giuliana Birindelli & Aline Miazza & Vera Palea & Mauro Aliano, 2025. "The Influence of External Contextual and Firm‐Specific Stakeholder Voices on Banks' Greenwashing: Effective Monitoring or an Incentive to Deceive?," Business Strategy and the Environment, Wiley Blackwell, vol. 34(8), pages 10881-10902, December.
    12. Li, Yue & Deng, Zhongwen, 2025. "Can environmental regulation inhibit enterprises` greenwashing? Evidence from implementing the New Environment Protection Law," Finance Research Letters, Elsevier, vol. 81(C).
    13. Chen, Yuetong & Liu, Dekun & He, Haiyang & Li, Liuchuang, 2025. "Peer effects of ESG greenwashing within board networks," International Review of Financial Analysis, Elsevier, vol. 106(C).
    14. Mohapatra, Swati & Kumar, Ashish & Mohapatra, Malaya Ranjan & Srivastava, Vikas, 2025. "Does CEO duality moderate environmental, social, and governance performance-earnings management relationship? Evidence from emerging markets," Finance Research Letters, Elsevier, vol. 73(C).
    15. Liu, Chuang & Li, Yuxuan, 2025. "How does government transparency affect regional financing efficiency? An examination based on the level of provincial government information disclosure," International Review of Financial Analysis, Elsevier, vol. 106(C).
    16. Lagasio, Valentina, 2024. "ESG-washing detection in corporate sustainability reports," International Review of Financial Analysis, Elsevier, vol. 96(PB).

  35. Liu, Changyu & Gong, Wanrong & Dong, Guanglong & Ji, Qiang, 2024. "Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises," Energy Economics, Elsevier, vol. 135(C).

    Cited by:

    1. Liu, Changyu & Sun, Jia & Zheng, Luhang & Zhu, Renkui, 2025. "Combating the rent-seeking among enterprises in China's emissions trading system," Emerging Markets Review, Elsevier, vol. 65(C).
    2. Li, Weiping & Mao, Zhuowei & Ren, Xiaohang & Liang, Jing, 2025. "Retail investor attention: Guardian of corporate ESG integrity or catalyst for greenwashing?," Energy Economics, Elsevier, vol. 144(C).
    3. Rosella Carè & Paolo Agnese & Massimiliano Cerciello & Simone Taddeo, 2025. "Does It Pay Off to Disclose Sustainability Information? The Effect of ESG Disclosure on ESG Controversies in European Banks," Business Strategy and the Environment, Wiley Blackwell, vol. 34(3), pages 3294-3310, March.
    4. Xinyu Hao & Tingting Tian & Liang Dong & Christina W. Y. Wong & Kee-hung Lai, 2026. "Unmasking greenwashing in ESG disclosure: insights from evolutionary game analysis," Annals of Operations Research, Springer, vol. 356(1), pages 667-695, January.
    5. Qian, Shuitu & Yang, Zhenyu & Fang, Xia, 2025. "Bank fintech and corporate green transformation quality improvement: based on greenwashing governance perspective," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 401-423.
    6. Gong, Qi & Kong, Zhaoyang & Li, Liang & Dong, Xiucheng & Li, Yang, 2026. "The consequences of hypocrisy: how ESG greenwashing undermines green total factor productivity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 106(C).
    7. Wu, Haojie & Qu, Weihua, 2025. "Public engagement and green innovation: Evidence from China's heavy-polluting enterprises," Economic Modelling, Elsevier, vol. 151(C).
    8. Catarina Cepêda & Albertina Paula Monteiro & Beatriz Aibar‐Guzmán, 2025. "Decoupling in Sustainability Reporting: A Systematic Literature Review," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(3), pages 2988-3007, May.
    9. Jiaxin Zhuang & Yinglin Wang & Shengxu Shi, 2025. "ESG Enterprise Hybrid Risk Diversification Mechanism Based on Third‐Party Guarantee," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 46(7), pages 4032-4055, October.
    10. Anna Lewandowska & Katarzyna Joachimiak-Lechman & Jolanta Baran & Joanna Kulczycka, 2025. "Electricity-Related Emissions Factors in Carbon Footprinting—The Case of Poland," Energies, MDPI, vol. 18(15), pages 1-29, August.
    11. Sneideriene, Agne & Legenzova, Renata, 2025. "Greenwashing prevention in environmental, social, and governance (ESG) disclosures: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 74(C).
    12. Ying Ke & Yueqi Wen & Lili Teng, 2025. "Chain Leader Policy and Corporate Environmental Sustainability: A Multi-Level Analysis of Greenwashing Mitigation Mechanisms," Sustainability, MDPI, vol. 17(19), pages 1-45, October.
    13. Seng, Jianfen & Zhang, Lijie, 2025. "ESG ratings and corporate clean production from the perspective of evolutionary game theory: Evidence from A-share listed companies," Energy Economics, Elsevier, vol. 152(C).
    14. Fan, Yali & Wang, Ruofei & Alkaraan, Fadi & Wu, Wei, 2025. "Decoding greenwashing practices toward sustainability: The synergistic influence of governance structure and policy-derive rhetorical strategies," Energy Economics, Elsevier, vol. 148(C).

  36. Ma, Rufei & Fu, Xinxin & Ji, Qiang & Zhai, Pengxiang, 2024. "Do climate-exposed firms hold more cash? Global evidence," Economics Letters, Elsevier, vol. 237(C).

    Cited by:

    1. Choi, Sanghak & Jung, Hail & Kim, Daejin, 2025. "Climate change risk and the marginal value of cash holdings," Research in International Business and Finance, Elsevier, vol. 79(C).
    2. Qiuyue Zhang & Yili Lin & Yueying Wang & Yu Cao, 2025. "Band together or go it alone? Climate risk and corporate collaborative innovation," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-20, December.
    3. Hu, Lei & Song, Min & Wen, Fenghua & Zhang, Yun & Zhao, Yunning, 2025. "The impact of climate attention on risk spillover effect in energy futures markets," Energy Economics, Elsevier, vol. 141(C).
    4. Manoja Behera & Jitendra Mahakud, 2026. "Climate risk and corporate cash holdings: an international study," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 50(1), pages 1-43, December.
    5. Ma, Rufei & Chen, Yuhua & Ji, Qiang & Zhai, Pengxiang, 2025. "How does environmental regulatory stringency shape ESG? Evidence from cross-listing," International Review of Financial Analysis, Elsevier, vol. 104(PB).
    6. Jawadi, Fredj & Rozin, Philippe & Cheffou, Abdoulkarim Idi, 2025. "Climate change uncertainty and corporate debt relationship: A quantile panel data analysis," Journal of International Money and Finance, Elsevier, vol. 154(C).
    7. Huong Le & Oanh Thi Kim Nguyen & Thuy Anh Thi Tran & Bao Trung Phan & Nguyen Trong Tran, 2025. "Firm-level Climate Change Exposure and Corporate Cash Holdings: Evidence from Asian Countries," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 24(3), pages 306-330, September.
    8. Xu, Hecong & Wang, Xiao, 2025. "Promoting suppliers’ R&D investment: The power from climate risk-exposed customers," Economics Letters, Elsevier, vol. 257(C).
    9. Li, Minyang & Du, Anna Min & Wang, Siquan & Lin, Boqiang, 2025. "Better financing: Signal match between growth in the digital economy and renewable energy business," Research in International Business and Finance, Elsevier, vol. 77(PA).

  37. Ma, Dandan & Zhang, Yunhan & Ji, Qiang & Zhao, Wan-Li & Zhai, Pengxiang, 2024. "Heterogeneous impacts of climate change news on China's financial markets," International Review of Financial Analysis, Elsevier, vol. 91(C).

    Cited by:

    1. Xu, Xuchuan & Yang, Lilin, 2025. "Green bond financing and regional ecological resilience: The role of financial agglomeration mechanisms," Finance Research Letters, Elsevier, vol. 80(C).
    2. Christian Oliver Ewald & Chuyao Huang & Yuyu Ren, 2024. "On the Effects of Physical Climate Risks on the Chinese Energy Sector," JRFM, MDPI, vol. 17(10), pages 1-15, October.
    3. Ma, Yu & Zhao, Wenxia & Ding, Zijun, 2025. "Does climate risk influence exchange rates?," Global Finance Journal, Elsevier, vol. 68(C).
    4. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    5. Xu, Kunliang & Shao, Yanmin & Hu, Yiwen, 2025. "Responding to perceived environmental policy uncertainty with green technological innovation engagement: Evidence from a text-based measure," Energy Economics, Elsevier, vol. 142(C).
    6. Yin, Libo & Zhang, Jier & Wang, Wensheng & Cao, Hong, 2025. "Hedging climate risk: The role of green energy exchange-traded funds," Research in International Business and Finance, Elsevier, vol. 77(PA).
    7. Ma, Dandan & Zhang, Dayong & Guo, Kun & Ji, Qiang, 2024. "Coupling between global climate policy uncertainty and economic policy uncertainty," Finance Research Letters, Elsevier, vol. 69(PB).
    8. Shreevastava Aman & Raza Shahil & Bharat Kumar Meher & Ramona Birau & Anand Abhishek & Mircea Laurentiu Simion & Nadia Tudora Cirjan, 2024. "Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 41-52.
    9. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    10. Zhu, Wenqiang & Li, Shouwei & Su, Hongyu & Yang, Sitong, 2025. "Identification of systemic financial risks: The role of climate risks," Finance Research Letters, Elsevier, vol. 74(C).
    11. Chai, Shanglei & Zhou, Qianqian & Ji, Qiang & Liu, Zuankuo & Liu, Changyu & Chu, Wenjun, 2025. "Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure," International Review of Financial Analysis, Elsevier, vol. 101(C).
    12. Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
    13. Hu, Zuwu & Liu, Ling, 2025. "Influence of natural disasters on stock prices in the aviation, hospitality, and tourism industries: Perspective based on crash risk and investor sentiment," Finance Research Letters, Elsevier, vol. 76(C).
    14. Zhao, Wanli & Zhai, Xiangyang & Ji, Qiang & Liu, Zhenhua, 2024. "Measuring crisis from climate risk spillovers in European electricity markets," Energy Economics, Elsevier, vol. 134(C).
    15. Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
    16. Hu, Xin & Zhu, Bo & Liu, Jiahao, 2025. "Does climate transition risk threaten China's energy system stability? Insights from high-dimensional systemic risk spillover network," Energy Economics, Elsevier, vol. 149(C).
    17. Hu, Xin & Zhu, Bo, 2025. "Do climate risks matter for intersectoral systemic risk spillovers? Evidence from China," Finance Research Letters, Elsevier, vol. 75(C).
    18. Zhao, Lili & Lin, Yutong & Liu, Zhenhao & Yang, Guozheng, 2026. "Examining climate risk attention in stock markets: insights from quantile-on-quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
    19. Olaboopo, Olakunle & Boamah, Evans O., 2026. "Climate change news risk and advertising spending," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 106(C).
    20. Ren, Xiaohang & Fu, Chenjia & Tao, Lizhu & Yuan, Li & Xu, Ziyue, 2025. "Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market," Research in International Business and Finance, Elsevier, vol. 77(PA).
    21. Khalfaoui, Rabeh & Goodell, John W. & Mefteh-Wali, Salma & Chishti, Muhammad Zubair & Gozgor, Giray, 2024. "Impact of climate risk shocks on global food and agricultural markets: A multiscale and tail connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 93(C).
    22. Ling, Dian & Li, Xiaohong, 2025. "Can green bonds enhance enterprises’ total factor productivity? The impacts of macroeconomic policy adjustment and ownership heterogeneity," Finance Research Letters, Elsevier, vol. 82(C).
    23. Chatjuthamard, Pattanaporn & Singh, Simran & Jiraporn, Pornsit & Lee, Sang Mook, 2024. "Climate change exposure, shareholder wealth, and the adoption of the Paris agreement: A text-based approach," International Review of Financial Analysis, Elsevier, vol. 94(C).
    24. Mertzanis, Charilaos & Kampouris, Ilias & Samitas, Aristeidis, 2025. "Climate change and U.S. Corporate bond market activity: A machine learning approach," Journal of International Money and Finance, Elsevier, vol. 151(C).
    25. Xu, Xiaoming & Ren, Xingzi & He, Feng, 2024. "Climate policy uncertainty and bank liquidity creation," Finance Research Letters, Elsevier, vol. 65(C).
    26. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2025. "Climate Shocks and Unemployment Claims," Working Papers 202536, University of Pretoria, Department of Economics.
    27. Shen, Yiran & Feng, Qianqian & Sun, Xiaolei, 2024. "Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    28. Leone, Maria & Manelli, Alberto & Pace, Roberta, 2025. "Energy, metals, cereals and G7 indices: Russia–Ukraine conflict and risk spillovers," Finance Research Letters, Elsevier, vol. 82(C).
    29. Haq, Inzamam Ul & Naeem, Muhammad Abubakr & Huo, Chunhui & Bakry, Walid, 2025. "Unveiling time-frequency linkages among diverse cryptocurrency classes and climate change concerns," International Review of Economics & Finance, Elsevier, vol. 99(C).
    30. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
    31. Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025. "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, vol. 84(C).
    32. Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).
    33. Shu, Mingyu & Liu, Baoliu & ouyang, Wenpei & Sun, Rengui & Lin, Yaoyang, 2025. "Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 663(C).

  38. Dayong Zhang & Kun Guo & Qiang Ji, 2024. "Resolve climate-policy uncertainties in the US and China," Nature, Nature, vol. 625(7996), pages 663-663, January.

    Cited by:

    1. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024. "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, vol. 85(C).
    2. Liu, Changyu & Gong, Wanrong & Dong, Guanglong & Ji, Qiang, 2024. "Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises," Energy Economics, Elsevier, vol. 135(C).
    3. Liu, Changyu & Wang, Jing & Ji, Qiang & Zhang, Dayong, 2024. "To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance," International Review of Financial Analysis, Elsevier, vol. 93(C).
    4. Li, Rui & Fang, Debin & Xu, Jiajun, 2025. "Does climate policy uncertainty (CPU) hinder carbon reduction? Evidence using the city-level CPU index in China," Energy Economics, Elsevier, vol. 141(C).
    5. Fan, Yali & Wang, Ruofei & Alkaraan, Fadi & Wu, Wei, 2025. "Decoding greenwashing practices toward sustainability: The synergistic influence of governance structure and policy-derive rhetorical strategies," Energy Economics, Elsevier, vol. 148(C).

  39. Guo, Kun & Luan, Liyuan & Cai, Xiaoli & Zhang, Dayong & Ji, Qiang, 2024. "Energy trade stability of China: Policy options with increasing climate risks," Energy Policy, Elsevier, vol. 184(C).

    Cited by:

    1. Zaier, Leila Hedhili & Mokni, Khaled & Scherer, Robert F. & Ben Jabeur, Sami, 2025. "Media coverage of climate change risks and the performance of clean versus dirty energy market," Journal of Commodity Markets, Elsevier, vol. 40(C).
    2. Xiaoxue Wang & Han Sun & Linjie Gu & Zhenghao Meng & Liyi Yang & Jinhua Cheng, 2025. "The Impact of the Spread of Risks in the Upstream Trade Network of the International Cobalt Industry Chain," Sustainability, MDPI, vol. 17(15), pages 1-16, July.
    3. Yahya, Farzan & Lee, Chien-Chiang, 2025. "Unveiling the multifaceted role of climate readiness in stabilizing renewables integration: Evidence of energy transition dynamics from a multi-theoretical perspective," Renewable Energy, Elsevier, vol. 248(C).
    4. Jia, Nanfei & Pi, Zhengrong & Zuo, Min & Shi, Yuhang & Xu, Xin, 2025. "Multi - Objective optimization of the global tungsten trade network for supply risk reduction and economic benefit improvement," International Review of Economics & Finance, Elsevier, vol. 98(C).
    5. Muhammad Umar & Farzan Yahya & Amad Rashid, 2025. "Climate risk and loan pricing: the moderating role of trilemma policy choices," Economic Change and Restructuring, Springer, vol. 58(4), pages 1-40, August.
    6. Yi, Qing & Jiang, Yuanying, 2025. "Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework," Energy, Elsevier, vol. 323(C).
    7. Cui, Xin & Wen, Lulu & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2025. "Innovating under pressure: How geopolitical risk exposure drives energy innovation in firms," Energy Economics, Elsevier, vol. 148(C).
    8. Dong, Feng & Li, Zhicheng & Huang, Zihuang & Liu, Yu, 2024. "Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets," Energy Economics, Elsevier, vol. 137(C).

  40. Guo, Kun & Bian, Yuan & Zhang, Dayong & Ji, Qiang, 2024. "ESG performance and corporate external financing in China: The role of rating disagreement," Research in International Business and Finance, Elsevier, vol. 69(C).

    Cited by:

    1. Birindelli, Giuliana & Quas, Anita & Rancan, Michela & Vandone, Daniela, 2025. "How important are ESG ratings for financial institutions? Evidence from corporate leverage ratios across Europe," International Review of Economics & Finance, Elsevier, vol. 102(C).
    2. Liu, Xiangqiang & Yang, Qingqing & Wei, Kai & Dai, Peng-Fei, 2024. "ESG rating disagreement and idiosyncratic return volatility: Evidence from China," Research in International Business and Finance, Elsevier, vol. 70(PB).
    3. Lian, Yonghui & Yang, Zixin & Cao, Hong, 2025. "Does ESG performance affect trade credit financing? Evidence from China," Research in International Business and Finance, Elsevier, vol. 74(C).
    4. Wang, Jianli & Xiao, Xiao & Dong, Minghua & Li, Jingyuan, 2025. "Does ESG rating disagreement discourage corporate green innovation? Evidence from China," Research in International Business and Finance, Elsevier, vol. 80(C).
    5. Sun, Guanglin & Yan, Zian & Gong, Zejun & Li, Mengding, 2025. "The impact of ESG rating divergence on stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 102(C).
    6. Cheng, Louis T.W. & Cheong, Tsun Se & Wojewodzki, Michal & Chui, David, 2025. "The effect of ESG divergence on the financial performance of Hong Kong-listed firms: An artificial neural network approach," Research in International Business and Finance, Elsevier, vol. 73(PA).
    7. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Abdullah, Mohammad & Ji, Qiang & Sulong, Zunaidah, 2024. "Monetary policy uncertainty and ESG performance across energy firms," Energy Economics, Elsevier, vol. 136(C).
    8. Ju, Chunhua & Fang, Xusheng & Shen, Zhonghua, 2025. "ESG rating divergence and stock price crash risk," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    9. Zhou, Mengling & Huang, Zizhen & Jiang, Kangqi, 2024. "Environmental, social, and governance performance and corporate debt maturity in China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
    10. Liu, Changyu & Gong, Wanrong & Dong, Guanglong & Ji, Qiang, 2024. "Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises," Energy Economics, Elsevier, vol. 135(C).
    11. Tian, Yingjie & Wen, Haonan & Guo, Kun, 2025. "Machine learning applications in climate finance: An overview," Research in International Business and Finance, Elsevier, vol. 79(C).
    12. Zhao, Xinlu & Zhang, Huixue, 2024. "How does ESG performance determine the level of specific financing in capital structure? New insights from China," International Review of Financial Analysis, Elsevier, vol. 95(PC).
    13. Ji, Xinru & Chen, Xiaoxu & Ao, Zhiming, 2024. "ESG rating, board faultlines, and corporate performance," Research in International Business and Finance, Elsevier, vol. 72(PB).
    14. Liu, Changyu & Wang, Jing & Ji, Qiang & Zhang, Dayong, 2024. "To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance," International Review of Financial Analysis, Elsevier, vol. 93(C).
    15. Fransisca Fransisca & Arie Pratama & Kamaruzzaman Muhammad, 2025. "Does Sustainability Pay Off? Examining Governance, Performance, and Debt Costs in Southeast Asian Companies (A Survey of Public Companies in Indonesia, Malaysia, Singapore, and Thailand for the 2021–2023 Period)," JRFM, MDPI, vol. 18(7), pages 1-25, July.
    16. Wen, Jun & Farooq, Umar & Alomair, Abdulrahman & Al Naim, Abdulaziz S., 2025. "ESG performance and capital investment: Understanding the role of bank financing in BRICS countries," Research in International Business and Finance, Elsevier, vol. 79(C).
    17. Duan, Dingkang & Wei, Ran & Wang, Chao & Xia, Bingyu, 2025. "Opportunity or obstacle? Climate risk disclosure and corporate ESG performance," International Review of Economics & Finance, Elsevier, vol. 100(C).
    18. Tu, Qiang & Zuo, Limei & Liang, Anran & Yao, Ye & Liu, Diyi, 2025. "Does ESG rating divergence decrease enterprise productivity? Evidence from China," Research in International Business and Finance, Elsevier, vol. 77(PB).
    19. Sun, Zhennan & Du, Qunyang & Du, Anna Min & Li, Zhongyuan & Yang, Tianle, 2024. "The information environment and ecological environment perspectives: Capital market openness and firm ESG rating divergence," Research in International Business and Finance, Elsevier, vol. 71(C).
    20. Wang, Ziyuan & Zhang, Cong & Wu, Ran & Sha, Lina, 2024. "From ethics to efficiency: Understanding the interconnected dynamics of ESG performance, financial efficiency, and cash holdings in China," Finance Research Letters, Elsevier, vol. 64(C).
    21. Bai, Rui & Wu, Huixuan & Tan, Zhizhou & Hong, Tao, 2025. "Green finance and green innovation: the Moderating role of ESG and synergies with inclusive finance," Research in International Business and Finance, Elsevier, vol. 79(C).
    22. Zhou, Chengchen & Chen, Yajie & Ji, Qiang & Zhang, Dayong, 2025. "Does public attention to biodiversity matter to stock markets?," International Review of Financial Analysis, Elsevier, vol. 98(C).
    23. Qian, Binsheng & Poshakwale, Sunil & Tan, Yusen, 2024. "‘E’ of ESG and firm performance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    24. Kangqi Jiang & Jie Zhang & Mengling Zhou & Zhongfei Chen, 2025. "ESG disagreement and corporate debt maturity: evidence from China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-39, December.
    25. Chi, Guodong & Liu, Yuanyuan & Fang, Hong & Xiu, Yuanyuan, 2025. "Tapping the potential of green finance: Can energy efficiency credit drive traditional industries to green? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1834-1853.
    26. Yang, Qiming & Xiang, Ruilin, 2025. "Structure of interest-bearing liabilities and corporate ESG performance," International Review of Financial Analysis, Elsevier, vol. 102(C).
    27. Fan, Yali & Wang, Ruofei & Alkaraan, Fadi & Wu, Wei, 2025. "Decoding greenwashing practices toward sustainability: The synergistic influence of governance structure and policy-derive rhetorical strategies," Energy Economics, Elsevier, vol. 148(C).
    28. Lin, Yu-En & Teng, Shi & Yu, Bo & Lam, Keith S.K., 2025. "ESG rating, rating divergence and investment efficiency: International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
    29. Li, Zhanli & Yang, Zichao, 2025. "ESG rating disagreement and corporate Total Factor Productivity: Inference and prediction," Finance Research Letters, Elsevier, vol. 78(C).

  41. Pengxiang Zhai & Ying Fan & Qiang Ji & Yan-Ran Ma, 2024. "Climate Risks And Financial Markets: A Review Of The Literature," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-25, November.

    Cited by:

    1. Qiuyue Zhang & Yili Lin & Yueying Wang & Yu Cao, 2025. "Band together or go it alone? Climate risk and corporate collaborative innovation," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-20, December.
    2. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025. "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers 202517, University of Pretoria, Department of Economics.
    3. Zhang, Yinglong & Li, Songsong & Zhu, Xiaoqian, 2025. "Climate risk attention and nonlinear stock market responses: Evidence from an emerging market," Finance Research Letters, Elsevier, vol. 85(PA).
    4. Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
    5. Wanzhen Yu & Farzan Yahya & Muhammad Umar & Muhammad Hussain, 2025. "Disaggregated Liquidity Response to Climate Risk: A Precautionary Hoarding and Flight-to-Safety Perspective," SAGE Open, , vol. 15(4), pages 21582440251, November.
    6. Shu, Mingyu & Liu, Baoliu & ouyang, Wenpei & Sun, Rengui & Lin, Yaoyang, 2025. "Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 663(C).

  42. Sun, Xiaolei & Shen, Yiran & Guo, Kun & Ji, Qiang, 2023. "Sovereign ratings change under climate risks," Research in International Business and Finance, Elsevier, vol. 66(C).

    Cited by:

    1. Guo, Kun & Luan, Liyuan & Cai, Xiaoli & Zhang, Dayong & Ji, Qiang, 2024. "Energy trade stability of China: Policy options with increasing climate risks," Energy Policy, Elsevier, vol. 184(C).
    2. Ma, Yu & Zhao, Wenxia & Ding, Zijun, 2025. "Does climate risk influence exchange rates?," Global Finance Journal, Elsevier, vol. 68(C).
    3. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024. "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, vol. 85(C).
    4. Rangan Gupta & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
    5. Alessi, Lucia & Duranovic, Anja & Kvedaras, Virmantas & Monasterolo, Irene, 2025. "From risks to opportunities: The impact of green public investment programs on sovereign yields," Research in International Business and Finance, Elsevier, vol. 77(PA).
    6. Chen, Wen & Zhang, Qiuyue, 2025. "Can corporate climate risk drive digital transformation? Evidence from Chinese heavy-polluting enterprises," Technological Forecasting and Social Change, Elsevier, vol. 212(C).
    7. Zhu, Wenqiang & Li, Shouwei & Su, Hongyu & Yang, Sitong, 2025. "Identification of systemic financial risks: The role of climate risks," Finance Research Letters, Elsevier, vol. 74(C).
    8. Sun, Yanpeng & Song, Yuru & Long, Chi & Qin, Meng & Lobonţ, Oana-Ramona, 2023. "How to improve global environmental governance? Lessons learned from climate risk and climate policy uncertainty," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1666-1676.
    9. Tian, Yingjie & Wen, Haonan & Guo, Kun, 2025. "Machine learning applications in climate finance: An overview," Research in International Business and Finance, Elsevier, vol. 79(C).
    10. Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
    11. Zhang, Jing & Lin, Xiaole & An, Qiguang, 2026. "Dynamic response of the natural interest rate to extreme climate," Research in International Business and Finance, Elsevier, vol. 81(C).
    12. Chen, Pengyu & Chu, Zhongzhu & Dagestani, Abd Alwahed & Han, Hui, 2025. "Responding to SDG13: Exploring the role of renewable energy in physical climate risk governance," Energy, Elsevier, vol. 338(C).
    13. Zhizhen Chen & Guifen Shi & Boyang Sun, 2024. "Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models," Empirical Economics, Springer, vol. 67(6), pages 2463-2502, December.
    14. Ma, Dandan & Zhang, Yunhan & Ji, Qiang & Zhao, Wan-Li & Zhai, Pengxiang, 2024. "Heterogeneous impacts of climate change news on China's financial markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
    15. Liu, Peng & Chen, Yaru & Mu, Yan, 2024. "The impact of climate risk aversion on agribusiness share price volatility," Finance Research Letters, Elsevier, vol. 61(C).

  43. Chen, Yajie & Guo, Kun & Ji, Qiang & Zhang, Dayong, 2023. "“Not all climate risks are alike”: Heterogeneous responses of financial firms to natural disasters in China," Finance Research Letters, Elsevier, vol. 52(C).

    Cited by:

    1. Juan Pablo Bermúdez-Cespedes & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2025. "Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies," Borradores de Economia 1303, Banco de la Republica de Colombia.
    2. Nguyen, Dat Thanh & Tran, Vuong Thao & Phan, Dinh Hoang Bach, 2023. "Does green activity impact stock price crash risk? The role of climate risk," Finance Research Letters, Elsevier, vol. 55(PA).
    3. Rangan Gupta & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
    4. He, Feng & Chen, Longxuan & Wang, Ziqiao & Zhang, Wei, 2025. "Financial innovation and corporate climate policy uncertainty exposure: Evidence from China's crude oil futures," Energy Economics, Elsevier, vol. 145(C).
    5. Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024. "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 316-333.
    6. Tommaso, Caterina Di & Foglia, Matteo & Pacelli, Vincenzo, 2024. "The impact of climate policy uncertainty on the Italian financial market," Finance Research Letters, Elsevier, vol. 69(PA).
    7. Li-Ling Liu, 2025. "Do Natural Disasters Alter Tourism Industry Risks Differently over Time?," Mathematics, MDPI, vol. 13(13), pages 1-13, June.
    8. Liu, Jing-Yue & Lei, Quan & Li, Ruojin & Zhang, Yue-Jun, 2024. "Resistance or motivation? Impact of climate risk on corporate greenwashing: An empirical study of Chinese enterprises," Global Finance Journal, Elsevier, vol. 62(C).
    9. Yin, Libo & Cao, Hong, 2024. "The propagation effect of climate risks on global stock markets: Evidence from the time and space domains," Energy Economics, Elsevier, vol. 132(C).
    10. Hu, Zuwu & Liu, Ling, 2025. "Influence of natural disasters on stock prices in the aviation, hospitality, and tourism industries: Perspective based on crash risk and investor sentiment," Finance Research Letters, Elsevier, vol. 76(C).
    11. Zhang, Liming & Yang, Cuiping & Luo, Kuankuan, 2025. "The impact of climate risk on sustainability performance of enterprises: Evidence from China," Finance Research Letters, Elsevier, vol. 83(C).
    12. Sun, Xiaolei & Shen, Yiran & Guo, Kun & Ji, Qiang, 2023. "Sovereign ratings change under climate risks," Research in International Business and Finance, Elsevier, vol. 66(C).
    13. Zhang, Dayong & Wu, Yalin & Ji, Qiang & Guo, Kun & Lucey, Brian, 2024. "Climate impacts on the loan quality of Chinese regional commercial banks," Journal of International Money and Finance, Elsevier, vol. 140(C).
    14. Guo, Kun & Liu, Fengqi & Sun, Xiaolei & Zhang, Dayong & Ji, Qiang, 2023. "Predicting natural gas futures’ volatility using climate risks," Finance Research Letters, Elsevier, vol. 55(PA).
    15. Gu, Qinen & Li, Shaofang & Tian, Sihua & Wang, Yuyouting, 2023. "Climate, geopolitical, and energy market risk interconnectedness: Evidence from a new climate risk index," Finance Research Letters, Elsevier, vol. 58(PB).
    16. Pandey, Dharen Kumar & Kumar, Satish & Kumari, Vineeta & Alahdal, Waleed M., 2024. "Quaking the stock market: Event study evidence on the Turkey-Syria earthquake," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 182-194.
    17. Yao, Yinhong & Li, Jingyu & Chen, Wei, 2024. "Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1217-1233.
    18. Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
    19. Zhang, Xinrui & Zhou, Hang & Mohd Nasir, Mohd Herry bin & Nurul Hidayah Jannatun Naim Bt Nor-Ahmad, Saidatul & Huang, Chengjie, 2024. "Warming planet and expanding wallets: Climate risk and managerial moral hazard," International Review of Economics & Finance, Elsevier, vol. 95(C).
    20. Chen, Juan & Xiao, Zuoping, 2025. "Is the business cycle getting hit by climate policy uncertainty in China?," Finance Research Letters, Elsevier, vol. 71(C).
    21. Tchai Tavor, 2024. "Assessing the financial impacts of significant wildfires on US capital markets: sectoral analysis," Empirical Economics, Springer, vol. 67(3), pages 1115-1148, September.
    22. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
    23. Jin, Yi & Zhao, Hang & Bu, Lin & Zhang, Dayong, 2023. "Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis," International Review of Financial Analysis, Elsevier, vol. 87(C).
    24. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    25. Khalid Khan & Javier Cifuentes-Faura & Muhammad Shahbaz, 2024. "Do earthquakes shake the stock market? Causal inferences from Turkey’s earthquake," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-19, December.
    26. Tiwari, Aviral Kumar & Trinh, Hai Hong & Vo, Diem Thi Hong & Sharma, Gagan Deep, 2025. "How do economies decarbonize growth under finance-energy inequality? Global evidence," Energy Economics, Elsevier, vol. 142(C).
    27. Lei, Lei & Zhang, Dayong & Ji, Qiang & Guo, Kun & Wu, Fei, 2023. "A text-based managerial climate attention index of listed firms in China," Finance Research Letters, Elsevier, vol. 55(PA).
    28. Deng, Jing & Liu, Yejiao & Zhuang, Zhitao & Gu, Xuesong & Xing, Xiaoyun, 2024. "Do China and USA differ in the interrelationship between green bond and ESG markets?," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 919-934.

  44. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(3), pages 365-381, July.
    See citations under working paper version above.
  45. Lei, Lei & Zhang, Dayong & Ji, Qiang & Guo, Kun & Wu, Fei, 2023. "A text-based managerial climate attention index of listed firms in China," Finance Research Letters, Elsevier, vol. 55(PA).

    Cited by:

    1. Hussain, Chaudhary Saad Ullah & Chenghu, Zhang & Shoaib, Adnan & Zia, Sidra, 2025. "Does managerial climate awareness affect green bond issuance? The moderating role of managerial myopia," Finance Research Letters, Elsevier, vol. 85(PB).
    2. Jiang, Chuyu & Li, Yating & Zhang, Xuan & Zhao, Yang, 2025. "Climate risk and corporate debt decision," Journal of International Money and Finance, Elsevier, vol. 151(C).
    3. He, Feng & Duan, Lin & Lucey, Brian & Hao, Jing, 2025. "Biodiversity risk or climate risk? Which factor affects corporate ESG rating divergence," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    4. Gao, Yongjun & Saleh, Norman Mohd & Abdullah, Ahmad Monir & Adznan, Syaima’, 2025. "Corporate climate risk disclosure and financing constraints: Evidence from China," Finance Research Letters, Elsevier, vol. 85(PD).
    5. Rangan Gupta & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
    6. He, Feng & Chen, Longxuan & Wang, Ziqiao & Zhang, Wei, 2025. "Financial innovation and corporate climate policy uncertainty exposure: Evidence from China's crude oil futures," Energy Economics, Elsevier, vol. 145(C).
    7. Jin, Jian & Xu, Su & Gao, Bei, 2025. "Can energy efficiency credit guidelines boost enterprises' low-carbon technological innovation? Evidence from China," Energy Economics, Elsevier, vol. 150(C).
    8. Yin, Libo & Zhang, Jier & Wang, Wensheng & Cao, Hong, 2025. "Hedging climate risk: The role of green energy exchange-traded funds," Research in International Business and Finance, Elsevier, vol. 77(PA).
    9. Guo, Kun & Bian, Yuan & Zhang, Dayong & Ji, Qiang, 2024. "ESG performance and corporate external financing in China: The role of rating disagreement," Research in International Business and Finance, Elsevier, vol. 69(C).
    10. Hu, Lei & Song, Min & Wen, Fenghua & Zhang, Yun & Zhao, Yunning, 2025. "The impact of climate attention on risk spillover effect in energy futures markets," Energy Economics, Elsevier, vol. 141(C).
    11. Ren, Xiaohang & Li, Wenqi & Li, Yiying, 2024. "Climate risk, digital transformation and corporate green innovation efficiency: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 209(C).
    12. Chai, Shanglei & Zhou, Qianqian & Ji, Qiang & Liu, Zuankuo & Liu, Changyu & Chu, Wenjun, 2025. "Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure," International Review of Financial Analysis, Elsevier, vol. 101(C).
    13. Zhang, Liming & Yang, Cuiping & Luo, Kuankuan, 2025. "The impact of climate risk on sustainability performance of enterprises: Evidence from China," Finance Research Letters, Elsevier, vol. 83(C).
    14. Tian, Yingjie & Wen, Haonan & Guo, Kun, 2025. "Machine learning applications in climate finance: An overview," Research in International Business and Finance, Elsevier, vol. 79(C).
    15. Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
    16. Shenyuan Zhang & Rufei Ma, 2025. "Managerial Climate Awareness, Institutional Investors, and Firms’ Sustainability Performance: Evidence from China," Sustainability, MDPI, vol. 17(5), pages 1-26, February.
    17. Chen, Yajie & Zhang, Dayong & Guo, Kun & Ji, Qiang, 2024. "Emission trading schemes and cross-border mergers and acquisitions," Journal of Environmental Economics and Management, Elsevier, vol. 124(C).
    18. Ma, Rufei & Fu, Xinxin & Ji, Qiang & Zhai, Pengxiang, 2025. "Climate awareness in management and deviation from target leverage: Evidence from China," Finance Research Letters, Elsevier, vol. 76(C).
    19. Zhang, Yunhan & Zhao, Yu & Zheng, Qian, 2024. "Managerial climate attention and corporate carbon emissions: Sincerity or disguise？," International Review of Economics & Finance, Elsevier, vol. 94(C).
    20. Wu, Hao & Song, Yunling, 2025. "Do bank incentives matter? Evidence from the impact of green finance on corporate carbon neutrality performance," Finance Research Letters, Elsevier, vol. 71(C).
    21. Guo, Kun & Li, Yichong & Zhang, Yunhan & Ji, Qiang & Zhao, Wanli, 2023. "How are climate risk shocks connected to agricultural markets?," Journal of Commodity Markets, Elsevier, vol. 32(C).
    22. Ma, Dandan & Zhang, Yunhan & Ji, Qiang & Zhao, Wan-Li & Zhai, Pengxiang, 2024. "Heterogeneous impacts of climate change news on China's financial markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
    23. Zhao, Lili & Fu, Chaoxia & Chen, Xiqun (Michael), 2025. "Integrating climate change attention into enterprise digital transformation: A managerial perspective," Finance Research Letters, Elsevier, vol. 82(C).
    24. Lin, Xin-Yi & Liu, Jing-Yue & Zhang, Yue-Jun, 2024. "Does corporate social responsibility affect stock liquidity? Evidence from China," Finance Research Letters, Elsevier, vol. 60(C).
    25. Jin, Jian & Gao, Bei, 2025. "Going with the flow or standing by: Managerial climate risk perception bias and corporate green transformation — Evidence from China," Energy Economics, Elsevier, vol. 148(C).
    26. Zhao, Lili & Ma, Yibing & Chen, Na & Wen, Fenghua, 2025. "How does climate policy uncertainty shape corporate investment behavior?," Research in International Business and Finance, Elsevier, vol. 74(C).
    27. Xiaotong Zhang, 2025. "Managerial Climate Attention and Systemic Risk of New Energy Vehicle Firms: Evidence from China," Sustainability, MDPI, vol. 17(17), pages 1-22, September.
    28. Ouyang, Xiaoling & Yao, Xin & Fan, Ru, 2025. "Assessing the impact of government environmental attention on corporate ESG performance: Empirical insights from A-share listed firms in China," International Review of Financial Analysis, Elsevier, vol. 103(C).
    29. Xu Zhang & Xing Bao, 2025. "Sustainable Transformation: The Impact of Climate Risk Perception on Corporate Operational Resilience in China," Sustainability, MDPI, vol. 17(8), pages 1-19, April.
    30. Tan, Chunzhi & Liu, Junjie & Ma, Junfeng & Liu, Bin & Ren, Boru, 2025. "When climate policies waver: Firms, debt, and the investment-financing maturity mismatch," Finance Research Letters, Elsevier, vol. 85(PB).
    31. Wang, Hua & Tan, Xinyu & Li, Mengzhe, 2025. "Extreme climate attention and corporate energy innovation: Empirical evidence from China," Energy Economics, Elsevier, vol. 148(C).
    32. Ma, Zhenbang & Xie, Yanxiang & Wang, Kai & Pu, Guifang, 2025. "Corporate climate risk perception and debt concentration," Finance Research Letters, Elsevier, vol. 77(C).
    33. Lan, Yong & Gao, Hanxiao & Zhou, Ping & Zhang, Hua & Li, Hailing, 2025. "The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis," Energy, Elsevier, vol. 319(C).
    34. Deng, Jing & Liu, Yejiao & Zhuang, Zhitao & Gu, Xuesong & Xing, Xiaoyun, 2024. "Do China and USA differ in the interrelationship between green bond and ESG markets?," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 919-934.

  46. Luo, Jiawen & Marfatia, Hardik A. & Ji, Qiang & Klein, Tony, 2023. "Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets," Energy Economics, Elsevier, vol. 117(C).

    Cited by:

    1. Zhang, Qun & Zhang, Zhendong & Luo, Jiawen, 2024. "Asymmetric and high-order risk transmission across VIX and Chinese futures markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    2. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2023. ""Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series"," IREA Working Papers 202309, University of Barcelona, Research Institute of Applied Economics, revised Jul 2023.
    3. Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling, 2023. "Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    4. Klein, Tony, 2024. "Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 222(C), pages 294-313.
    5. Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024. "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 316-333.
    6. Benk, Szilard & Gillman, Max, 2023. "Identifying money and inflation expectation shocks to real oil prices," Energy Economics, Elsevier, vol. 126(C).
    7. Razi, Ummara & Ramzan, Muhammad, 2025. "Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era," Applied Energy, Elsevier, vol. 389(C).
    8. Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
    9. Zhu, Bangzhu & Tian, Chao & Wang, Ping, 2024. "Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics," Energy Economics, Elsevier, vol. 134(C).
    10. Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2025. "Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach," Journal of Commodity Markets, Elsevier, vol. 39(C).
    11. Yao, Yinhong & Li, Jingyu & Chen, Wei, 2024. "Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1217-1233.
    12. Yin, Libo & Cao, Hong & Guo, Yumei, 2024. "The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions," Energy Economics, Elsevier, vol. 132(C).
    13. Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021. "Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning," QBS Working Paper Series 2021/04, Queen's University Belfast, Queen's Business School.
    14. Zaharieva, Martina Danielova & Virbickaitė, Audronė & Santos, André Portela, 2025. "Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach," Journal of Commodity Markets, Elsevier, vol. 39(C).

  47. Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2023. "The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence," Research in International Business and Finance, Elsevier, vol. 64(C).
    See citations under working paper version above.
  48. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).

    Cited by:

    1. Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024. "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 316-333.
    2. Lu, Xinjie & Ma, Feng & Guo, Qiang & Wang, Tianyang, 2025. "Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
    3. Yao, Yinhong & Feng, Zhuoqi & Liu, Xueyong, 2025. "Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method," International Review of Financial Analysis, Elsevier, vol. 103(C).
    4. Dan Yi & Sheng Lin & Jianlan Yang, 2025. "Global Climate Risk Perception and Its Dynamic Impact on the Clean Energy Market: New Evidence from Contemporaneous and Lagged R 2 Decomposition Connectivity Approaches," Sustainability, MDPI, vol. 17(8), pages 1-29, April.
    5. Adeabah, David & Pham, Thu Phuong, 2025. "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, vol. 141(C).
    6. Monika Zimmermann & Florian Ziel, 2024. "Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting," Papers 2408.00507, arXiv.org, revised Dec 2024.
    7. Yahya, Farzan & Lee, Chien-Chiang, 2025. "Unveiling the multifaceted role of climate readiness in stabilizing renewables integration: Evidence of energy transition dynamics from a multi-theoretical perspective," Renewable Energy, Elsevier, vol. 248(C).
    8. Zhiyong Zhang & Xiaokai Liu & Rula Sa & Meng Wang & Xianli Liu & Peiji Hu & Zhen Gao & Peixue Xing & Yan Zhao & Yong Geng, 2025. "The Impact of Climate Risk on China’s Energy Security," Energies, MDPI, vol. 18(17), pages 1-19, August.
    9. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
    10. Guo, Kun & Li, Yichong & Zhang, Yunhan & Ji, Qiang & Zhao, Wanli, 2023. "How are climate risk shocks connected to agricultural markets?," Journal of Commodity Markets, Elsevier, vol. 32(C).
    11. Deku, Solomon Y. & Morris, Diego, 2025. "Climate change and the rise of shadow banking: A global analysis," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    12. Jia, Huizhen, 2025. "Dynamic connection between climate risks and energy markets," International Review of Financial Analysis, Elsevier, vol. 102(C).
    13. Cui, Jinxin & Maghyereh, Aktham, 2025. "Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis," Journal of Commodity Markets, Elsevier, vol. 38(C).
    14. Shen, Yiran & Feng, Qianqian & Sun, Xiaolei, 2024. "Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).

  49. Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
    See citations under working paper version above.
  50. Guo, Kun & Li, Yichong & Zhang, Yunhan & Ji, Qiang & Zhao, Wanli, 2023. "How are climate risk shocks connected to agricultural markets?," Journal of Commodity Markets, Elsevier, vol. 32(C).

    Cited by:

    1. Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers 202434, University of Pretoria, Department of Economics.
    2. Mingyu Shu & Baoliu Liu & Jieli Wang & Yujie Huang, 2025. "How Climate Shocks Affect Stock Market Risk Spillovers: Evidence from Causal Forest Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 66(5), pages 4417-4449, November.
    3. Wu, Guo & Hu, Guoheng, 2024. "Asymmetric spillovers and resilience in physical and financial assets amid climate policy uncertainties: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
    4. Xu, Changxin & Chen, Zixu & Zhu, Wenjun & Zhi, Jiaqi & Yu, Yue & Shi, Changfeng, 2025. "Time-frequency spillover and early warning of climate risk in international energy markets and carbon markets: From the perspective of complex network and machine learning," Energy, Elsevier, vol. 318(C).
    5. Ting Zhang & Peng-Fei Li & Wei-Xing Zhou, 2025. "Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis," Papers 2503.06599, arXiv.org.
    6. Rangan Gupta & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
    7. Chaudhary Saad Ullah Hussain & Zhang Chenghu & Adnan Shoaib & Sidra Zia, 2026. "How Regional Development Shapes the Link Between Managerial Climate Awareness and ESG Performance: The Role of Investment Behavior and Managerial Myopia," Sustainable Development, John Wiley & Sons, Ltd., vol. 34(1), pages 1185-1198, February.
    8. Yongan Xu & Chao Liang, 2024. "Does extreme climate concern drive equity premiums? Evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
    9. Lei, Ziqi & Li, Ping & Wang, Yujing, 2025. "The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    10. Zhihong Niu & Yan Wang, 2026. "Risk Spillover Network in Commodity Markets Under Climate Transition Risk," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 45(3), pages 1036-1051, April.
    11. Zhou, Mingtao & Ma, Yong, 2025. "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    12. Guo, Kun & Bian, Yuan & Zhang, Dayong & Ji, Qiang, 2024. "ESG performance and corporate external financing in China: The role of rating disagreement," Research in International Business and Finance, Elsevier, vol. 69(C).
    13. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
    14. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    15. Dan Yi & Sheng Lin & Jianlan Yang, 2025. "Global Climate Risk Perception and Its Dynamic Impact on the Clean Energy Market: New Evidence from Contemporaneous and Lagged R 2 Decomposition Connectivity Approaches," Sustainability, MDPI, vol. 17(8), pages 1-29, April.
    16. Chen, Wen & Zhang, Qiuyue, 2025. "Can corporate climate risk drive digital transformation? Evidence from Chinese heavy-polluting enterprises," Technological Forecasting and Social Change, Elsevier, vol. 212(C).
    17. Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024. "Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change," Papers 2408.09669, arXiv.org, revised Dec 2024.
    18. Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
    19. Zhang, Liyuan & Xiang, Ruilin & Liao, Bowen & Yang, Qiming, 2025. "Energy poverty vs. climate risk: Unveiling threats to global and regional human development," Energy, Elsevier, vol. 339(C).
    20. Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2025. "Risk spillovers between the BRICS and the U.S. staple grain futures markets," Finance Research Letters, Elsevier, vol. 75(C).
    21. Dong, Xiyong & Jiang, Zhuhua & Yoon, Seong-Min, 2024. "Impact of global financial and energy markets, uncertainty, and climate change attention on Bitcoin carbon footprint," Finance Research Letters, Elsevier, vol. 70(C).
    22. Pham, Linh & Kamal, Javed Bin, 2024. "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, vol. 34(C).
    23. Wu, Ruirui, 2026. "How do climate risk and geopolitical risk impact shipping markets?," Research in International Business and Finance, Elsevier, vol. 81(C).
    24. Zhao, Wanli & Zhai, Xiangyang & Ji, Qiang & Liu, Zhenhua, 2024. "Measuring crisis from climate risk spillovers in European electricity markets," Energy Economics, Elsevier, vol. 134(C).
    25. Ylva Baeckström & Akanksha Jalan & Roman Matkovskyy & Julia Roloff, 2026. "The Influence of Ethical, Sustainable, and Environmental Beliefs on Individual Cryptocurrency Participation in Denmark, Finland, and Sweden," Journal of Business Ethics, Springer, vol. 204(4), pages 981-1007, April.
    26. Zhang, Yunhan & Zhao, Yu & Zheng, Qian, 2024. "Managerial climate attention and corporate carbon emissions: Sincerity or disguise？," International Review of Economics & Finance, Elsevier, vol. 94(C).
    27. Youtao Xiang & Sumuya Borjigin, 2024. "High–low volatility spillover network between economic policy uncertainty and commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1295-1319, August.
    28. Guo, Kun & Li, Yichong & Zhang, Yunhan & Chen, Yingtong & Ma, Yanran, 2024. "Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    29. Zhao, Lili & Lin, Yutong & Liu, Zhenhao & Yang, Guozheng, 2026. "Examining climate risk attention in stock markets: insights from quantile-on-quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
    30. Sercan Demiralay & Hatice Gaye Gencer & Alexander Brauneis, 2025. "Stock–Commodity Correlations, Optimal Hedging, and Climate Risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(10), pages 1693-1716, October.
    31. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
    32. Chien-Chiang Lee & Farzan Yahya & Md Reza Sultanuzzaman, 2024. "Monetary Policy Uncertainty and Agricultural Climate Risk: Does the Agricultural Kuznets Curve Exist?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(4), pages 631-654, December.
    33. Wang, Fei & Wang, Yongjian & Zhang, Zhenhua, 2025. "The effect of green finance on corporate biodiversity risks," International Review of Financial Analysis, Elsevier, vol. 108(PB).
    34. Lei Zhuang & Siqian Wang, 2025. "Energy Transition Consumption, Climate Risk Regulation and Economic Well-Being of Rural Households," Sustainability, MDPI, vol. 17(16), pages 1-18, August.
    35. Shang, Yuping & Sang, Shenghu & Tiwari, Aviral Kumar & Khan, Salahuddin & Zhao, Xin, 2024. "Impacts of renewable energy on climate risk: A global perspective for energy transition in a climate adaptation framework," Applied Energy, Elsevier, vol. 362(C).
    36. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
    37. Zhang, Yunhan & Ji, Qiang & Zhang, Dayong & Guo, Kun, 2024. "How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties," Energy Economics, Elsevier, vol. 131(C).
    38. Cui, Jinxin & Maghyereh, Aktham, 2025. "Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis," Journal of Commodity Markets, Elsevier, vol. 38(C).
    39. Qin, Jingrui & Liu, Dun & Liang, Chao, 2025. "The oil industry chain under climate risk: Evidence from China's listed oil companies," Journal of Commodity Markets, Elsevier, vol. 40(C).
    40. Zhang, Jun & Chen, Donghui, 2024. "Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?," Energy, Elsevier, vol. 312(C).
    41. Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    42. Yang, Hao & Yang, Jie & Feng, Yun, 2026. "Climate physical risks and the vulnerability of global agricultural commodities," Economics Letters, Elsevier, vol. 258(C).
    43. Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta, 2025. "Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis," Energy Economics, Elsevier, vol. 142(C).
    44. Lan, Yong & Gao, Hanxiao & Zhou, Ping & Zhang, Hua & Li, Hailing, 2025. "The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis," Energy, Elsevier, vol. 319(C).
    45. Xue, Huidan & Du, Yuxuan, 2024. "Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets," 2024 Annual Meeting, July 28-30, New Orleans, LA 343639, Agricultural and Applied Economics Association.
    46. Leirvik, Thomas, 2025. "Interactive effects of economic, geopolitical, and climate risks on commodity volatility," Journal of Commodity Markets, Elsevier, vol. 40(C).
    47. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).

  51. Donglan Liu & Xin Liu & Kun Guo & Qiang Ji & Yingxian Chang, 2023. "Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk," IJERPH, MDPI, vol. 20(2), pages 1-18, January.

    Cited by:

    1. Dan Xiong & Yiming Yan & Mengjiao Qin & Sensen Wu & Renyi Liu, 2023. "Quantitative Assessment of the Impact of Extreme Events on Electricity Consumption," Energies, MDPI, vol. 17(1), pages 1-18, December.
    2. Shen, Ying & Liang, Yanfen & Yang, Mei, 2025. "Research on the spillover effect among China's domestic carbon emission trading markets," Renewable and Sustainable Energy Reviews, Elsevier, vol. 214(C).
    3. Klepacka, Anna M. & Florkowski, Wojciech J. & Revoredo-Giha, Cesar & Neupane, Sulakshan, 2024. "Discerning energy and feed price effects on diary product prices in Poland," 2024 Annual Meeting, July 28-30, New Orleans, LA 343848, Agricultural and Applied Economics Association.
    4. Cowling, Marc & Rahman, Syahirah Abdul & Yang, Huan, 2025. "Do firms invest in energy adaptation? And, if so, why?," Energy Economics, Elsevier, vol. 149(C).
    5. Bo Yu & Zhijia Chang, 2024. "Connectedness of Carbon Price and Energy Price under Shocks: A Study Based on Positive and Negative Price Volatility," Sustainability, MDPI, vol. 16(12), pages 1-26, June.
    6. Guo, Kun & Liu, Fengqi & Sun, Xiaolei & Zhang, Dayong & Ji, Qiang, 2023. "Predicting natural gas futures’ volatility using climate risks," Finance Research Letters, Elsevier, vol. 55(PA).
    7. Xu, Yang & Dong, Chen & Zhang, Bowei & Gong, Mingyue & Wang, Xingyu, 2025. "The synergistic effect of carbon trading and green credit on manufacturing enterprises' production decisions and sustainability performance," International Review of Economics & Finance, Elsevier, vol. 103(C).
    8. Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
    9. Guo, Kun & Liu, Yu & Cao, Shanwei & Zhai, Xiangyang & Ji, Qiang, 2025. "Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia," Energy, Elsevier, vol. 315(C).
    10. Wang, Yiqi & Lu, Huiyu & Yang, Yang & Ji, Junping & He, Daojing & Huang, Qisheng, 2025. "Carbon emissions cost pass-through effect in the reserve ancillary services market," Renewable Energy, Elsevier, vol. 243(C).
    11. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    12. Lan, Yong & Gao, Hanxiao & Zhou, Ping & Zhang, Hua & Li, Hailing, 2025. "The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis," Energy, Elsevier, vol. 319(C).
    13. Simionescu, Mihaela & Radulescu, Magdalena, 2025. "Electricity prices, renewable energy, and sustainability of the energy and manufacturing sectors in the new EU member states," Utilities Policy, Elsevier, vol. 95(C).

  52. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
    See citations under working paper version above.
  53. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).

    Cited by:

    1. Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024. "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, vol. 136(C).
    2. Chen, Ting & Zhou, Dequn & Ding, Hao & Shi, Xunpeng, 2025. "Implications of energy transition on regional employments in China," Energy Policy, Elsevier, vol. 206(C).
    3. Tingguo Zheng & Hongyin Zhang & Shiqi Ye, 2024. "Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network," Papers 2405.02575, arXiv.org, revised Oct 2024.
    4. Wang, Tiantian & Wu, Fei & Zhang, Dayong, 2025. "Evolution of the oil and gas price-linkage with multiple uncertainties," Energy Economics, Elsevier, vol. 151(C).
    5. Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024. "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 316-333.
    6. Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024. "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, vol. 134(C).
    7. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2024. "China's monetary policy framework and global commodity prices," Energy Economics, Elsevier, vol. 138(C).
    8. Yue Ma & Ling Miao & Lianyong Feng & Ruirui Fang, 2026. "The ripple effects of international energy prices on domestic products in China under external shocks," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 28(3), pages 7129-7145, March.
    9. Shao, Liuguo & Nong, Hao & Zhang, Hua, 2026. "Analysis of homogeneous and heterogeneous response of clean energy metal prices under geopolitical risk shocks," Energy Policy, Elsevier, vol. 208(C).
    10. Nilu, Tanzila Yeasmin & Ahmed, Shek & Wang, Chuanxu, 2025. "Structural dynamics and volatility channels in bulk shipping: A time and frequency domain connectedness analysis," Energy, Elsevier, vol. 336(C).
    11. Bo Yu & Zhijia Chang, 2024. "Connectedness of Carbon Price and Energy Price under Shocks: A Study Based on Positive and Negative Price Volatility," Sustainability, MDPI, vol. 16(12), pages 1-26, June.
    12. Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu, 2024. "Over-expected shocks and financial market security: Evidence from China's markets," Research in International Business and Finance, Elsevier, vol. 68(C).
    13. Xun Cao & Wenxin Li & Siqi Meng & Xin Zhao & Mianzhi Yang, 2024. "Research on the Effect of Marketization Reform on the Price of Aviation Kerosene in China," Sustainability, MDPI, vol. 16(5), pages 1-16, March.
    14. Boqiang Lin & Tianxu Lan, 2024. "The time‐varying volatility spillover effects between China's coal and metal market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 699-719, May.
    15. Hou, Yaru & Yang, Mian & Ma, Yanran & Zhang, Haiying, 2024. "Study on city's energy transition: Evidence from the establishment of the new energy demonstration cities in China," Energy, Elsevier, vol. 292(C).
    16. Wei, Kai & Lin, Boqiang, 2024. "Spatial evolution of global household clean cooking energy transition: Convergent clubs and drivers," Applied Energy, Elsevier, vol. 372(C).
    17. Liang, Qian & Lin, Qingyuan & Guo, Mengzhuo & Lu, Quanying & Zhang, Dayong, 2025. "Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model," International Review of Financial Analysis, Elsevier, vol. 102(C).
    18. Tiwari, Aviral Kumar & Dam, Mehmet Metin & Altıntaş, Halil & Bekun, Festus Victor, 2025. "The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches," Energy Economics, Elsevier, vol. 141(C).
    19. Koulmas, Pavlos & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Karadimitropoulou, Aikaterini & Karkalakos, Sotiris, 2024. "Energy firms in China towards resilience: A dynamic quantile connectedness approach," Energy Economics, Elsevier, vol. 139(C).

  54. Fei Wu & Zhiwei Zhang & Dayong Zhang & Qiang Ji, 2023. "Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach," Annals of Operations Research, Springer, vol. 330(1), pages 119-153, November.

    Cited by:

    1. Wang, Jia & Cao, Yuan & Xiong, Xiong, 2025. "Multiscale dependence and risk contagion between European carbon market, energy, and financial markets," Energy, Elsevier, vol. 335(C).
    2. Melo-Velandia, Luis Fernando & Otero, Jesús & Ramírez-González, Mahicol Stiben, 2025. "Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis," International Review of Financial Analysis, Elsevier, vol. 107(C).
    3. Zhao, Xia & Sun, Xiao & Huang, Jiefei & Meng, Qingchun, 2025. "Systemic importance of Chinese financial institutions based on the QC-ISAM-ARMA temporal network with coupling," The Quarterly Review of Economics and Finance, Elsevier, vol. 101(C).
    4. Rehman, Shafique Ur & Wu, Desheng, 2025. "Managing extreme risks and interdependence between green cryptocurrencies and precious metals," International Review of Financial Analysis, Elsevier, vol. 106(C).

  55. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, vol. 11(11), pages 1-9, October.
    See citations under working paper version above.
  56. Liu, Zhenhua & Ji, Qiang & Zhai, Pengxiang & Ding, Zhihua, 2023. "Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications," Research in International Business and Finance, Elsevier, vol. 66(C).

    Cited by:

    1. Lin, Wensheng & Wang, Xuewu, 2025. "Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences," Economic Modelling, Elsevier, vol. 152(C).
    2. Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
    3. Kočenda, Evžen & Moravcová, Michala, 2024. "Frequency volatility connectedness and portfolio hedging of U.S. energy commodities," Research in International Business and Finance, Elsevier, vol. 69(C).
    4. Wu, Ruirui, 2026. "How do climate risk and geopolitical risk impact shipping markets?," Research in International Business and Finance, Elsevier, vol. 81(C).
    5. Zhu, Bangzhu & Tian, Chao & Wang, Ping, 2024. "Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics," Energy Economics, Elsevier, vol. 134(C).
    6. Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong, 2024. "Crude oil futures and the short-term price predictability of petroleum products," Energy, Elsevier, vol. 307(C).
    7. Gong, Xiao-Li & Jia, Kai-Wen & Xiong, Xiong, 2025. "How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict," International Review of Economics & Finance, Elsevier, vol. 103(C).
    8. Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023. "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, vol. 86(PA).
    9. Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024. "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
    10. Han, SeungOh, 2025. "Dynamic risk and hedging strategies in post-COVID digital asset sectors," Research in International Business and Finance, Elsevier, vol. 75(C).

  57. Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023. "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, vol. 58(PC).
    See citations under working paper version above.
  58. Guo, Kun & Liu, Fengqi & Sun, Xiaolei & Zhang, Dayong & Ji, Qiang, 2023. "Predicting natural gas futures’ volatility using climate risks," Finance Research Letters, Elsevier, vol. 55(PA).

    Cited by:

    1. Jaeseok Yun & Sungyeon Kim & Jinmin Kim, 2024. "Digital Twin Technology in the Gas Industry: A Comparative Simulation Study," Sustainability, MDPI, vol. 16(14), pages 1-29, July.
    2. Kuang, Hewu & Liang, Yiyan & Zhao, Wenjia & Cai, Jiahong, 2023. "Impact of natural resources and technology on economic development and sustainable environment – Analysis of resources-energy-growth-environment linkages in BRICS," Resources Policy, Elsevier, vol. 85(PB).
    3. Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024. "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, vol. 91(C).
    4. Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024. "Climate change and crude oil prices: An interval forecast model with interval-valued textual data," Energy Economics, Elsevier, vol. 134(C).
    5. Hu, Zuwu & Liu, Ling, 2025. "Influence of natural disasters on stock prices in the aviation, hospitality, and tourism industries: Perspective based on crash risk and investor sentiment," Finance Research Letters, Elsevier, vol. 76(C).
    6. Oleksandr Castello & Marina Resta, 2023. "A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling," Energies, MDPI, vol. 16(12), pages 1-22, June.
    7. Chen, Shengming & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas," Resources Policy, Elsevier, vol. 85(PA).
    8. Lu, Xunfa & He, Pengchao & Zhang, Zhengjun & Apergis, Nicholas & Roubaud, David, 2024. "Extreme co-movements between decomposed oil price shocks and sustainable investments," Energy Economics, Elsevier, vol. 134(C).
    9. Adeabah, David & Pham, Thu Phuong, 2025. "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, vol. 141(C).
    10. Liu, Changyu & Wang, Jing & Ji, Qiang & Zhang, Dayong, 2024. "To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance," International Review of Financial Analysis, Elsevier, vol. 93(C).
    11. Ding, Lili & Zhao, Haoran & Zhang, Rui, 2024. "Predicting multi-frequency crude oil price dynamics: Based on MIDAS and STL methods," Energy, Elsevier, vol. 313(C).
    12. Zhang, Yu & Yu, Xin & Zhang, Peng & Zhang, Haoran, 2025. "Price impacts of natural gas chokepoints on China: an energy security analysis of the Russia-Ukraine conflict," Utilities Policy, Elsevier, vol. 96(C).
    13. Haithem Awijen & Sami Ben Jabeur & Julien Pillot, 2026. "Interpretable machine learning models for ESG stock prices under transition and physical climate risk," Annals of Operations Research, Springer, vol. 357(1), pages 191-221, February.
    14. Wang, Lu & Wang, Xing & Liang, Chao, 2024. "Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
    15. Yahya, Farzan & Lee, Chien-Chiang, 2025. "Unveiling the multifaceted role of climate readiness in stabilizing renewables integration: Evidence of energy transition dynamics from a multi-theoretical perspective," Renewable Energy, Elsevier, vol. 248(C).
    16. Jiang, Wei & Tang, Wanqing & Li, Jianfeng & Wei, Xiaokun, 2025. "Climate risk and renewable energy market volatility: Machine learning approach," Research in International Business and Finance, Elsevier, vol. 76(C).
    17. Liu, Min & Huang, Jianzhong & Liu, Shuai, 2026. "Artificial intelligence assets and energy markets: Risk correlation dynamics and determinants," Utilities Policy, Elsevier, vol. 98(C).
    18. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).

  59. Zhang, Qi & Gu, Baihe & Zhang, Haiying & Ji, Qiang, 2023. "Emission reduction mode of China's provincial transportation sector: Based on “Energy+” carbon efficiency evaluation," Energy Policy, Elsevier, vol. 177(C).

    Cited by:

    1. Zhu, Hongtao & Cao, Shuang & Su, Zimeng & Zhuang, Yang, 2024. "China's future energy vision: Multi-scenario simulation based on energy consumption structure under dual carbon targets," Energy, Elsevier, vol. 301(C).
    2. Wang, Shubin & Li, Jiabao & Lu, Quanying, 2024. "Optimization of carbon peaking achieving paths in China's transportation sector under digital feature clustering," Energy, Elsevier, vol. 313(C).
    3. Sai, Rockson & Yuan, Hongping & Kwabena Takyi, Ebenezer & Abudu, Hermas & Agyeman, Stephen, 2025. "Evaluation of transport carbon efficiency, reduction potential, and influencing factors in Africa," Transport Policy, Elsevier, vol. 162(C), pages 65-83.
    4. Jia, Tingwen & Li, Chengjiang & Wang, Honglei & Hu, Yu-jie & Wang, Shiyuan & Xu, Guoteng & Hoang, Anh Tuan, 2024. "Subsidy policy or dual-credit policy? Evolutionary game analysis of green methanol vehicles promotion," Energy, Elsevier, vol. 293(C).
    5. Gao, Xinran & Shao, Shuai & Gao, Qiufeng & Zhang, Yun & Wang, Xiaomeng & Wang, Yue, 2025. "Factors influencing carbon emissions and low-carbon paths in China's transportation industry," Energy, Elsevier, vol. 323(C).
    6. Wang, Liangmin & Xue, Weixian & Si, Jingjing & Sheng, Zhanlei, 2025. "Synergizing pollution control and carbon reduction in China’s Yellow River Basin: Exploring the roles of policy, technology, and structural transformation," Land Use Policy, Elsevier, vol. 157(C).
    7. Guo, Xiaoyan & He, Junliang & Yu, Hang & Liu, Mei, 2023. "Carbon peak simulation and peak pathway analysis for hub-and-spoke container intermodal network," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 180(C).
    8. Wang, Luojia & Du, Kerui & Shao, Shuai, 2024. "Transportation infrastructure and carbon emissions: New evidence with spatial spillover and endogeneity," Energy, Elsevier, vol. 297(C).
    9. Xuanwei Zhao & Jinsong Han, 2025. "How Is Transportation Sector Low-Carbon (TSLC) Research Developing After the Paris Agreement (PA)? A Decade Review," Sustainability, MDPI, vol. 17(5), pages 1-28, March.
    10. Liu, Xiao & Zhou, Xiaoyong, 2025. "Determinants of carbon emissions from road transportation in China: An extended input-output framework with production-theoretical approach," Energy, Elsevier, vol. 316(C).
    11. Cui, Qi & Li, Xiaofan & Bai, Xiaoxin & He, Ling & Liu, Mengting, 2025. "How the synergy effect between renewable electricity deployment and terminal electrification mitigates transportation sectors' carbon emissions in China?," Transport Policy, Elsevier, vol. 166(C), pages 135-147.
    12. Mao, Yumeng & Li, Xuemei & Jiao, Dehan & Zhao, Xiaolei, 2024. "Characterizing the spatial correlation network structure and impact mechanism of carbon emission efficiency: Evidence from China's transportation sector," Energy, Elsevier, vol. 313(C).
    13. Yao, Lianxiao & Chen, Weidong, 2025. "Temporal and spatial evolution of low-carbon transportation efficiency and its influencing factors in China," Energy, Elsevier, vol. 315(C).
    14. Nanyue Jiang & Chonghui Zhang & Weihua Su & Huanhuan Jin & Tomas Balezentis, 2024. "Towards carbon‐neutral society: Reconciling peak carbon strategy and thermal power generation via regional eco‐efficiency analysis," Sustainable Development, John Wiley & Sons, Ltd., vol. 32(4), pages 2944-2961, August.
    15. Liu, Yajie & Dong, Feng & Wang, Yulong & Li, Jingyun & Qin, Chang, 2023. "Assessment of the energy-saving and environment effects of China's gasoline vehicle withdrawal under the impact of geopolitical risks," Resources Policy, Elsevier, vol. 86(PB).
    16. Chuanqing Wu & Heshun Deng & Hao Zhao & Qiwei Xia, 2025. "Spatiotemporal evolution and convergence patterns of urban carbon emission efficiency in China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-13, December.
    17. Chang Gao & Yueyang Du & Yuhao Zhao & Yingqiao Jia & Jiansheng Wu, 2024. "Response of Low Carbon Level to Transportation Efficiency in Megacities: A Case Study of Beijing, China," Land, MDPI, vol. 13(7), pages 1-21, July.
    18. Yao Yi & Z.Y. Sun & Bi-An Fu & Wen-Yu Tong & Rui-Song Huang, 2025. "Accelerating Towards Sustainability: Policy and Technology Dynamic Assessments in China’s Road Transport Sector," Sustainability, MDPI, vol. 17(8), pages 1-38, April.
    19. Gurler, Hasan Emin & Pamucar, Dragan & Özçalıcı, Mehmet, 2026. "Enhancing energy efficiency and emission reduction: A data-driven analysis of sustainable transportation in the EU," Renewable Energy, Elsevier, vol. 257(C).

  60. Chai, Shanglei & Cao, Mengjun & Li, Qiang & Ji, Qiang & Liu, Zuankuo, 2023. "Exploring the nexus between ESG disclosure and corporate sustainable growth: Moderating role of media attention," Finance Research Letters, Elsevier, vol. 58(PC).

    Cited by:

    1. Hou, Bo & Huang, Wenhui & Wang, Xiji & Wang, Jizhou, 2025. "Green investments and their effect on ESG ratings: An empirical analysis of Chinese publicly traded companies," Research in International Business and Finance, Elsevier, vol. 74(C).
    2. Yanqi Sun & Jingtong Wu & Tairan Kevin Huang & Howard Davey & Yuzhong Lu, 2026. "Is ESG Transparency the Fruit of Corporate Digitalization: Strategic Pathways to Enhanced ESG Disclosure?," Business Strategy and the Environment, Wiley Blackwell, vol. 35(3), pages 3923-3951, March.
    3. Yuan, Wei & Zhang, Minqiang & Guo, Xiaomei & Jiang, Yihuo, 2025. "ESG disclosure and firm long-term value: The mediating effect of tax avoidance," Finance Research Letters, Elsevier, vol. 83(C).
    4. Bagh, Tanveer & Hunjra, Ahmed Imran & Corbet, Shaen, 2025. "The impact of corporate governance on firm value: Understanding the role of strategic change," International Review of Economics & Finance, Elsevier, vol. 103(C).
    5. Zhang, Fan & Lai, Xiaobing & Guo, Chong, 2024. "ESG disclosure and investment-financing maturity mismatch: Evidence from China," Research in International Business and Finance, Elsevier, vol. 70(PA).
    6. Wilawan Dungtripop & Pankaewta Lakkanawanit & Trairong Sawatdikun & Muttanachai Suttipun & Lidya Primta Surbakti, 2025. "The Impact of Corporate Reporting Quality on Sustainable Growth Through Integrated Reporting Lens in Thai Listed Companies," JRFM, MDPI, vol. 18(5), pages 1-25, May.
    7. Abdulateif A Almulhim & Abdullah A Aljughaiman & Thamir Al Barrak & Kaouther Chebbi & Nagwa Amin, 2024. "The power of ESG in shaping dividend policy: Illuminating the role of financial sustainability in an emerging market," PLOS ONE, Public Library of Science, vol. 19(12), pages 1-23, December.
    8. Xu, Xiaoying & Jin, Mei & Gong, Xinshu, 2024. "Local environmental goal constraint intensity and corporate ESG performance: An empirical observation based on China," Finance Research Letters, Elsevier, vol. 62(PB).
    9. Zhu, Fengzhan & Zhang, Dan & Li, Li, 2025. "Effects of digital media development on corporate financial behavior: Moderating role of corporate social responsibility," Finance Research Letters, Elsevier, vol. 74(C).
    10. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Abdullah, Mohammad & Ji, Qiang & Sulong, Zunaidah, 2024. "Monetary policy uncertainty and ESG performance across energy firms," Energy Economics, Elsevier, vol. 136(C).
    11. Liao, Zhaoguang & Xiao, Luan, 2025. "Government environmental regulation, media attention, and corporate green innovation," International Review of Economics & Finance, Elsevier, vol. 97(C).
    12. Hong Xu & Yukun Li & Weifen Lin & Hui Wang, 2024. "ESG and customer stability: a perspective based on external and internal supervision and reputation mechanisms," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
    13. Tang, Weiran & Tang, Maolin, 2025. "Media attention, internal control quality, and legal litigation," Finance Research Letters, Elsevier, vol. 73(C).
    14. Hou, Fang & Gao, Wangbo, 2025. "Legal consultation and strategic planning: High-quality legal advisors’ influence on corporate long-term development strategies," Finance Research Letters, Elsevier, vol. 80(C).
    15. Lin, Shu Ling & Lin, Yu Rou & Jin, Xiao, 2025. "How can media attention reveal ESG improvement opportunities? A multi-algorithm machine learning-based approach for Taiwan’s electronics industry," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
    16. Zhang, Hua & Lai, Jie & Guo, Zheng, 2025. "When greenwashing meets ESG: Exploring the role of third-party ESG ratings in corporate greenwashing behavior," Journal of Business Research, Elsevier, vol. 200(C).
    17. Xu, Siyun & Bai, Xiaodong & Chen, Xia, 2025. "Corporate environmental, social, and governance performance, investor attention, and corporate development capability—An empirical examination based on moderating and threshold effects," International Review of Financial Analysis, Elsevier, vol. 102(C).
    18. Lin, Xin-Yi & Liu, Jing-Yue & Zhang, Yue-Jun, 2024. "Does corporate social responsibility affect stock liquidity? Evidence from China," Finance Research Letters, Elsevier, vol. 60(C).
    19. Zhang, Xuehui & Mu, Guoying & Han, Fei, 2025. "The nonlinear impact of firms' ESG disclosures on analysts' earnings forecast accuracy," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    20. Nan Wu & Boqiang Lin, 2026. "Green information disclosure and shareholding preferences of institutional investors: the case of China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-32, December.
    21. Tanveer Bagh & Ahmed Imran Hunjra & Yongsheng Guo & Elie Bouri, 2025. "Corporate capital structure in BRICS economies: An integrated analysis of ESG, firm, industry, and macroeconomic determinants," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 2682-2704, July.
    22. Huang, Zhengzheng & Hao, Yanwei, 2025. "Changes in stock price synchronicity driven by digital transformation: The role of media attention and accounting conservatism," Finance Research Letters, Elsevier, vol. 79(C).
    23. Zhang, Hua & Lai, Jie, 2024. "Greening through ESG: Do ESG ratings improve corporate environmental performance in China?," International Review of Economics & Finance, Elsevier, vol. 96(PC).
    24. Bagh, Tanveer & Zhou, Bingjun & Alawi, Suha Mahmoud & Azam, Rauf I, 2024. "ESG resilience: Exploring the non-linear effects of ESG performance on firms sustainable growth," Research in International Business and Finance, Elsevier, vol. 70(PA).
    25. Wang, Miao & Wang, Yiduo & Wen, Shouxun, 2024. "ESG performance and green innovation in new energy enterprises: Does institutional environment matter?," Research in International Business and Finance, Elsevier, vol. 71(C).

  61. Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022. "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, vol. 61(C).

    Cited by:

    1. Guglielmo Maria Caporale & Alex Plastun, 2023. "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series 10213, CESifo.
    2. Xianyang Li & Jiayi Xu & Haoxuan Xu & Yunxuan Ma & Yu Zhong & Lei Wang, 2023. "An Empirical Study on the Holiday Effect of China's Time-Honored Companies," Papers 2308.00702, arXiv.org.
    3. Potrykus Marcin & Augustynowicz Urszula, 2024. "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 60(3), pages 157-172.
    4. Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024. "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, vol. 90(C).
    5. Potrykus, Marcin & Ramzan, Imran & Bouri, Elie, 2025. "Investing in national art markets: Price explosivity and co-explosivity," Research in International Business and Finance, Elsevier, vol. 80(C).
    6. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2024. "Evaluating asset pricing anomalies: Evidence from Latin America," Research in International Business and Finance, Elsevier, vol. 70(PB).
    7. Kristjanpoller, Werner & Miranda Tabak, Benjamin, 2025. "Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 658(C).
    8. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.

  62. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022. "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 134-157, January.

    Cited by:

    1. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
    2. Hasselgren, Anton & Hou, Ai Jun & Suardi, Sandy & Xu, Caihong & Ye, Xiaoxia, 2025. "Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?," International Journal of Forecasting, Elsevier, vol. 41(1), pages 141-152.
    3. Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024. "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, vol. 132(C).
    4. Zhang, Li & Wang, Lu & Wang, Xunxiao & Zhang, Yaojie & Pan, Zhigang, 2022. "How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method," Resources Policy, Elsevier, vol. 77(C).
    5. Sikiru, AbdulSalam Adeyemi & Salisu, Afees A., 2025. "Exchange Rate Variability in Nigeria: Drivers and Remedial Monetary Policy," MPRA Paper 123526, University Library of Munich, Germany.
    6. Wang, Cheng & Bouri, Elie & Xu, Yahua & Zhang, Dingsheng, 2023. "Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks," Energy Economics, Elsevier, vol. 127(PB).
    7. Salisu, Afees A. & Isah, Kazeem & Oloko, Tirimisiyu O., 2024. "Technology shocks and crude oil market connection: The role of climate change," Energy Economics, Elsevier, vol. 130(C).
    8. Gao, Wang & Zhang, Linlin & Zhang, Haizhen & Zhang, Hongwei, 2024. "The role of trade policy uncertainty on contemporaneous and lagged connectedness between critical raw materials and high-tech markets: Evidence from China," Resources Policy, Elsevier, vol. 98(C).
    9. Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023. "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, vol. 58(PC).
    10. Wu, Ruirui & Qin, Zhongfeng & Liu, Bing-Yue, 2023. "Connectedness between carbon and sectoral commodity markets: Evidence from China," Research in International Business and Finance, Elsevier, vol. 66(C).
    11. Zhu, Bangzhu & Tian, Chao & Wang, Ping, 2024. "Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics," Energy Economics, Elsevier, vol. 134(C).
    12. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025. "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, vol. 79(C).
    13. Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022. "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, vol. 114(C).
    14. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023. "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers 202336, University of Pretoria, Department of Economics.
    15. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?," Resources Policy, Elsevier, vol. 91(C).
    16. Hong, Yanran & Cao, Shijiao & Xu, Pengfei & Pan, Zhigang, 2024. "Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective," International Review of Financial Analysis, Elsevier, vol. 91(C).
    17. Zhang, Lei & Chen, Yan & Bouri, Elie, 2024. "Time-varying jump intensity and volatility forecasting of crude oil returns," Energy Economics, Elsevier, vol. 129(C).
    18. Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024. "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, vol. 40(1), pages 29-43.
    19. Kruse-Becher, Robinson & Letixerant, Philip, 2025. "Oil price expectations in explosive phases," Energy Economics, Elsevier, vol. 152(C).
    20. Zhangying Li & O-Chia Chuang & Rangan Gupta & Elie Bouri, 2025. "The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach," Working Papers 202528, University of Pretoria, Department of Economics.
    21. Hasnain Iftikhar & Aimel Zafar & Josue E. Turpo-Chaparro & Paulo Canas Rodrigues & Javier Linkolk López-Gonzales, 2023. "Forecasting Day-Ahead Brent Crude Oil Prices Using Hybrid Combinations of Time Series Models," Mathematics, MDPI, vol. 11(16), pages 1-19, August.
    22. Jin Chen & Yue Chen & Wei Zhou, 2024. "Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-17, December.

  63. Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022. "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    See citations under working paper version above.
  64. Ding, Hao & Ji, Qiang & Ma, Rufei & Zhai, Pengxiang, 2022. "High-carbon screening out: A DCC-MIDAS-climate policy risk method," Finance Research Letters, Elsevier, vol. 47(PA).

    Cited by:

    1. Poshan Yu & Haoran Xu & Jianing Chen, 2024. "Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches," JRFM, MDPI, vol. 17(5), pages 1-29, May.
    2. Huthaifa Alqaralleh, 2024. "The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 845-866, December.
    3. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024. "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, vol. 85(C).
    4. Wang, Cong & Chen, Bo & Song, Yu & Wang, Xinyi, 2025. "Sino–US relations, climate policy uncertainty and rare earth prices," Energy, Elsevier, vol. 327(C).
    5. Zhang, Hongwei & Hong, Huojun & Ding, Shijie, 2023. "The role of climate policy uncertainty on the long-term correlation between crude oil and clean energy," Energy, Elsevier, vol. 284(C).
    6. Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024. "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, vol. 61(C).
    7. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2024. "China's monetary policy framework and global commodity prices," Energy Economics, Elsevier, vol. 138(C).
    8. Sun, Xiaolei & Shen, Yiran & Guo, Kun & Ji, Qiang, 2023. "Sovereign ratings change under climate risks," Research in International Business and Finance, Elsevier, vol. 66(C).
    9. Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022. "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, vol. 78(C).
    10. Guo, Yaoqi & Deng, Yiwen & Zhang, Hongwei, 2023. "How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional/green bond markets?," Finance Research Letters, Elsevier, vol. 57(C).
    11. Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
    12. Guo, Kun & Liu, Fengqi & Sun, Xiaolei & Zhang, Dayong & Ji, Qiang, 2023. "Predicting natural gas futures’ volatility using climate risks," Finance Research Letters, Elsevier, vol. 55(PA).
    13. Hu, Zinan & Borjigin, Sumuya, 2024. "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    14. Huang, Zishan & Zhu, Huiming & Deng, Xi & Zeng, Tian, 2024. "Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress," Finance Research Letters, Elsevier, vol. 67(PA).
    15. Li, Yilin & Li, Keying & Li, Juan & Zheng, Yinglong & Tian, Grace (Li) & Wang, David (Han), 2025. "Environmental courts, green credit, and corporate carbon reduction," Finance Research Letters, Elsevier, vol. 79(C).
    16. Zhang, Yunhan & Zhao, Yu & Zheng, Qian, 2024. "Managerial climate attention and corporate carbon emissions: Sincerity or disguise？," International Review of Economics & Finance, Elsevier, vol. 94(C).
    17. Kim, BuKwon & Dong, Xiyong & Yoon, Seong-Min, 2024. "Does uncertainty affect the relationship between green bond and carbon markets?," Finance Research Letters, Elsevier, vol. 70(C).
    18. Yao, Yinhong & Li, Jingyu & Chen, Wei, 2024. "Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1217-1233.
    19. Chu, Wen-Jun & Fan, Li-Wei & Zhou, P., 2024. "Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis," Energy Economics, Elsevier, vol. 138(C).
    20. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
    21. Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min, 2023. "Can bonds hedge stock market risks? Green bonds vs conventional bonds," Finance Research Letters, Elsevier, vol. 52(C).
    22. Ma, Rufei & Deng, Liqian & Ji, Qiang & Zhai, Pengxiang, 2022. "Environmental regulations, clean energy access, and household energy poverty: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
    23. Ma, Dandan & Zhang, Yunhan & Ji, Qiang & Zhao, Wan-Li & Zhai, Pengxiang, 2024. "Heterogeneous impacts of climate change news on China's financial markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
    24. Yang, Wen & Zhao, Keqing, 2024. "Cross-border capital flows and low-carbon economic development: Examining the impact of foreign shareholding," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    25. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    26. Changyu Liu & Wei Li & Le Chang & Qiang Ji, 2024. "How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
    27. Xu, Shuanglei & Zhao, Xiaomeng & Taghizadeh-Hesary, Farhad, 2025. "Towards the environmental sustainability path: the role of fintech, renewable energy consumption, and climate policy uncertainty," Energy Policy, Elsevier, vol. 207(C).
    28. Zhang, Xinhua & Zhang, Qianqian & Dai, Zhifeng & Zhang, Xiaotong, 2023. "The impact of carbon markets on the financial performance of power producers: Evidence based on China," Energy Economics, Elsevier, vol. 127(PA).
    29. Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Hossain, Md. Naiem & Park, Donghyun, 2023. "How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets," Energy Economics, Elsevier, vol. 128(C).
    30. Chen, Zhuoyi & Liu, Yuanyuan & Zhang, Hongwei, 2024. "Can geopolitical risks impact the long-run correlation between crude oil and clean energy markets? Evidence from a regime-switching analysis," Renewable Energy, Elsevier, vol. 229(C).
    31. Lei, Lei & Zhang, Dayong & Ji, Qiang & Guo, Kun & Wu, Fei, 2023. "A text-based managerial climate attention index of listed firms in China," Finance Research Letters, Elsevier, vol. 55(PA).
    32. Ren, Xiaohang & Li, Jingyao & He, Feng & Lucey, Brian, 2023. "Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests," Renewable and Sustainable Energy Reviews, Elsevier, vol. 173(C).

  65. Xin Sheng & Rangan Gupta & Qiang Ji, 2022. "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 927-931, June.
    See citations under working paper version above.
  66. Zhaobo Zhu & Licheng Sun & Jun Tu & Qiang Ji, 2022. "Oil price shocks and stock market anomalies," Financial Management, Financial Management Association International, vol. 51(2), pages 573-612, June.
    See citations under working paper version above.
  67. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
    See citations under working paper version above.
  68. Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    See citations under working paper version above.
  69. Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022. "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, vol. 313(1), pages 77-103, June.

    Cited by:

    1. Mao, Yaqi & Yu, Xiaobing & Liu, Jia & Wang, Feng & Zhang, Aixin & Zhu, Junhua, 2025. "Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach," Energy, Elsevier, vol. 332(C).
    2. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
    3. Wang, Tiantian & Wu, Fei & Zhang, Dayong, 2025. "Evolution of the oil and gas price-linkage with multiple uncertainties," Energy Economics, Elsevier, vol. 151(C).
    4. Pan, Zhiyuan & Zhong, Hao & Wang, Yudong & Huang, Juan, 2024. "Forecasting oil futures returns with news," Energy Economics, Elsevier, vol. 134(C).
    5. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024. "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, vol. 94(C).
    6. Shi, Chunpei & Wei, Yu & Li, Xiafei & Liu, Yuntong, 2023. "Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil," Energy Economics, Elsevier, vol. 126(C).
    7. Viviana Fanelli & Claudio Fontana & Francesco Rotondi, 2023. "A hidden Markov model for statistical arbitrage in international crude oil futures markets," Papers 2309.00875, arXiv.org, revised Feb 2026.
    8. Ali, Fahad & Khurram, Muhammad Usman, 2025. "Leverage effects, volatility innovation spillovers, and inter- and intra-market asymmetric dependencies in cryptocurrencies and CFDs on equity indices: Evidence from high-frequency around-the-clock data," International Review of Financial Analysis, Elsevier, vol. 107(C).
    9. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2024. "China's monetary policy framework and global commodity prices," Energy Economics, Elsevier, vol. 138(C).
    10. Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad & Rizvi, Syed Kumail Abbas, 2023. "Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential," Energy Economics, Elsevier, vol. 128(C).
    11. Yang, Jie & Feng, Yun & Yang, Hao, 2025. "Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    12. Zhu, Bangzhu & Tian, Chao & Wang, Ping, 2024. "Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics," Energy Economics, Elsevier, vol. 134(C).
    13. Yao, Yinhong & Li, Jingyu & Chen, Wei, 2024. "Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1217-1233.
    14. Zhang, Yunhan & Ji, Qiang & Zhang, Dayong & Guo, Kun, 2024. "How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties," Energy Economics, Elsevier, vol. 131(C).
    15. Yang, Jie & Feng, Yun & Yang, Hao, 2024. "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    16. Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023. "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, vol. 86(PA).
    17. Huang, Yisu & Xu, Weiju & Huang, Dengshi & Zhao, Chenchen, 2023. "Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective," Resources Policy, Elsevier, vol. 80(C).
    18. Li, Zijun & Ma, Feng & Zhang, Jixiang & Zhou, Xiaozhou, 2025. "The financial risk concern in China: A powerful predictor of stock market volatility," Research in International Business and Finance, Elsevier, vol. 80(C).
    19. Michał Dominik Stasiak & Żaneta Staszak, 2024. "Modelling and Forecasting Crude Oil Prices Using Trend Analysis in a Binary-Temporal Representation," Energies, MDPI, vol. 17(14), pages 1-13, July.
    20. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
    21. Yang, Jie & Feng, Yun & Yang, Hao, 2024. "Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective," Energy Economics, Elsevier, vol. 140(C).

  70. Qiang Ji & Ronald D. Ripple & Dayong Zhang & Yuqian Zhao, 2022. "Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies," The Energy Journal, , vol. 43(1_suppl), pages 1-24, June.

    Cited by:

    1. Billah, Mabruk, 2025. "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, vol. 75(C).
    2. Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024. "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, vol. 48(2).
    3. Yang, Yajie & Zhao, Longfeng & Chen, Lin & Wang, Chao & Wang, Gang-Jin, 2025. "The spillover effects between renewable energy tokens and energy assets," Research in International Business and Finance, Elsevier, vol. 74(C).

  71. Hardik A. Marfatia & Qiang Ji & Jiawen Luo, 2022. "Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 383-404, March.

    Cited by:

    1. Zhang, Wei & Wu, Jiayi & Wang, Shun & Zhang, Yong, 2025. "Examining dynamics: Unraveling the impact of oil price fluctuations on forecasting agricultural futures prices," International Review of Financial Analysis, Elsevier, vol. 97(C).
    2. Wang, Lu & Wu, Rui & Ma, WeiChun & Xu, Weiju, 2023. "Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information," International Review of Financial Analysis, Elsevier, vol. 89(C).
    3. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2088-2125, September.
    4. Jin, Yujia & Zhang, Ailian & Liu, Bai, 2025. "Risk contagion among renewable energy, fossil energy and agricultural commodity markets: Insights from dynamic networks," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1361-1378.
    5. Binrong Wu & Zhongrui Wang & Lin Wang, 2024. "Interpretable corn future price forecasting with multivariate time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1575-1594, August.
    6. Narayana Maharana & Ashok Kumar Panigrahi & Suman Kalyan Chaudhury, 2025. "Commodity Spillovers and Risk Hedging: The Evolving Role of Gold and Oil in the Indian Stock Market," Commodities, MDPI, vol. 4(2), pages 1-19, April.
    7. Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
    8. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025. "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers 202516, University of Pretoria, Department of Economics.
    9. Lin Wang & Lean Yu & Wuyue An, 2025. "Two‐Stream Reinforcement Ensemble Framework for Agricultural Commodity Prices Forecasting Using Textual Data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(8), pages 2386-2404, December.
    10. Singh, Mahendra Kumar & Lence, Sergio H., 2023. "Market Stress in Agricultural Markets: Can Alternative Implied Volatility Measures Predict It?," 2023 Annual Meeting, July 23-25, Washington D.C. 335789, Agricultural and Applied Economics Association.
    11. Lyócsa, Štefan & Todorova, Neda, 2024. "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, vol. 132(C).
    12. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers 202320, University of Pretoria, Department of Economics.
    13. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).

  72. Chen, Yingtong & Zhang, Dayong & Ji, Qiang, 2022. "Impacts of regional cooperation agreements on international tourism: Evidence from a quasi-natural experiment," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 663-676.

    Cited by:

    1. Xu, Wenjie & Xie, Wenqiang, 2025. "Supply chain finance and tourism enterprise resilience in the context of economic policy uncertainty," Finance Research Letters, Elsevier, vol. 86(PA).
    2. Qu, Zheng & Huang, Jun, 2025. "Cultural and tourism special bonds, fiscal revenue and expenditure ratio, and structural upgrading of the cultural and tourism industry," Finance Research Letters, Elsevier, vol. 82(C).
    3. Jiechen Tang & Shengnan Li & Vicente Ramos & Xinyu Yuan, 2026. "Does tourism diplomacy campaigns promote inbound tourism? Evidence based on quasi-natural experiments," Tourism Economics, , vol. 32(1), pages 3-27, February.
    4. Fan, Di & Bin Ab Razak, Nazrul Hisyam & Soh, Wei Ni, 2025. "Inclusive financial reform, degree of openness to the outside world, and regional international tourism development: Evidence from a quasi-natural experiment," Finance Research Letters, Elsevier, vol. 84(C).
    5. Yue Pan & Zhaolong An & Jianpu Li & Gangmin Weng & Lingyan Li, 2023. "Spatiotemporal Characteristics and Determinants of Tourism Cooperation Network in Beijing–Tianjin–Hebei Region," Sustainability, MDPI, vol. 15(5), pages 1-20, February.

  73. Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).

    Cited by:

    1. Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023. "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, vol. 127(PB).
    2. Yueli Liu & Xiu Jin & Jinming Yu, 2026. "Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness," Computational Economics, Springer;Society for Computational Economics, vol. 67(2), pages 609-642, February.
    3. Ionuț Nica & Camelia Delcea & Nora Chiriță & Ștefan Ionescu, 2024. "Quantifying Impact, Uncovering Trends: A Comprehensive Bibliometric Analysis of Shadow Banking and Financial Contagion Dynamics," IJFS, MDPI, vol. 12(1), pages 1-35, March.
    4. Chen, Yan & Luo, Qiong & Zhang, Feipeng, 2025. "Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    5. Feng, Huiqun & Zhang, Jun & Guo, Na, 2023. "Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors," International Review of Financial Analysis, Elsevier, vol. 89(C).
    6. Zhao, Xia & Hu, Qing & Song, Yuping & Huang, Jiefei, 2025. "Systemic risk spillovers incorporating investor sentiment: Evidence from an improved TENET analysis," Economic Modelling, Elsevier, vol. 151(C).
    7. İhsan Erdem Kayral & Melike Aktaş Bozkurt & Sahar Loukil & Ahmed Jeribi, 2025. "Market Resilience Unveiled: Insights from Quantile Time Frequency Connectedness into Emerging Countries Stock Indices," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(2), pages 7781-7815, June.
    8. Chen, Jiusheng & Wang, Xianning, 2025. "Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis," Economic Systems, Elsevier, vol. 49(1).
    9. Chen, Shuiyang & Meng, Bin & Lv, Liang, 2025. "Cross-market risk contagion and portfolio diversification: a novel dynamic connectedness framework for fossil fuel and shipping markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 204(C).
    10. Dai, Zhifeng & Tang, Rui & Zhang, Xinhua, 2023. "Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets," Energy Economics, Elsevier, vol. 120(C).
    11. Lyu, Yongjian & Yi, Heling & Yang, Mo & Zou, Yihan & Li, Ding & Qin, Zhilong, 2025. "Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market," Applied Energy, Elsevier, vol. 382(C).
    12. Hu, Lei & Song, Min & Wen, Fenghua & Zhang, Yun & Zhao, Yunning, 2025. "The impact of climate attention on risk spillover effect in energy futures markets," Energy Economics, Elsevier, vol. 141(C).
    13. Yujia Jin & Ailian Zhang & Bai Liu, 2023. "Risk spillover networks in financial markets: Evidence from emerging markets," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(6), pages 3086-3107, September.
    14. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2023. "Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic," Research in International Business and Finance, Elsevier, vol. 66(C).
    15. Zhao, Yihang & Zhou, Zhenxi & Zhang, Kaiwen & Huo, Yaotong & Sun, Dong & Zhao, Huiru & Sun, Jingqi & Guo, Sen, 2023. "Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe," Energy, Elsevier, vol. 263(PF).
    16. Melo-Velandia, Luis Fernando & Otero, Jesús & Ramírez-González, Mahicol Stiben, 2025. "Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis," International Review of Financial Analysis, Elsevier, vol. 107(C).
    17. Md Akhtaruzzaman & Walid Mensi & Molla Ramizur Rahman & Ahmet Sensoy, 2026. "Systemic risk sharing among conventional and socially responsible investments," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-21, December.
    18. Cevik, Emrah Ismail & Caliskan Terzioglu, Hande & Kilic, Yunus & Bugan, Mehmet Fatih & Dibooglu, Sel, 2024. "Interconnectedness and systemic risk: Evidence from global stock markets," Research in International Business and Finance, Elsevier, vol. 69(C).
    19. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2022. "Spillovers and diversification benefits between oil futures and ASEAN stock markets," Resources Policy, Elsevier, vol. 79(C).
    20. Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026. "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
    21. Huszár, Zsuzsa R. & Kotró, Balázs B. & Tan, Ruth S.K., 2023. "Dynamic volatility transfer in the European oil and gas industry," Energy Economics, Elsevier, vol. 127(PA).
    22. Guo, Long & Zhong, Li-Xin, 2025. "Risk spillover and hedging effects between stock markets and cryptocurrency markets depending upon network analysis," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
    23. Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2023. "Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches," Resources Policy, Elsevier, vol. 80(C).
    24. Li, Hailing & Pei, Xiaoyun & Yang, Yimin & Zhang, Hua, 2024. "Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach," Energy Economics, Elsevier, vol. 132(C).
    25. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2023. "Quantile spillovers and connectedness analysis between oil and African stock markets," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 60-83.
    26. Jin, Xiu & Liu, Yueli & Yu, Jinming & Huang, Weiqiang, 2023. "COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
    27. Starkey, Christopher Michael & Tsafack, Georges, 2023. "Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics," International Review of Financial Analysis, Elsevier, vol. 90(C).
    28. Jiang, Dongming & Jia, Fang & Han, Xiaoyu, 2025. "Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets," Energy Economics, Elsevier, vol. 144(C).
    29. Luis Fernando Melo-Velandia & José Vicente Romero & Mahicol Stiben Ramírez-González, 2023. "The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach," Borradores de Economia 1231, Banco de la Republica de Colombia.
    30. Wei, Hongyu & An, Feng & Gao, Xiangyun & Sun, Xiaotian, 2025. "Self-dynamics and inter-dynamics network reconstruction for characterizing the systemic risk in stock market," Chaos, Solitons & Fractals, Elsevier, vol. 201(P3).
    31. Mensi, Walid & Gök, Remzi & Gemici, Eray & Kang, Sang Hoon, 2025. "Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets," International Economics, Elsevier, vol. 181(C).
    32. Wu, Ran, 2025. "Forecasting the European Union allowance price tail risk with the integrated deep belief and mixture density networks," Chaos, Solitons & Fractals, Elsevier, vol. 199(P2).
    33. Jonas Krampe & Luca Margaritella, 2024. "Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?," Papers 2402.02482, arXiv.org, revised Mar 2025.
    34. Shaowei Chen & Long Guo & Weike Zhang, 2023. "Financial Risk Measurement and Spatial Spillover Effects Based on an Imported Financial Risk Network: Evidence from Countries along the Belt and Road," Mathematics, MDPI, vol. 11(6), pages 1-25, March.
    35. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Adeabah, David & Sahay, Vinita S., 2024. "Time-varying relationship between international monetary policy and energy markets," Energy Economics, Elsevier, vol. 131(C).
    36. Hao, Xiaozhen & Zhou, Qingnan & Liu, Junjie & Chen, Zhenlong, 2025. "Systemic risk among China’s financial sectors: Novel evidence from trivariate CoVaR based on vine copulas," Research in International Business and Finance, Elsevier, vol. 78(C).
    37. Xiaoye Jin, 2025. "Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models," Computational Economics, Springer;Society for Computational Economics, vol. 66(3), pages 1877-1909, September.
    38. Huang, Jionghao & Chen, Baifan & Xu, Yushi & Xia, Xiaohua, 2023. "Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach," Finance Research Letters, Elsevier, vol. 53(C).
    39. Kayani, Umar Nawaz & Hassan, M. Kabir & Moussa, Faten & Hossain, Gazi Farid, 2023. "Oil in crisis: What can we learn," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    40. Dong, Xiyong & Yoon, Seong-Min, 2023. "Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets," Energy Economics, Elsevier, vol. 121(C).
    41. Xue, Jianhao & Dai, Xingyu & Zhang, Dongna & Nghiem, Xuan-Hoa & Wang, Qunwei, 2024. "Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios," International Review of Economics & Finance, Elsevier, vol. 96(PC).
    42. Cevik, Emrah Ismail & Kenc, Turalay & Goodell, John W. & Gunay, Samet, 2025. "Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital," International Review of Economics & Finance, Elsevier, vol. 97(C).
    43. Abdou, Hussein A. & Elamer, Ahmed A. & Abedin, Mohammad Zoynul & Ibrahim, Bassam A., 2024. "The impact of oil and global markets on Saudi stock market predictability: A machine learning approach," Energy Economics, Elsevier, vol. 132(C).
    44. Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia, 2024. "Cross-regional connectedness of financial market: Measurement and determinants," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    45. Lucey, Brian & Ren, Boru, 2023. "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, vol. 126(C).
    46. Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024. "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, vol. 306(C).

  74. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).

    Cited by:

    1. Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024. "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, vol. 136(C).
    2. Ouyang, Zisheng & Chen, Zhen & Zhou, Xuewei & Ouyang, Zhongzhe, 2025. "Imported risk in global financial markets: Evidence from cross-market connectedness," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    3. Wang, Zongrun & Zhu, Huan & Mi, Yunlong, 2025. "Multidimensional risk contagions in commodity markets: A multi-layer information networks method," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    4. Tingguo Zheng & Hongyin Zhang & Shiqi Ye, 2024. "Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network," Papers 2405.02575, arXiv.org, revised Oct 2024.
    5. Wang, Wenyi & Liu, Haifei & Wang, Lei & Che, Zhen, 2025. "Networked liquidity risk contagion in high-carbon sectors: The role of multi-agent behavioral constraints," International Review of Financial Analysis, Elsevier, vol. 106(C).
    6. Dai, Zhifeng & Tang, Rui & Zhang, Xinhua, 2023. "Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets," Energy Economics, Elsevier, vol. 120(C).
    7. Ouyang, Zisheng & Zhou, Xuewei & Wang, Gang-jin & Liu, Shuwen & Lu, Min, 2024. "Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 909-928.
    8. Li, Songsong & Xu, Hao & Sercu, Piet & Xu, Nan & Xu, Yiwa, 2025. "The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
    9. Kazim, Muhammad & Pirim, Harun & Yadav, Om Prakash & Le, Chau & Le, Trung, 2025. "Analysis of multilayer energy networks: A comprehensive literature review," Applied Energy, Elsevier, vol. 398(C).
    10. Liu, Jiahao & Zhu, Bo & Hu, Xin, 2024. "Systemic risk spillovers among global energy firms: Does geopolitical risk matter?," Energy Economics, Elsevier, vol. 140(C).
    11. Xie, Qichang & Fang, Tingwei & Rong, Xueyun & Xu, Xin, 2024. "Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    12. Xing, Xiaoyun & Chen, Ying & Wang, Xiuya & Li, Boyao & Deng, Jing, 2023. "The impact of national carbon market establishment on risk transmission among carbon and energy markets in China: A systemic importance analysis," Finance Research Letters, Elsevier, vol. 57(C).
    13. Ouyang, Zisheng & Zhou, Xuewei, 2023. "Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector," International Review of Financial Analysis, Elsevier, vol. 90(C).
    14. Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024. "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    15. Zhu, Bo & Deng, Yuanyue & Hu, Xin, 2023. "Global energy security: Do internal and external risk spillovers matter? A multilayer network method," Energy Economics, Elsevier, vol. 126(C).
    16. Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024. "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, vol. 139(C).
    17. Yao, Yinhong & Li, Jingyu & Chen, Wei, 2024. "Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1217-1233.
    18. Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
    19. Ouyang, Zisheng & Zhou, Xuewei & Lu, Min & Liu, Ke, 2024. "Imported financial risk in global stock markets: Evidence from the interconnected network," Research in International Business and Finance, Elsevier, vol. 69(C).
    20. Wu, Ruirui & Li, Bin & Qin, Zhongfeng, 2024. "Spillovers and dependency between green finance and traditional energy markets under different market conditions," Energy Policy, Elsevier, vol. 192(C).
    21. Ouyang, Zisheng & Zhou, Xuewei, 2023. "Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions," Research in International Business and Finance, Elsevier, vol. 65(C).
    22. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    23. Jia, Shanghui & Chen, Xinhui & Jin, Jiayu, 2024. "Digital disruption and energy efficiency: The impact of regional digitalization on China's industrial sector," Energy, Elsevier, vol. 300(C).
    24. Zheng, Huike & Gao, Chiyuan & Deng, Jing, 2025. "Tail risk spillover and systemic importance among fossil energy markets: Evidence from china," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    25. Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2024. "Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis," Energy, Elsevier, vol. 306(C).
    26. Lin, Boqiang & Wang, Siquan, 2024. "Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure," Energy Economics, Elsevier, vol. 131(C).
    27. Dai, Zhifeng & Tang, Rui & Zhang, Xiaotong, 2023. "A new multilayer network for measuring interconnectedness among the energy firms," Energy Economics, Elsevier, vol. 124(C).
    28. Junlian Gong & Jun Nagayasu, 2025. "What Makes the Oil Pricing Center? The Impact of Futures Markets and Production," TUPD Discussion Papers 71, Graduate School of Economics and Management, Tohoku University.
    29. Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).

  75. Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).

    Cited by:

    1. Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024. "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, vol. 313(C).
    2. Guo, Kun & Kang, Yuxin & Ma, Dandan & Lei, Lei, 2024. "How do climate risks impact the contagion in China's energy market?," Energy Economics, Elsevier, vol. 133(C).
    3. Chen, Ling & He, Lingyun & Liu, Rongyan & Fu, Yating, 2025. "Mapping risk transmission in China's energy industry chain: Insights derived from the industry chain structure," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 971-996.
    4. Su, Chi Wei & Qin, Meng & Chang, Hsu-Ling & Țăran, Alexandra-Mădălina, 2023. "Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate," Resources Policy, Elsevier, vol. 81(C).
    5. Sheng Zhou & Wen Gan & Ang Liu & Xinyue Jiang & Chengliang Shen & Yunchu Wang & Li Yang & Zhenzhi Lin, 2023. "Natural Gas–Electricity Price Linkage Analysis Method Based on Benefit–Cost and Attention–VECM Model," Energies, MDPI, vol. 16(10), pages 1-16, May.
    6. Lei Wang & Yu Sun & Jining Wang, 2025. "Price Volatility Spillovers in Energy Supply Chains: Empirical Evidence from China," Energies, MDPI, vol. 18(12), pages 1-21, June.
    7. Adebayo, Tomiwa Sunday & Alola, Andrew Adewale, 2023. "Drivers of natural gas and renewable energy utilization in the USA: How about household energy efficiency-energy expenditure and retail electricity prices?," Energy, Elsevier, vol. 283(C).
    8. Liu, Jinpei & Qiu, Biyue & Du, Pengcheng & Zhao, Xiaoman & Zhu, Jiaming, 2025. "A novel probabilistic connectivity network link prediction model for natural gas price based on an improved K-shell algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 671(C).
    9. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    10. Wang, Xiaoyu & Wang, Jiaojiao & Wang, Wenhuan & Zhang, Shuquan, 2023. "International and Chinese energy markets: Dynamic spillover effects," Energy, Elsevier, vol. 282(C).
    11. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).

  76. Plakandaras, Vasilios & Ji, Qiang, 2022. "Intrinsic decompositions in gold forecasting," Journal of Commodity Markets, Elsevier, vol. 28(C).

    Cited by:

    1. Das, Sudeepa & Sahu, Tirath Prasad & Janghel, Rekh Ram, 2022. "Oil and gold price prediction using optimized fuzzy inference system based extreme learning machine," Resources Policy, Elsevier, vol. 79(C).
    2. Yiling Ye & Xiaowen Zhuang & Cai Yi & Dinggao Liu & Zhenpeng Tang, 2025. "Enhancing Agricultural Futures Return Prediction: Insights from Rolling VMD, Economic Factors, and Mixed Ensembles," Agriculture, MDPI, vol. 15(11), pages 1-33, May.
    3. Luo, Qin & Ma, Feng & Wang, Jiqian & Wu, You, 2024. "Changing determinant driver and oil volatility forecasting: A comprehensive analysis," Energy Economics, Elsevier, vol. 129(C).
    4. Mei, Dexiang & Luo, Qin & Zhang, Sisi, 2025. "Forecasting volatility in the Chinese stock market: Comparative performance of carbon transition risk indicators," Finance Research Letters, Elsevier, vol. 86(PB).
    5. Cohen, Gil & Aiche, Avishay, 2023. "Forecasting gold price using machine learning methodologies," Chaos, Solitons & Fractals, Elsevier, vol. 175(P2).
    6. Li, Shuaibing & Ma, Yong, 2025. "News-based equity market uncertainty aligned: An informative predictor for gold market volatility," Journal of Commodity Markets, Elsevier, vol. 40(C).
    7. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
    8. Wang, Jiqian & Guo, Xiaozhu & Tan, Xueping & Chevallier, Julien & Ma, Feng, 2023. "Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?," Energy Economics, Elsevier, vol. 117(C).

  77. Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022. "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, vol. 38(1), pages 51-73.
    See citations under working paper version above.
  78. Ma, Rufei & Deng, Liqian & Ji, Qiang & Zhai, Pengxiang, 2022. "Environmental regulations, clean energy access, and household energy poverty: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 182(C).

    Cited by:

    1. Zhou, Lingfang & He, Weijun & Kong, Yang & Zhang, Zhiqiu, 2025. "Climate change cognition and biodiversity conservation awareness facilitate household clean energy consumption: Evidence from a biodiversity hotspot," Renewable and Sustainable Energy Reviews, Elsevier, vol. 212(C).
    2. Gu, Jiafeng, 2023. "Energy poverty and government subsidies in China," Energy Policy, Elsevier, vol. 180(C).
    3. Dalia Streimikiene & Grigorios L. Kyriakopoulos, 2023. "Energy Poverty and Low Carbon Energy Transition," Energies, MDPI, vol. 16(2), pages 1-15, January.
    4. Yan, Hong & Yi, Xing & Jiang, Jiachen & Bai, Caiquan, 2024. "Can information technology construction alleviate household energy poverty? Empirical evidence from the “broadband China” Pilot Policy," Energy Policy, Elsevier, vol. 185(C).
    5. Shen, Bowen & Ma, Wanglin & Li, Junpeng, 2025. "Role of gender in determining energy poverty, clean energy access, and energy expenditure: Insights from rural China," Energy Economics, Elsevier, vol. 144(C).
    6. Guo, Zhangdong & Zhang, Xiaoning, 2024. "Has the healthy city pilot policy improved urban air quality in China? Evidence from a quasi-natural experiment," Energy Economics, Elsevier, vol. 129(C).
    7. Chen, Lei & Jiang, Nana & Wang, Shuai, 2025. "An impossible driver for energy justice? Exploring the impact of artificial intelligence on China's energy transition," Energy Policy, Elsevier, vol. 207(C).
    8. Shen, Jinlong & Zhang, Yu & Chen, Xiaonan, 2024. "Environmental regulation and energy consumption transition of rural residents: A case of China," Energy, Elsevier, vol. 310(C).
    9. Yue, Jia & Chen, Siyao & Weng, Zhixiong & Xie, Yang & Xu, Meng, 2025. "Heterogeneous characteristics of household energy poverty and sustainable development: Perspective from the household life cycle," Energy, Elsevier, vol. 337(C).
    10. Zhang, Liyuan & Xiang, Ruilin & Liao, Bowen & Yang, Qiming, 2025. "Energy poverty vs. climate risk: Unveiling threats to global and regional human development," Energy, Elsevier, vol. 339(C).
    11. Xinyu Yang & Siqi Yu & Xinling Jiang & Zhongyao Cai & Ping Jiang, 2025. "The Impact of Different Types of Energy Transition Policies in China on Household Energy Poverty and Health Vulnerability," Energies, MDPI, vol. 18(8), pages 1-21, April.
    12. Wu, Shu & Hu, Fangfang & Zhang, Zhijian, 2025. "Climate change and energy poverty: Evidence from China," World Development, Elsevier, vol. 186(C).
    13. She, Yanan & Wang, Huan & Zhen, Shangsong & Peng, Yue & Wang, Wei & Liu, Yunqiang, 2025. "Two-way empowerment or one-way game? The impact of data factor endowment matching on enterprises’ green efficiency," Renewable and Sustainable Energy Reviews, Elsevier, vol. 208(C).
    14. Kraus, Sascha & Kumar, Satish & Lim, Weng Marc & Kaur, Jaspreet & Sharma, Anuj & Schiavone, Francesco, 2023. "From moon landing to metaverse: Tracing the evolution of Technological Forecasting and Social Change," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
    15. Shenyuan Zhang & Rufei Ma, 2025. "Managerial Climate Awareness, Institutional Investors, and Firms’ Sustainability Performance: Evidence from China," Sustainability, MDPI, vol. 17(5), pages 1-26, February.
    16. Junguo Shi & Wenyi Yan & Yan Li & Qian Wang & Shanshan Dou, 2025. "Balancing Environmental Regulation and Marketization: A Quantile Analysis of Energy Efficiency in China’s Provinces," Energies, MDPI, vol. 18(7), pages 1-21, April.
    17. Wu, Chuntao & Li, Haoran & Yuan, Bingbing, 2025. "AI-driven sustainable energy saving: Pathways for enhancing energy efficiency in Chinese listed firms," Applied Energy, Elsevier, vol. 401(PA).
    18. Gawusu, Sidique & Ahmed, Abubakari, 2024. "Analyzing variability in urban energy poverty: A stochastic modeling and Monte Carlo simulation approach," Energy, Elsevier, vol. 304(C).
    19. Zhao, Congyu & Dong, Kangyin & Wang, Kun & Dong, Xiucheng, 2022. "How does energy trilemma eradication reduce carbon emissions? The role of dual environmental regulation for China," Energy Economics, Elsevier, vol. 116(C).
    20. Li Sun & Sitong Wang & Jinqiu Wang, 2025. "Energy–Environment–Industry Intersection: Rural and Urban Inequity and Approach to Just Transition," Land, MDPI, vol. 14(6), pages 1-25, May.
    21. Liu, Ximeng & Liu, Jian & Vasa, László & Wolanin, Elżbieta & Shahzadi, Irum, 2024. "Is environmental information disclosure driving green energy development? Contextual evidence from Chinese city level data in the lens of sustainability," Renewable Energy, Elsevier, vol. 237(PC).
    22. Zhao, Shuliang & Teng, Linjiao & Arkorful, Vincent Ekow & Hu, Hui, 2023. "Impacts of digital government on regional eco-innovation: Moderating role of dual environmental regulations," Technological Forecasting and Social Change, Elsevier, vol. 196(C).
    23. Jin, Shunlin & Ma, Teng & Tan, Xinyu, 2024. "Digital financial inclusion and household energy poverty: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 436-456.
    24. Yin, Zhichao & Wang, Rui & Wu, Xi, 2023. "Financial inclusion, natural disasters and energy poverty: Evidence from China," Energy Economics, Elsevier, vol. 126(C).
    25. Baohong Jiang & Muhammad Yousaf Raza, 2024. "Renewable energy for sustainable development in China: Discourse analysis," PLOS ONE, Public Library of Science, vol. 19(11), pages 1-20, November.
    26. Gawusu, Sidique, 2024. "Evolving energy landscapes: A computational analysis of the determinants of energy poverty," Renewable and Sustainable Energy Reviews, Elsevier, vol. 202(C).
    27. Chen, Lei & Jiang, Nana, 2025. "A path towards China's energy justice: Is government intervention absolutely necessary?," Structural Change and Economic Dynamics, Elsevier, vol. 74(C), pages 92-106.
    28. Jahanger, Atif & Hossain, Mohammad Razib & Awan, Ashar & Adebayo, Tomiwa Sunday, 2024. "Uplifting India from severe energy poverty accounting for strong asymmetries: Do inclusive financial development, digitization and human capital help reduce the asymmetry?," Energy Economics, Elsevier, vol. 134(C).
    29. Eleni Sardianou, 2023. "Understanding Energy Poverty among the Elderly: Insights from a Household Survey in Greece," Energies, MDPI, vol. 17(1), pages 1-14, December.
    30. Gatto, Andrea & Drago, Carlo & Panarello, Demetrio & Aldieri, Luigi, 2023. "Energy transition in China: Assessing progress in sustainable development and resilience directions," International Economics, Elsevier, vol. 176(C).
    31. Zhang, Kaixia & Bu, Caiqi, 2024. "The power of digitalization: A study of the effect of the digital economy on household energy poverty," Energy, Elsevier, vol. 313(C).

  79. Zhao, Wan-Li & Fan, Ying & Ji, Qiang, 2022. "Extreme risk spillover between crude oil price and financial factors," Finance Research Letters, Elsevier, vol. 46(PA).

    Cited by:

    1. Zhu, Zongyuan & Luo, Qingtian, 2023. "Inter-industry risk spillover, role reversal, and economic stability," Finance Research Letters, Elsevier, vol. 57(C).
    2. Xiao, Jihong & Wen, Fenghua & He, Zhifang, 2023. "Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis," Energy, Elsevier, vol. 267(C).
    3. Papathanasiou, Spyros & Dokas, Ioannis & Koutsokostas, Drosos, 2022. "Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    4. Long, Shaobo & Li, Zixuan, 2023. "Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network," International Review of Financial Analysis, Elsevier, vol. 90(C).
    5. Spyros Papathanasiou & Dimitrios Vasiliou & Anastasios Magoutas & Drosos Koutsokostas, 2025. "The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19," Australian Journal of Management, Australian School of Business, vol. 50(1), pages 200-219, February.
    6. Lu, Xunfa & He, Pengchao & Zhang, Zhengjun & Apergis, Nicholas & Roubaud, David, 2024. "Extreme co-movements between decomposed oil price shocks and sustainable investments," Energy Economics, Elsevier, vol. 134(C).
    7. Liang, Xuedong & Luo, Peng & Li, Xiaoyan & Wang, Xia & Shu, Lingli, 2023. "Crude oil price prediction using deep reinforcement learning," Resources Policy, Elsevier, vol. 81(C).
    8. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023. "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 198-211, May.
    9. Zhu, Pengfei & Lu, Tuantuan & Chen, Shenglan, 2022. "How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    10. Zhu, Bangzhu & Tian, Chao & Wang, Ping, 2024. "Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics," Energy Economics, Elsevier, vol. 134(C).
    11. Saswat Patra & Kunjana Malik, 2025. "Can oil be used as an alternate asset for investment? Unveiling new insights using the NARDL model incorporating structural breaks," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 65(2), pages 1786-1810, June.
    12. Du, Xiaoxu & Tang, Zhenpeng & Chen, Kaijie, 2023. "A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning," Energy, Elsevier, vol. 285(C).
    13. Chen, Tingqiang & Zheng, Xin & Wang, Lei, 2025. "Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
    14. Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min, 2022. "Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model," Energy Economics, Elsevier, vol. 115(C).
    15. Xunfa Lu & Huanhuan Yan & Pengchao He & Nicholas Apergis, 2025. "Multifractal relationship between decomposed oil price shocks and trading volume," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-16, December.
    16. Hu, Shichao & Luo, Jiaying & Pu, Ganlin & Xue, Shengxi & Wang, Xueping, 2025. "Risk contagion between commodity and China's stock markets under the impact of major events," Finance Research Letters, Elsevier, vol. 78(C).
    17. Zhang, Dongyang & Bai, Dingchuan & Chen, Xingyu, 2024. "Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange," Energy Economics, Elsevier, vol. 129(C).

  80. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
    See citations under working paper version above.
  81. Ma, Yu & Zhang, Yang & Ji, Qiang, 2021. "Do oil shocks affect Chinese bank risk?," Energy Economics, Elsevier, vol. 96(C).

    Cited by:

    1. Sun, Chuanwang & Min, Jialin & Sun, Jiacheng & Gong, Xu, 2023. "The role of China's crude oil futures in world oil futures market and China's financial market," Energy Economics, Elsevier, vol. 120(C).
    2. Mousavi, Mohammad Mahdi & Gozgor, Giray & Acheampong, Albert, 2024. "Do oil market shocks affect financial distress? Evidence from firm-level global data," Journal of Commodity Markets, Elsevier, vol. 36(C).
    3. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
    4. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022. "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1559-1569, December.
    5. Maghyereh, Aktham & Abdoh, Hussein & Al-Shboul, Mohammad, 2022. "Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems," Economic Systems, Elsevier, vol. 46(4).
    6. Zhao, Yiran & Gao, Xiangyun & Zheng, Huiling & Zhang, Yupeng & Sun, Qingru & Wang, Anjian & An, HaiZhong, 2025. "Identifying influence pathways of oil price shocks on inflation based on impulse response networks," Energy, Elsevier, vol. 314(C).
    7. Wang, Kangsheng & Wen, Fenghua & Gong, Xu, 2024. "Oil prices and systemic financial risk: A complex network analysis," Energy, Elsevier, vol. 293(C).
    8. Nasim, Asma & Downing, Gareth, 2023. "Energy shocks and bank performance in the advanced economies," Energy Economics, Elsevier, vol. 118(C).
    9. GAO Hui & GAO Tian Chen, 2025. "Crude Oil Price Shocks and Stock Market Volatility: Evidence From China," Review of European Studies, Canadian Center of Science and Education, vol. 14(4), pages 1-39, January.
    10. Zhou, Xuewei & Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe, 2024. "Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
    11. Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).
    12. Maghyereh, Aktham & Abdoh, Hussein, 2021. "The effect of structural oil shocks on bank systemic risk in the GCC countries," Energy Economics, Elsevier, vol. 103(C).
    13. Gozgor, Giray & Ho, Thang & Li, Jing & Mousavi, Mohammad Mahdi, 2024. "The impact of energy diversification on firm performance: The moderating role of corporate social responsibility," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    14. Shi, Tao & Li, Chongyang & Zhang, Wei & Zhang, Yi, 2023. "Forecasting on metal resource spot settlement price: New evidence from the machine learning model," Resources Policy, Elsevier, vol. 81(C).
    15. Pacelli, Vincenzo & Di Tommaso, Caterina & Foglia, Matteo & Povia, Maria Melania, 2025. "Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector," Energy Economics, Elsevier, vol. 141(C).
    16. Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
    17. Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A. & Rehman, Mobeen & McMillan, David G., 2023. "Oil price shocks and stock–bond correlation," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
    18. Samet Evci & İrem Kefe & İlker Kefe, 2024. "The Impact of Energy Prices on the Performance of Banks in Türkiye," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 492-500, November.
    19. Murè, Pina & Paccione, Cosimo & Marzioni, Stefano & Giorgio, Saverio, 2024. "How electricity and natural gas prices affect banking systemic risk," Research in International Business and Finance, Elsevier, vol. 72(PA).
    20. Mollick, André V. & Killins, Robert N. & Egly, Peter V. & Johnk, David W., 2024. "Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution," Research in International Business and Finance, Elsevier, vol. 70(PA).
    21. Dell'Atti, Stefano & Paltrinieri, Andrea & Di Tommaso, Caterina & Onorato, Grazia, 2025. "Assessment of banking risk in the context of the oil and gas bubbles," Energy Economics, Elsevier, vol. 147(C).
    22. Dong, Qingyuan & Du, Qunyang & Min Du, Anna, 2024. "Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach," Research in International Business and Finance, Elsevier, vol. 72(PB).
    23. Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).

  82. Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021. "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, vol. 41(C).
    See citations under working paper version above.
  83. Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021. "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 289-298.
    See citations under working paper version above.
  84. Dayong Zhang & Qiang Ji & Wan-Li Zhao & Nicholas J Horsewood, 2021. "Regional housing price dependency in the UK: A dynamic network approach," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 1014-1031, April.

    Cited by:

    1. Su, Jian & Wang, Wenya & Bai, Yang & Zhou, Peng, 2025. "Measuring the natural gas price features of the Asia-Pacific market from a complex network perspective," Energy, Elsevier, vol. 314(C).
    2. Mirza, Nawazish & Naeem, Muhammad Abubakr & Ha Nguyen, Thi Thu & Arfaoui, Nadia & Oliyide, Johnson A., 2023. "Are sustainable investments interdependent? The international evidence," Economic Modelling, Elsevier, vol. 119(C).
    3. Shu-hen Chiang & Eddie C.M. Hui & Chien-Fu Chen, 2022. "Asymmetric housing information diffusions in China: An investor perspective," Urban Studies, Urban Studies Journal Limited, vol. 59(10), pages 2036-2052, August.
    4. Vijay Kumar Vishwakarma, 2021. "Long-run drivers and integration in interprovincial Canadian housing price relations," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 22-40, November.
    5. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021. "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers 202168, University of Pretoria, Department of Economics.
    6. James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
    7. I-Chun Tsai, 2025. "The post-COVID-19 flattening phenomenon of regional housing prices in the UK," Urban Studies, Urban Studies Journal Limited, vol. 62(14), pages 2859-2884, November.
    8. Dai, Tiantian & Jiang, Shenyi & Ming, Yang & Zhang, Xinyi, 2025. "The spatial spillover effect of the multi-school zoning policies," Journal of Housing Economics, Elsevier, vol. 68(C).

  85. Dayong Zhang & Jun Li & Qiang Ji & Shunsuke Managi, 2021. "Climate variations, culture and economic behaviour of Chinese households," Climatic Change, Springer, vol. 167(1), pages 1-18, July.

    Cited by:

    1. Li, Yong & Mao, Kun & Gan, Hongwu & Zhou, Yang, 2025. "Climate risk and household stock market participation," China Economic Review, Elsevier, vol. 94(PC).
    2. Li, Jiajia & Li, Jun & Zhang, Jian, 2024. "Can digitalization facilitate low carbon lifestyle? --Evidence from households’ embedded emissions in China," Technology in Society, Elsevier, vol. 76(C).
    3. Chen, Yanyun & Liu, XiangYu & Yao, Ziyan & Tang, Xiaoping, 2025. "Chinese household finance impacted by climate change - Evidence from stock investment," International Review of Economics & Finance, Elsevier, vol. 97(C).
    4. Tan, Huan & Wang, Zhi, 2023. "The impact of confucian culture on the cost of equity capital: The moderating role of marketization process," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 112-126.
    5. Chunyan He & Anjie Li & Ding Li & Junlin Yu, 2022. "Does Digital Inclusive Finance Mitigate the Negative Effect of Climate Variation on Rural Residents’ Income Growth in China?," IJERPH, MDPI, vol. 19(14), pages 1-19, July.

  86. Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021. "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    See citations under working paper version above.
  87. Ma, Rufei & Cai, Huan & Ji, Qiang & Zhai, Pengxiang, 2021. "The impact of feed-in tariff degression on R&D investment in renewable energy: The case of the solar PV industry," Energy Policy, Elsevier, vol. 151(C).

    Cited by:

    1. Xinxin Wang & Zeshui Xu & Yong Qin & Marinko Skare, 2023. "The global impact of financial development on renewable energy in a panel structural vector autoregression analysis," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(3), pages 1364-1383, June.
    2. Hu, Fanshuai & Zhou, Dequn & Zhu, Qingyuan & Wang, Qunwei, 2024. "How dynamic renewable portfolio standards affect trading behavior of power generators? Considering green certificate and reward/penalty mechanism," Applied Energy, Elsevier, vol. 375(C).
    3. Shafiullah, Muhammad & Miah, Mohammad Dulal & Alam, Md Samsul & Atif, Muhammad, 2021. "Does economic policy uncertainty affect renewable energy consumption?," Renewable Energy, Elsevier, vol. 179(C), pages 1500-1521.
    4. Bongsuk Sung & Woo-Yong Song, 2021. "Are Political Factors More Relevant Than Economic Factors in Firm-Level Renewable Energy Technology Export? Evidence from Path Analysis," Sustainability, MDPI, vol. 13(16), pages 1-16, August.
    5. Zhang, Guoxing & Feng, Yichen & Su, Bin & Nie, Yan & Liu, Zenghui, 2025. "Evaluating environmental policy effectiveness on power structure: Insights from China's power sector regulations," Energy Economics, Elsevier, vol. 152(C).
    6. Vatankhah Ghadim, Hadi & Haas, Jannik & Breyer, Christian & Gils, Hans Christian & Read, E. Grant & Xiao, Mengzhu & Peer, Rebecca, 2025. "Are we too pessimistic? Cost projections for solar photovoltaics, wind power, and batteries are over-estimating actual costs globally," Applied Energy, Elsevier, vol. 390(C).
    7. Mukhtarov, Shahriyar & Yüksel, Serhat & Dinçer, Hasan, 2022. "The impact of financial development on renewable energy consumption: Evidence from Turkey," Renewable Energy, Elsevier, vol. 187(C), pages 169-176.
    8. Lin, Boqiang & Xie, Yongjing, 2023. "Positive or negative? R&D subsidies and green technology innovation: Evidence from China's renewable energy industry," Renewable Energy, Elsevier, vol. 213(C), pages 148-156.
    9. Dina Azhgaliyeva & Ranjeeta Mishra, 2022. "Feed‐in tariffs for financing renewable energy in Southeast Asia," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 11(3), May.
    10. Wu, Jiaqian & Chen, Yu & Yu, Lean & Li, Guohao & Li, Jingjing, 2023. "Has the evolution of renewable energy policies facilitated the construction of a new power system for China? A system dynamics analysis," Energy Policy, Elsevier, vol. 183(C).
    11. Eslami, Hossein & Krishnan, Trichy, 2023. "New sustainable product adoption: The role of economic and social factors," Energy Policy, Elsevier, vol. 183(C).
    12. Wang, Xue & Fan, Li-Wei & Zhang, Hongyan, 2023. "Policies for enhancing patent quality: Evidence from renewable energy technology in China," Energy Policy, Elsevier, vol. 180(C).
    13. Azhgaliyeva, Dina & Le, Hai & Olivares, Resi Ong & Tian, Shu, 2024. "Renewable energy investments and feed-in tariffs: Firm-level evidence from Southeast Asia11An earlier version of the paper was presented at CUE2023," Applied Energy, Elsevier, vol. 374(C).
    14. Habib, Md. Ahasan & Hossain, M.J., 2025. "Smart Grid, Smart FiT: A data-driven approach to optimize microgrid energy market," Energy Policy, Elsevier, vol. 203(C).
    15. Bangjun, Wang & Feng, Zhaolei & Feng, Ji & Yu, Pan & Cui, Linyu, 2022. "Decision making on investments in photovoltaic power generation projects based on renewable portfolio standard: Perspective of real option," Renewable Energy, Elsevier, vol. 189(C), pages 1033-1045.
    16. Hu, Xing & Guo, Yingying & Zheng, Yali & Liu, Lan-cui & Yu, Shiwei, 2022. "Which types of policies better promote the development of renewable energy? Evidence from China's provincial data," Renewable Energy, Elsevier, vol. 198(C), pages 1373-1382.
    17. Zhang, Mingming & Guo, Qianxi & Liu, Liyun & Zhou, Dequn, 2025. "Renewable energy investment under the market-oriented transition of policies," Energy Policy, Elsevier, vol. 204(C).
    18. Qing, Lingli & Abbas, Jawad & Najam, Hina & Ma, Xiang & Dagestani, Abd Alwahed, 2024. "Investment in renewable energy and green financing and their role in achieving carbon-neutrality and economic sustainability: Insights from Asian region," Renewable Energy, Elsevier, vol. 221(C).
    19. Àlex Alonso-Travesset & Diederik Coppitters & Helena Martín & Jordi de la Hoz, 2023. "Economic and Regulatory Uncertainty in Renewable Energy System Design: A Review," Energies, MDPI, vol. 16(2), pages 1-30, January.
    20. Karlson Hargroves & Benjamin James & Joshua Lane & Peter Newman, 2023. "The Role of Distributed Energy Resources and Associated Business Models in the Decentralised Energy Transition: A Review," Energies, MDPI, vol. 16(10), pages 1-15, May.
    21. Qiao, Qiao & Zeng, Xianhai & Lin, Boqiang, 2024. "Mitigating wind curtailment risk in China: The impact of subsidy reduction policy," Applied Energy, Elsevier, vol. 368(C).
    22. Zhou, Dequn & Dong, Zhuojia & Sang, Xiuzhi & Wang, Qunwei & Yu, Xianyu, 2023. "Do feed-in tariff reduction and green certificate trading effectively promote regional sustainable development？," Energy, Elsevier, vol. 283(C).

  88. Li, Chunzhi & Xiao, Wei & Zhang, Dayong & Ji, Qiang, 2021. "Low-carbon transformation of cities: Understanding the demand for dockless bike sharing in China," Energy Policy, Elsevier, vol. 159(C).

    Cited by:

    1. Zhou, Zhaoqi & Schwanen, Tim, 2024. "Exploring the production of spatial inequality in dockless bicycle sharing in Shenzhen," Journal of Transport Geography, Elsevier, vol. 119(C).
    2. Yuhuan Wang & Yongbo Zhou, 2024. "Metro cultural scene: A new community scale in urban scene research," Environment and Planning B, , vol. 51(8), pages 1931-1947, October.
    3. Liu, Yixiao & Tian, Zihao & Pan, Baoran & Zhang, Wenbin & Liu, Yunqi & Tian, Lixin, 2022. "A hybrid big-data-based and tolerance-based method to estimate environmental benefits of electric bike sharing," Applied Energy, Elsevier, vol. 315(C).
    4. Zhu, Yalei & Wang, Yuankai & Li, Junxuan & Song, Qiwei & Chen, Da & Qiu, Waishan, 2025. "BikeshareGAN: Predicting dockless bike-sharing demand based on satellite image," Journal of Transport Geography, Elsevier, vol. 126(C).
    5. Zhao, Chunkai & Wang, Yuhang & Ge, Zhenyu, 2023. "Is digital finance environmentally friendly in China? Evidence from shared-bike trips," Transport Policy, Elsevier, vol. 138(C), pages 129-143.
    6. Yin, Rumeng & He, Jiang, 2023. "Design of a photovoltaic electric bike battery-sharing system in public transit stations," Applied Energy, Elsevier, vol. 332(C).
    7. Changyu Liu & Wei Li & Le Chang & Qiang Ji, 2024. "How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
    8. Bi, Hui & Gao, Hui & Li, Aoyong & Ye, Zhirui, 2024. "Using topic modeling to unravel the nuanced effects of built environment on bicycle-metro integrated usage," Transportation Research Part A: Policy and Practice, Elsevier, vol. 185(C).
    9. Hui Zhang & Li Zhang & Yanjun Liu & Lele Zhang, 2023. "Understanding Travel Mode Choice Behavior: Influencing Factors Analysis and Prediction with Machine Learning Method," Sustainability, MDPI, vol. 15(14), pages 1-20, July.

  89. Geng, Jiang-Bo & Liu, Changyu & Ji, Qiang & Zhang, Dayong, 2021. "Do oil price changes really matter for clean energy returns?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 150(C).

    Cited by:

    1. Qiao, Sen & Guo, Zi Xin & Tao, Zhang & Ren, Zheng Yu, 2023. "Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets," Renewable Energy, Elsevier, vol. 209(C), pages 206-217.
    2. Muhammad Usman, 2023. "A stochastic dominance analysis of conventional and clean energy stocks during different oil market conditions," Empirical Economics, Springer, vol. 65(2), pages 875-897, August.
    3. Chen, Ying & Zhu, Xuehong & Chen, Jinyu, 2022. "Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain," Energy Economics, Elsevier, vol. 111(C).
    4. Liu, Changyu & Sun, Jia & Zheng, Luhang & Zhu, Renkui, 2025. "Combating the rent-seeking among enterprises in China's emissions trading system," Emerging Markets Review, Elsevier, vol. 65(C).
    5. Han Yan & Md. Qamruzzaman & Sylvia Kor, 2023. "Nexus between Green Investment, Fiscal Policy, Environmental Tax, Energy Price, Natural Resources, and Clean Energy—A Step towards Sustainable Development by Fostering Clean Energy Inclusion," Sustainability, MDPI, vol. 15(18), pages 1-25, September.
    6. Lyu, Chenyan & Scholtens, Bert, 2024. "Integration of the international carbon market: A time-varying analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
    7. Wei, Yu & Zhang, Jiahao & Chen, Yongfei & Wang, Yizhi, 2022. "The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective," Energy, Elsevier, vol. 260(C).
    8. Tan, Xueping & Geng, Yong & Vivian, Andrew & Wang, Xinyu, 2021. "Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework," Resources Policy, Elsevier, vol. 74(C).
    9. Mensi, Walid & Selmi, Refk & Al-Kharusi, Sami & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2024. "Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios," Resources Policy, Elsevier, vol. 91(C).
    10. French, Joseph J. & Gurdgiev, Constantin & Lucey, Brian M. & Shin, Seungho, 2025. "Sailing the stormy seas: Energy hedge funds strategy innovation, and market uncertainties," Energy Economics, Elsevier, vol. 150(C).
    11. Saidi, Hichem & Ozturk, Ilhan & Hakimi, Abdelaziz & Ullah, Sana, 2026. "Central bank independence–green investment nexus: Is energy inflation a barrier or stimulator?," Research in International Business and Finance, Elsevier, vol. 81(C).
    12. Zhang, Hongwei & Hong, Huojun & Ding, Shijie, 2023. "The role of climate policy uncertainty on the long-term correlation between crude oil and clean energy," Energy, Elsevier, vol. 284(C).
    13. Su, Chi-Wei & Pang, Li-Dong & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises," Energy, Elsevier, vol. 274(C).
    14. Ahmed, Walid M.A., 2024. "Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach," Energy Economics, Elsevier, vol. 136(C).
    15. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
    16. Emre Cevik & Emrah I Cevik & Sel Dibooglu & Raif Cergibozan & Mehmet Fatih Bugan & Mehmet Akif Destek, 2024. "Connectedness and risk spillovers between crude oil and clean energy stock markets," Energy & Environment, , vol. 35(7), pages 3319-3339, November.
    17. Xiaohong Qi & Guofu Zhang & Yuqi Wang, 2022. "Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China," Sustainability, MDPI, vol. 14(21), pages 1-16, October.
    18. Lan, Yuqiao & Chen, Juntao & Huang, Zhehao & Zhao, Yuanqi, 2024. "Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis," Energy, Elsevier, vol. 311(C).
    19. Kliber, Agata & Łęt, Blanka & Řezáč, Pavel, 2024. "Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil," Energy, Elsevier, vol. 295(C).
    20. Liu, Changyu & Gong, Wanrong & Dong, Guanglong & Ji, Qiang, 2024. "Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises," Energy Economics, Elsevier, vol. 135(C).
    21. Lu, Xunfa & He, Pengchao & Zhang, Zhengjun & Apergis, Nicholas & Roubaud, David, 2024. "Extreme co-movements between decomposed oil price shocks and sustainable investments," Energy Economics, Elsevier, vol. 134(C).
    22. Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2025. "Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China," Research in International Business and Finance, Elsevier, vol. 76(C).
    23. Umar, Muhammad & Farid, Saqib & Naeem, Muhammad Abubakr, 2022. "Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis," Energy, Elsevier, vol. 240(C).
    24. Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024. "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, vol. 48(2).
    25. Long, Houyin & Huang, Xiang & Wang, Jiaxin, 2023. "How does energy finance promote energy transition? Evidence from Shanghai crude oil futures," International Review of Financial Analysis, Elsevier, vol. 90(C).
    26. Duan, Xiaoping & Xiao, Ya & Ren, Xiaohang & Taghizadeh-Hesary, Farhad & Duan, Kun, 2023. "Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development," Resources Policy, Elsevier, vol. 82(C).
    27. Chen, Yu & Lin, Boqiang, 2022. "Quantifying the extreme spillovers on worldwide ESG leaders' equity," International Review of Financial Analysis, Elsevier, vol. 84(C).
    28. Guo, Xiaozhu & Lu, Xinjie & Mu, Shaobo & Zhang, Min, 2024. "New roles for energy and financial markets in spillover connections: context under COVID-19 and the Russia–Ukraine conflict," Research in International Business and Finance, Elsevier, vol. 71(C).
    29. Chen, Yaling & Zhu, Huiming & Liu, Yinpeng, 2025. "Measuring multi-scale risk contagion between crude oil, clean energy, and stock market: A MODWT-Vine-copula method," Research in International Business and Finance, Elsevier, vol. 75(C).
    30. Liu, Changyu & Song, Yadong & Wang, Wei & Shi, Xunpeng, 2023. "The governance of manufacturers’ greenwashing behaviors: A tripartite evolutionary game analysis of electric vehicles," Applied Energy, Elsevier, vol. 333(C).
    31. Ren, Yinghua & Wang, Nairong & Zhu, Huiming, 2025. "Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    32. Alomari, Mohammed & Khoury, Rim El & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Extreme downside risk connectedness between green energy and stock markets," Energy, Elsevier, vol. 312(C).
    33. Wu, Ruirui & Li, Bin & Qin, Zhongfeng, 2024. "Spillovers and dependency between green finance and traditional energy markets under different market conditions," Energy Policy, Elsevier, vol. 192(C).
    34. Bouri, Elie, 2023. "Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks," Renewable Energy, Elsevier, vol. 210(C), pages 507-523.
    35. Hou, Yaru & Yang, Mian & Ma, Yanran & Zhang, Haiying, 2024. "Study on city's energy transition: Evidence from the establishment of the new energy demonstration cities in China," Energy, Elsevier, vol. 292(C).
    36. Hanif, Waqas & El Khoury, Rim & Arfaoui, Nadia & Hammoudeh, Shawkat, 2025. "Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?," Energy Economics, Elsevier, vol. 144(C).
    37. Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon, 2023. "Connectedness between fossil and renewable energy stock indices: The impact of the COP policies," Economic Modelling, Elsevier, vol. 123(C).
    38. Wang, Zi-Xin & Liu, Bing-Yue & Fan, Ying, 2023. "Network connectedness between China's crude oil futures and sector stock indices," Energy Economics, Elsevier, vol. 125(C).
    39. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).
    40. Kuang, Wei, 2021. "Which clean energy sectors are attractive? A portfolio diversification perspective," Energy Economics, Elsevier, vol. 104(C).
    41. Chuliá, Helena & Muñoz-Mendoza, Jorge A. & Uribe, Jorge M., 2023. "Energy firms in emerging markets: Systemic risk and diversification opportunities," Emerging Markets Review, Elsevier, vol. 56(C).
    42. Sun, Xiaotian & Fang, Wei & Gao, Xiangyun & An, Haizhong & Liu, Siyao & Wu, Tao, 2022. "Complex causalities between the carbon market and the stock markets for energy intensive industries in China," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 404-417.
    43. Ying Zhang & Weifeng Li & Li Yang, 2025. "Do Physical and Transition Climate Risks Drive the Volatility and Dynamic Correlations Between Fossil Energy Markets and Stocks Prices of Clean Energy?," Sustainability, MDPI, vol. 17(20), pages 1-26, October.
    44. Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali, 2022. "Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings," CESifo Working Paper Series 9824, CESifo.
    45. Dai, Zhifeng & Tang, Rui & Zhang, Xiaotong, 2023. "A new multilayer network for measuring interconnectedness among the energy firms," Energy Economics, Elsevier, vol. 124(C).
    46. Lyócsa, Štefan & Todorova, Neda, 2024. "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, vol. 132(C).
    47. Wang, Lu & Guan, Li & Ding, Qian & Zhang, Hongwei, 2023. "Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets," Energy Economics, Elsevier, vol. 126(C).
    48. Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023. "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, vol. 124(C).
    49. Li, Yiying & Yan, Cheng & Ren, Xiaohang, 2023. "Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework," Energy Economics, Elsevier, vol. 121(C).
    50. Wang, Minglu & Ouyang, Kexin & Jing, Peng, 2025. "Dynamic interplay of energy uncertainty, supply chain disruption, and digital transformation on China's renewable energy stocks," Energy Economics, Elsevier, vol. 141(C).
    51. Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh, 2025. "The temporal variability in the returns of socially responsible funds to structural oil shocks," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).

  90. Liu, Xiaoguang & Ji, Qiang & Yu, Jian, 2021. "Sustainable development goals and firm carbon emissions: Evidence from a quasi-natural experiment in China," Energy Economics, Elsevier, vol. 103(C).

    Cited by:

    1. Yi Wang, 2023. "Empowering leadership: A conflict resolver and a performance booster for organizations," PLOS ONE, Public Library of Science, vol. 18(11), pages 1-17, November.
    2. Zhao, Chuan & Yin, Yutong & Wang, Kun & Ma, Xuying, 2025. "Push or pull? Identifying the OEMs' carbon reduction strategies based on the dynamic evolutionary game approach," Energy Economics, Elsevier, vol. 141(C).
    3. Niu, Xiaotong & Lin, Changao & He, Shanshan & Yang, Youcai, 2025. "Artificial intelligence and enterprise pollution emissions: From the perspective of energy transition," Energy Economics, Elsevier, vol. 144(C).
    4. Zhang, Chaoqun & Zha, Donglan & Jiang, Pansong & Wang, Fu & Yang, Guanglei & Salman, Muhammad & Wu, Qing, 2023. "The effect of customized information feedback on individual electricity saving behavior: Evidence from a field experiment in China," Technological Forecasting and Social Change, Elsevier, vol. 193(C).
    5. Chen, Yang & Guo, Xingxin & Yi, Wen & Hong, Jingke & Wen, Quan, 2025. "Synergistic pollution and carbon reductions from the China National Sustainable Communities Pilot Policy," Energy, Elsevier, vol. 321(C).
    6. Mohammed Benlemlih & Çiğdem Vural Yavaş, 2024. "Economic Policy Uncertainty and Climate Change: Evidence from CO2 Emission," Journal of Business Ethics, Springer, vol. 191(3), pages 415-441, May.
    7. Cai Li & Luyu Li & Jiaqi Zheng & Jizhi Wang & Yi Yuan & Zezhong Lv & Yinghao Wei & Qihang Han & Jiatong Gao & Wenhao Liu, 2022. "China’s Public Firms’ Attitudes towards Environmental Protection Based on Sentiment Analysis and Random Forest Models," Sustainability, MDPI, vol. 14(9), pages 1-27, April.
    8. Xiaoli Hao & Qingyu Sun & Ke Li & Yan Xue & Haitao Wu, 2025. "Can CSR effectively promote corporate green innovation efficiency?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(7), pages 17525-17555, July.
    9. Yu, Jian & Peng, Fanjia & Shi, Xunpeng & Yang, Longjian, 2022. "Impact of credit guarantee on firm performance: Evidence from China’s SMEs," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 624-636.
    10. Khan, Zeeshan & Zhu, Xufeng & Chatti, Walid, 2025. "Environmental Poverty from the lens of sustainable development and financial inclusion: Evaluating the importance of energy productivity and clean energy electricity," Energy, Elsevier, vol. 318(C).
    11. Madiha Gohar & Lingyan Xu & Waqas Amin & Suleman Sarwar, 2025. "Do the greenwashing and corporate social responsibility are significant to mitigate the firm-level emissions: moderating role of environmental, social and governance indicators," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(9), pages 21473-21492, September.
    12. Wang, Donghua & Fang, Tianhui, 2025. "Study on influencing factors and forecast of global crude oil prices based on the hybrid model," Energy, Elsevier, vol. 328(C).
    13. Pan, An & Cao, Xuekang, 2024. "Pilot free trade zones and low-carbon innovation: Evidence from listed companies in China," Energy Economics, Elsevier, vol. 136(C).
    14. Yan, Cheng & Mao, Zhicheng & Ho, Kung-Cheng, 2022. "Effect of green financial reform and innovation pilot zones on corporate investment efficiency," Energy Economics, Elsevier, vol. 113(C).
    15. Li, Jingyu & Guo, Xiangyuan & Xie, Qiwei & Sun, Xiaolei, 2024. "Green credit efficiency of commercial banks in China: Evidence from a multi-period leader-follower model with preference," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    16. Qinxin Xiao & Jiaojiao Gao, 2024. "The Multi-Visit Vehicle Routing Problem with Drones under Carbon Trading Mechanism," Sustainability, MDPI, vol. 16(14), pages 1-22, July.
    17. Boqiang Lin & Chongchong Xu, 2024. "RETRACTED ARTICLE: Evaluating the effect of green fiscal policy on firm energy performance: evidence from China," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-29, April.
    18. Na Yu & Jianghua Chen & Lei Cheng, 2022. "Evolutionary Game Analysis of Carbon Emission Reduction between Government and Enterprises under Carbon Quota Trading Policy," IJERPH, MDPI, vol. 19(14), pages 1-22, July.
    19. Yue, Haocheng & Li, Jingcheng, 2025. "Recruitment compensation gaps and firm value," Finance Research Letters, Elsevier, vol. 79(C).
    20. Lee, Chien-Chiang & Chang, Yu-Fang & Wang, En-Ze, 2022. "Crossing the rivers by feeling the stones: The effect of China's green credit policy on manufacturing firms' carbon emission intensity," Energy Economics, Elsevier, vol. 116(C).
    21. Chuanfei Li & Luguang Qi, 2024. "Can Government Environmental Attention Improve Corporate Carbon Emission Reduction Performance?—Evidence from China A-Share Listed Companies with High-Energy-Consumption," Sustainability, MDPI, vol. 16(11), pages 1-22, May.
    22. Yanchao Feng & Juan Zhang & Renfu Luo & Yuxi Pan & Shuhai Niu, 2024. "How does the opening of high-speed rail drive energy restructuring? New micro evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.
    23. Ruirui Fang & Yue Ma & Lianyong Feng, 2025. "A Comprehensive Evaluation of the Impact of China’s Carbon Market on Carbon Emission Efficiency from the Total-Factor Perspective," Sustainability, MDPI, vol. 17(11), pages 1-16, June.
    24. Li, Ziyang & Luo, Tao & Li, Jiangyi & Tian, Yihao, 2024. "Does social responsibility reform curb corporate greenwashing: Evidence from a quasi-natural experiment in China," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    25. Haoyu Gao & Hui Wang & Xinyu Wang & Huiyu Wen, 2024. "ESG‐oriented analysts and corporate green innovation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(S1), pages 4977-5008, December.
    26. Jiping Sheng & Xiaoge Gao & Yongqi Sun, 2024. "Sustainability of the Food Industry: Ecological Efficiency and Influencing Mechanism of Carbon Emissions Trading Policy in China," Sustainability, MDPI, vol. 16(5), pages 1-25, March.
    27. Liu, Changyu & Song, Yadong & Wang, Wei & Shi, Xunpeng, 2023. "The governance of manufacturers’ greenwashing behaviors: A tripartite evolutionary game analysis of electric vehicles," Applied Energy, Elsevier, vol. 333(C).
    28. Yang, Zhenbing & Zhao, Ziyi & Shao, Shuai & Yang, Lili, 2023. "Carbon regulation and enterprise investment: Evidence from China," Energy Economics, Elsevier, vol. 128(C).
    29. Shu, Yunxia & Deng, Nanxin & Wu, Yuming & Bao, Shuming & Bie, Ao, 2023. "Urban governance and sustainable development: The effect of smart city on carbon emission in China," Technological Forecasting and Social Change, Elsevier, vol. 193(C).
    30. Wang, Yufeng, 2023. "Can the green credit policy reduce carbon emission intensity of “high-polluting and high-energy-consuming” enterprises? Insight from a quasi-natural experiment in China," Global Finance Journal, Elsevier, vol. 58(C).
    31. Ruting Huang & Qin Miao & Xin Yao, 2026. "Cutting emissions through intelligent production in Chinese manufacturing firms: an empirical analysis," Annals of Operations Research, Springer, vol. 359(2), pages 1849-1872, April.
    32. María Garrido-Ruso & Beatriz Aibar-Guzmán & Albertina Paula Monteiro, 2022. "Businesses’ Role in the Fulfillment of the 2030 Agenda: A Bibliometric Analysis," Sustainability, MDPI, vol. 14(14), pages 1-35, July.
    33. Yu, Jian & Cai, Xuanye & Ji, Xinliang & Liang, Longyue & Yang, Jizhao, 2025. "Promoting urban energy transitions: Lessons from interpretable machine learning with evidence from China," Energy, Elsevier, vol. 334(C).
    34. Guo, Dongmei & Li, Qin & Liu, Peng & Shi, Xunpeng & Yu, Jian, 2023. "Power shortage and firm performance: Evidence from a Chinese city power shortage index," Energy Economics, Elsevier, vol. 119(C).
    35. Bai, Dongbei & Hu, Jin & Irfan, Muhammad & Hu, Mingjun, 2023. "Unleashing the impact of ecological civilization pilot policies on green technology innovation: Evidence from a novel SC-DID model," Energy Economics, Elsevier, vol. 125(C).
    36. Liu, Xiaoqian & Cifuentes-Faura, Javier & Zhao, Shikuan & Wang, Long, 2023. "Government environmental attention and carbon emissions governance: Firm-level evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 121-142.
    37. Yu, Jian & Liu, Peng & Fu, Dahai & Shi, Xunpeng, 2023. "How do power shortages affect CO2 emission intensity? Firm-level evidence from China," Energy, Elsevier, vol. 282(C).
    38. Qing Liu & Guoyu Ding & Kedong Shu, 2024. "Economic policy uncertainty, firm carbon emissions and regional heterogeneity: evidence from China's exporters," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 73(2), pages 521-555, August.
    39. Li, He & Lu, Juan, 2023. "Can low-carbon mergers and acquisitions reduce carbon emissions? Evidence from China's energy companies," Energy, Elsevier, vol. 283(C).

  91. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).

    Cited by:

    1. Zhu, Bo & Liu, Jiahao & Lin, Renda & Chevallier, Julien, 2021. "Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?," Energy Economics, Elsevier, vol. 101(C).
    2. Radu Lupu & Adrian Cantemir Călin & Cristina Georgiana Zeldea & Iulia Lupu, 2021. "Systemic Risk Spillovers in the European Energy Sector," Energies, MDPI, vol. 14(19), pages 1-23, October.
    3. Sun, Chuanwang & Min, Jialin & Sun, Jiacheng & Gong, Xu, 2023. "The role of China's crude oil futures in world oil futures market and China's financial market," Energy Economics, Elsevier, vol. 120(C).
    4. Syed Jawad Hussain Shahzad & Román Ferrer & Elie Bouri, 2023. "Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications," The Energy Journal, , vol. 44(6), pages 211-243, November.
    5. Guo, Kun & Kang, Yuxin & Ma, Dandan & Lei, Lei, 2024. "How do climate risks impact the contagion in China's energy market?," Energy Economics, Elsevier, vol. 133(C).
    6. Lyu, Chenyan & Scholtens, Bert, 2024. "Integration of the international carbon market: A time-varying analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
    7. Dai, Zhifeng & Zhu, Haoyang & Zhang, Xinhua, 2022. "Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle," Energy Economics, Elsevier, vol. 109(C).
    8. Elie Bouri & Syed Jawad Hussain Shahzad, 2022. "Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks," The Energy Journal, , vol. 43(1_suppl), pages 1-26, June.
    9. Navarre, Jeremy T. & Frazier, Jeremy A., 2022. "Econometric analysis of factors influencing commercial helicopter operators’ stock returns in the gulf of Mexico," Journal of Air Transport Management, Elsevier, vol. 99(C).
    10. Zhao, Lu-Tao & Liu, Hai-Yi & Chen, Xue-Hui, 2024. "How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence," Journal of Commodity Markets, Elsevier, vol. 33(C).
    11. Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024. "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers 202405, University of Pretoria, Department of Economics.
    12. Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang, 2024. "Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    13. Hongjun Zeng & Ran Lu & Abdullahi D. Ahmed, 2023. "Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 49-87, March.
    14. Xie, Qichang & Bi, Yanhao & Xi, Yiyu & Xu, Xin, 2025. "The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets," Energy Economics, Elsevier, vol. 144(C).
    15. Xin Liu, 2025. "RETRACTED ARTICLE: Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(2), pages 6629-6664, June.
    16. Wang, Xinya & Vigne, Samuel A. & Huang, Shupei, 2025. "The impact of uncertainties on contagions in energy market risk networks: Evidence from synthesizing multiple-order moments and multiple time horizons," International Review of Economics & Finance, Elsevier, vol. 102(C).
    17. Sun, Guanglin & Yao, Xiaoyang & Li, Jianfeng & Lu, Tongyu, 2023. "Risk linkages between China's stock market and APEC stock markets under China's market liberalization," Finance Research Letters, Elsevier, vol. 52(C).
    18. Cowling, Marc & Rahman, Syahirah Abdul & Yang, Huan, 2025. "Do firms invest in energy adaptation? And, if so, why?," Energy Economics, Elsevier, vol. 149(C).
    19. Tao, Miaomiao & Poletti, Stephen & Roubaud, David & Tiwari, Aviral Kumar, 2025. "The Global “Carbon-Energy-Intelligence” Framework: Decoding Cross-Market Interlinkages," Applied Energy, Elsevier, vol. 401(PA).
    20. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
    21. Hou, Zheng & Roseta-Palma, Catarina & Ramalho, Joaquim J.S., 2024. "Can operational efficiency in the Portuguese electricity sector be improved? Yes, but..," Energy Policy, Elsevier, vol. 190(C).
    22. Qiang Ji & Ronald D. Ripple & Dayong Zhang & Yuqian Zhao, 2022. "Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies," The Energy Journal, , vol. 43(1_suppl), pages 1-24, June.
    23. Jun Long & Xianghui Yuan & Liwei Jin & Chencheng Zhao, 2024. "Connectedness and risk spillover in China's commodity futures sectors," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 784-802, May.
    24. Lu, Xunfa & He, Pengchao & Zhang, Zhengjun & Apergis, Nicholas & Roubaud, David, 2024. "Extreme co-movements between decomposed oil price shocks and sustainable investments," Energy Economics, Elsevier, vol. 134(C).
    25. Xie, Qichang & Fang, Tingwei & Rong, Xueyun & Xu, Xin, 2024. "Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    26. Huszár, Zsuzsa R. & Kotró, Balázs B. & Tan, Ruth S.K., 2023. "Dynamic volatility transfer in the European oil and gas industry," Energy Economics, Elsevier, vol. 127(PA).
    27. Liao, Gaoke & Li, Yanling & Wang, Mengxin, 2024. "Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?," Energy Economics, Elsevier, vol. 129(C).
    28. Ren, Xiaohang & Li, Yiying & Sun, Xianming & Bu, Ruijun & Jawadi, Fredj, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Energy Economics, Elsevier, vol. 126(C).
    29. Pengxiang Zhai & Fei Wu & Qiang Ji & Duc Khuong Nguyen, 2024. "From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 551-580, January.
    30. Tao, Miaomiao & Roubaud, David & Tiwari, Aviral Kumar & Silva, Emilson, 2025. "How do systematic risk spillovers reshape investment outcomes?," Finance Research Letters, Elsevier, vol. 75(C).
    31. Hu, Xin & Zhu, Bo & Liu, Jiahao, 2025. "Does climate transition risk threaten China's energy system stability? Insights from high-dimensional systemic risk spillover network," Energy Economics, Elsevier, vol. 149(C).
    32. Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024. "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, vol. 48(2).
    33. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
    34. Zhu, Bo & Deng, Yuanyue & Hu, Xin, 2023. "Global energy security: Do internal and external risk spillovers matter? A multilayer network method," Energy Economics, Elsevier, vol. 126(C).
    35. Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024. "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, vol. 139(C).
    36. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
    37. Gong, Xu & Liao, Qin, 2024. "Physical climate risk attention and dynamic volatility connectedness among new energy stocks," Energy Economics, Elsevier, vol. 136(C).
    38. Lin, Weinan & Ouyang, Ruolan & Zhang, Xuan & Zhuang, Chengkai, 2023. "Network analysis of international financial markets contagion based on volatility indexes," Finance Research Letters, Elsevier, vol. 56(C).
    39. Nur Ain Shahrier & Zaheer Anwer & Milena Migliavacca, 2025. "Horizon Dynamics of Systemic Risk in Global Energy Firms," Working Papers wp59, South East Asian Central Banks (SEACEN) Research and Training Centre, revised Nov 2025.
    40. Zheng, Tingguo & Gong, Lu & Ye, Shiqi, 2023. "Global energy market connectedness and inflation at risk," Energy Economics, Elsevier, vol. 126(C).
    41. Horváth, Roman & Kalistová, Anna & Lyócsa, Štefan & Miškufová, Marta & Moravcová, Michala, 2025. "Do hurricanes cause storm on the stock market? The case of US energy companies," International Review of Financial Analysis, Elsevier, vol. 97(C).
    42. Chen, Chuanglian & Zhou, Lichao & Sun, Chuanwang & Lin, Yuting, 2024. "Does oil future increase the network systemic risk of financial institutions in China?," Applied Energy, Elsevier, vol. 364(C).
    43. Zhu, Bo & Deng, Yuanyue & Lin, Renda & Hu, Xin & Chen, Pingshe, 2022. "Energy security: Does systemic risk spillover matter? Evidence from China," Energy Economics, Elsevier, vol. 114(C).
    44. Zhang, Yunhan & Ji, Qiang & Zhang, Dayong & Guo, Kun, 2024. "How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties," Energy Economics, Elsevier, vol. 131(C).
    45. Zheng, Huike & Gao, Chiyuan & Deng, Jing, 2025. "Tail risk spillover and systemic importance among fossil energy markets: Evidence from china," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    46. Jin Li, 2023. "Analysis of Evolving Hazard Overflows and Construction of an Alert System in the Chinese Finance Industry Using Statistical Learning Methods," Mathematics, MDPI, vol. 11(15), pages 1-26, July.
    47. Sun, Xiaotian & Fang, Wei & Gao, Xiangyun & An, Haizhong & Liu, Siyao & Wu, Tao, 2022. "Complex causalities between the carbon market and the stock markets for energy intensive industries in China," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 404-417.
    48. Dai, Zhifeng & Zhu, Haoyang, 2023. "Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 421-450.
    49. Zhou, Sitong & Yuan, Di & Zhang, Feipeng, 2025. "Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis," Energy Economics, Elsevier, vol. 142(C).
    50. Cevik, Emrah Ismail & Kenc, Turalay & Goodell, John W. & Gunay, Samet, 2025. "Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital," International Review of Economics & Finance, Elsevier, vol. 97(C).
    51. Wang, Haibo, 2025. "Assessing dynamic connectedness in global supply chain infrastructure portfolios: The impact of risk factors and extreme events," Global Finance Journal, Elsevier, vol. 67(C).
    52. Guo, Li-Yang & Feng, Chao & Yu, Si-Qi, 2023. "Connecting the stocks of major energy firms in China to identify the systemic risk," Energy Economics, Elsevier, vol. 126(C).
    53. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025. "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, vol. 144(C).
    54. Philips, Abiodun S., 2023. "Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets," Energy, Elsevier, vol. 263(PE).
    55. Gong, Xiao-Li & Feng, Yong-Kang & Liu, Jian-Min & Xiong, Xiong, 2023. "Study on international energy market and geopolitical risk contagion based on complex network," Resources Policy, Elsevier, vol. 82(C).

  92. Ma, Yan-Ran & Ji, Qiang & Wu, Fei & Pan, Jiaofeng, 2021. "Financialization, idiosyncratic information and commodity co-movements," Energy Economics, Elsevier, vol. 94(C).

    Cited by:

    1. Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022. "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, vol. 80(C).
    2. Zhang, Yan & Xu, Yushi & Zhu, Xintong & Huang, Jionghao, 2024. "Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis," Journal of Commodity Markets, Elsevier, vol. 34(C).
    3. Yang, Baochen & Geng, Peixuan & Fan, Ying, 2023. "Hedging firm's idiosyncratic risk from commodity financialization," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 815-842.
    4. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    5. Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
    6. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    7. An, Sufang & An, Feng & Gao, Xiangyun & Wang, Anjian, 2023. "Early warning of critical transitions in crude oil price," Energy, Elsevier, vol. 280(C).
    8. Yiling Ye & Xiaowen Zhuang & Cai Yi & Dinggao Liu & Zhenpeng Tang, 2025. "Enhancing Agricultural Futures Return Prediction: Insights from Rolling VMD, Economic Factors, and Mixed Ensembles," Agriculture, MDPI, vol. 15(11), pages 1-33, May.
    9. Wang, Donghua & Fang, Tianhui, 2025. "Study on influencing factors and forecast of global crude oil prices based on the hybrid model," Energy, Elsevier, vol. 328(C).
    10. Dai, Xingyu & Xiao, Ling & Wang, Qunwei & Dhesi, Gurjeet, 2021. "Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS," Energy Policy, Elsevier, vol. 156(C).
    11. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
    12. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
    13. Bonnier, Jean-Baptiste, 2021. "Speculation and informational efficiency in commodity futures markets," Journal of International Money and Finance, Elsevier, vol. 117(C).
    14. Bonnier, Jean-Baptiste, 2022. "Forecasting crude oil volatility with exogenous predictors: As good as it GETS?," Energy Economics, Elsevier, vol. 111(C).
    15. Sharma, Aarzoo, 2022. "A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach," Resources Policy, Elsevier, vol. 78(C).
    16. Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou, 2025. "Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
    17. Ren, Xiaohang & Fu, Chenjia & Jin, Yi, 2025. "Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model," Research in International Business and Finance, Elsevier, vol. 74(C).
    18. Wu, Nan & Wen, Fenghua & Gong, Xu, 2022. "Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities," Energy Economics, Elsevier, vol. 115(C).
    19. Zhou, Xuewei & Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe, 2024. "Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
    20. Tao, Miaomiao & Roubaud, David & Tiwari, Aviral Kumar & Silva, Emilson, 2025. "How do systematic risk spillovers reshape investment outcomes?," Finance Research Letters, Elsevier, vol. 75(C).
    21. Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024. "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, vol. 132(C).
    22. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
    23. Jin, Xiu & Liu, Yueli & Yu, Jinming & Huang, Weiqiang, 2023. "COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
    24. Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024. "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, vol. 33(C).
    25. Pu, Yingjian & Yang, Baochen, 2022. "The commodity futures' historical basis in trading strategy and portfolio investment," Energy Economics, Elsevier, vol. 105(C).
    26. Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024. "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, vol. 139(C).
    27. Xu Zhang & Xian Yang & Jianping Li & Jun Hao, 2023. "Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 705-733, June.
    28. Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco, 2023. "Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries," Resources Policy, Elsevier, vol. 85(PB).
    29. Ouyang, Ruolan & Zhuang, Chengkai & Wang, Tingting & Zhang, Xuan, 2022. "Network analysis of risk transmission among energy futures: An industrial chain perspective," Energy Economics, Elsevier, vol. 107(C).
    30. Juan Antonio Galán-Gutiérrez & Rodrigo Martín-García, 2022. "Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(4), pages 1-23, February.
    31. Jean-Baptiste Bonnier, 2021. "Speculation and informational efficiency in commodity futures markets," Post-Print hal-04299220, HAL.
    32. Wu, Ruirui & Li, Bin & Qin, Zhongfeng, 2024. "Spillovers and dependency between green finance and traditional energy markets under different market conditions," Energy Policy, Elsevier, vol. 192(C).
    33. Brum-Civelli, Conrado & Fried-Gindel, Alejandro & Garcia-Hiernaux, Alfredo, 2024. "IFCI-SA: International financial conditions index for South American economies," Research in International Business and Finance, Elsevier, vol. 72(PA).
    34. Li, Zhaohua & Hu, Baiding & Zhang, Yuqian & Yang, Wanyi, 2024. "Financial market spillovers and investor attention to the Russia-Ukraine war," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    35. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022. "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, vol. 79(C).
    36. Huang, Jionghao & Chen, Baifan & Xu, Yushi & Xia, Xiaohua, 2023. "Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach," Finance Research Letters, Elsevier, vol. 53(C).
    37. Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
    38. Wang, Xiaoyang, 2022. "Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets," Energy Economics, Elsevier, vol. 111(C).
    39. Libo Yin & Hong Cao, 2024. "Financialization of commodity markets: New evidence from temporal and spatial domains," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1357-1382, August.
    40. Sun, Xiaotian & Fang, Wei & Gao, Xiangyun & An, Haizhong & Liu, Siyao & Wu, Tao, 2022. "Complex causalities between the carbon market and the stock markets for energy intensive industries in China," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 404-417.
    41. Gong, Xu & Xu, Jun, 2022. "Geopolitical risk and dynamic connectedness between commodity markets," Energy Economics, Elsevier, vol. 110(C).
    42. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    43. Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).
    44. Dai, Zhifeng & Tang, Rui & Zhang, Xiaotong, 2023. "A new multilayer network for measuring interconnectedness among the energy firms," Energy Economics, Elsevier, vol. 124(C).
    45. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
    46. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.
    47. Lucey, Brian & Ren, Boru, 2023. "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, vol. 126(C).

  93. Zhiwei Zhang & Dayong Zhang & Fei Wu & Qiang Ji, 2021. "Systemic risk in the Chinese financial system: A copula‐based network approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2044-2063, April.

    Cited by:

    1. Su, Jian & Wang, Wenya & Bai, Yang & Zhou, Peng, 2025. "Measuring the natural gas price features of the Asia-Pacific market from a complex network perspective," Energy, Elsevier, vol. 314(C).
    2. Mengting Li & Qifa Xu & Cuixia Jiang & Yezheng Liu, 2024. "The role of long‐ and short‐run correlation networks in international portfolio selection," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3147-3176, July.
    3. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
    4. Shi, Qing & Sun, Xiaoqi & Xu, Man & Wang, Mengjiao, 2022. "The multiplex network structure of global cobalt industry chain," Resources Policy, Elsevier, vol. 76(C).
    5. Melo-Velandia, Luis Fernando & Otero, Jesús & Ramírez-González, Mahicol Stiben, 2025. "Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis," International Review of Financial Analysis, Elsevier, vol. 107(C).
    6. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
    7. Boubaker, Sabri & Karim, Sitara & Naeem, Muhammad Abubakr & Rahman, Molla Ramizur, 2024. "On the prediction of systemic risk tolerance of cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
    8. Chen, Chuanglian & Zhou, Lichao & Sun, Chuanwang & Lin, Yuting, 2024. "Does oil future increase the network systemic risk of financial institutions in China?," Applied Energy, Elsevier, vol. 364(C).
    9. Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022. "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
    10. Tonmoy Choudhury & Simone Scagnelli & Jaime Yong & Zhaoyong Zhang, 2021. "Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry," Sustainability, MDPI, vol. 13(14), pages 1-16, July.
    11. Shutong Zhang & Jun Nagayasu, 2023. "Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China," TUPD Discussion Papers 45, Graduate School of Economics and Management, Tohoku University.
    12. Kamrul Hasan Tuhin & Ashadun Nobi & Mahmudul Hasan Rakib & Jae Woo Lee, 2025. "Long short-term memory autoencoder based network of financial indices," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-15, December.

  94. Xiang Xu & Jian Yu & Dayong Zhang & Qiang Ji, 2021. "Energy Insecurity, Economic Growth, And The Role Of Renewable Energy: A Cross-Country Panel Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 66(02), pages 323-343, March.

    Cited by:

    1. Liu, Xiaoguang & Ji, Qiang & Yu, Jian, 2021. "Sustainable development goals and firm carbon emissions: Evidence from a quasi-natural experiment in China," Energy Economics, Elsevier, vol. 103(C).
    2. Wang, Jun-Zhuo & Feng, Gen-Fu & Chang, Chun-Ping, 2024. "How does political instability affect renewable energy innovation?," Renewable Energy, Elsevier, vol. 230(C).
    3. Chen, Shiu-Sheng & Lin, Tzu-Yu, 2024. "Monetary policy and renewable energy production," Energy Economics, Elsevier, vol. 132(C).

  95. Rangan Gupta & Xin Sheng & Qiang Ji, 2021. "Movements in real estate uncertainty in the United States: the role of oil shocks," Applied Economics Letters, Taylor & Francis Journals, vol. 28(13), pages 1059-1065, July.

    Cited by:

    1. Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021. "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, vol. 43(C).
    2. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
    3. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).

  96. Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2612-2636, April.
    See citations under working paper version above.
  97. Ji, Qiang & Bouri, Elie & Kristoufek, Ladislav & Lucey, Brian, 2021. "Realised volatility connectedness among Bitcoin exchange markets," Finance Research Letters, Elsevier, vol. 38(C).

    Cited by:

    1. Walid Mensi & Anoop S. Kumar & Hee-Un Ko & Sang Hoon Kang, 2024. "Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 507-538, June.
    2. Sun, Chuanwang & Min, Jialin & Sun, Jiacheng & Gong, Xu, 2023. "The role of China's crude oil futures in world oil futures market and China's financial market," Energy Economics, Elsevier, vol. 120(C).
    3. John, Kose & Li, Jingrui, 2025. "Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment," Journal of Corporate Finance, Elsevier, vol. 94(C).
    4. Kumar, Anoop S & Padakandla, Steven Raj, 2022. "Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach," Finance Research Letters, Elsevier, vol. 47(PB).
    5. Adedeji Daniel Gbadebo, 2023. "Dynamic Asymmetric Causality of Bitcoin’s Price-Volume Relation," SAGE Open, , vol. 13(4), pages 21582440231, December.
    6. Chen, Baifan & Huang, Jionghao & Liu, Danhe & Xia, Xiaohua, 2024. "Time-frequency return connectedness between Chinese coal futures and international stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 316-333.
    7. Cheuk Hang Au & Kevin K. W. Ho & Kris. M. Y. Law & Dickson K. W. Chiu, 2024. "Critical success factors of users’ continuous intention of adopting cryptocurrency exchanges: LAS-VICT principle," Electronic Markets, Springer;IIM University of St. Gallen, vol. 34(1), pages 1-16, December.
    8. Kristoufek, Ladislav & Bouri, Elie, 2023. "Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges," Finance Research Letters, Elsevier, vol. 51(C).
    9. Meiyu Wu & Li Wang & Haijun Yang, 2024. "Heterogeneity in the volatility spillover of cryptocurrencies and exchanges," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-46, December.
    10. Yu, Xing & Shen, Xilin & Li, Yanyan & Gong, Xue, 2023. "Selective hedging strategies for crude oil futures based on market state expectations," Global Finance Journal, Elsevier, vol. 57(C).
    11. Tuna Can Güleç & Elif Erer & Selim Duramaz, 2026. "Cryptocurrencies as shock transmitters: dynamic connectedness, hedging strategies, and portfolio management across financial markets for higher-order moments," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-58, December.
    12. Ahmed, Mohamed Shaker & El-Masry, Ahmed A. & Al-Maghyereh, Aktham I. & Kumar, Satish, 2024. "Cryptocurrency volatility: A review, synthesis, and research agenda," Research in International Business and Finance, Elsevier, vol. 71(C).
    13. Yin, Wei & Wu, Fan & Zhou, Peng & Kirkulak-Uludag, Berna, 2025. "Exploring resilience in the cryptocurrency market: Risk transmission and network robustness," International Review of Financial Analysis, Elsevier, vol. 106(C).
    14. Carol Alexander & Daniel Heck & Andreas Kaeck, 2021. "The Role of Binance in Bitcoin Volatility Transmission," Papers 2107.00298, arXiv.org, revised Aug 2021.
    15. Kumar, Ashish & Iqbal, Najaf & Mitra, Subrata Kumar & Kristoufek, Ladislav & Bouri, Elie, 2022. "Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    16. Li, Zhenghui & Mo, Bin & Nie, He, 2023. "Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 46-57.
    17. Sofiane Aboura, 2022. "A note on the Bitcoin and Fed Funds rate," Empirical Economics, Springer, vol. 63(5), pages 2577-2603, November.
    18. Al Guindy, Mohamed, 2021. "Cryptocurrency price volatility and investor attention," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 556-570.
    19. Dirk G. Baur & Lai T. Hoang, 2024. "Cryptocurrency spillovers and correlations: inefficiency and co-movement," Digital Finance, Springer, vol. 6(2), pages 203-224, June.
    20. Ma, Yu & Luan, Zhiqian, 2022. "Ethereum synchronicity, upside volatility and Bitcoin crash risk," Finance Research Letters, Elsevier, vol. 46(PA).
    21. Alessio Brini & Jimmie Lenz, 2024. "A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes," Papers 2404.04962, arXiv.org.

  98. Geng, Jiang-Bo & Chen, Fu-Rui & Ji, Qiang & Liu, Bing-Yue, 2021. "Network connectedness between natural gas markets, uncertainty and stock markets," Energy Economics, Elsevier, vol. 95(C).

    Cited by:

    1. Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Cornejo Saavedra, Edinson E. & Sepúlveda Yelpo, Sandra M., 2024. "Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management," Global Finance Journal, Elsevier, vol. 63(C).
    2. Huang, Xinhui & Yang, Lukai, 2025. "Balancing the books: The role of energy-related uncertainty in corporate leverage," Global Finance Journal, Elsevier, vol. 64(C).
    3. Feng, Huiqun & Zhang, Jun & Guo, Na, 2023. "Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors," International Review of Financial Analysis, Elsevier, vol. 89(C).
    4. Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
    5. He, Zhifang & Qian, Wanchuan & Miftah, Badir & Zoynul Abedin, Mohammad, 2025. "Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets," International Review of Economics & Finance, Elsevier, vol. 103(C).
    6. Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2023. "Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis," Working Papers 8-2023, Copenhagen Business School, Department of Economics.
    7. Yang Liu & Tongshuai Qiao & Liyan Han, 2022. "Does clean energy matter? Revisiting the spillovers between energy and foreign exchange markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(11), pages 2068-2083, November.
    8. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    9. Wang, Tiantian & Wu, Fei & Zhang, Dayong, 2025. "Evolution of the oil and gas price-linkage with multiple uncertainties," Energy Economics, Elsevier, vol. 151(C).
    10. Chen, Yanhui & Zhou, Xiaoyu & Chen, Shun & Mi, Jackson Jinhong, 2024. "LNG freight rate and LNG price, carbon price, geopolitical risk: A dynamic connectedness analysis," Energy, Elsevier, vol. 302(C).
    11. Wei, Jiajia & Gao, Wang & Zhang, Hongwei, 2025. "Multiscale risk spillovers among critical mineral markets - insights from conditional and aggregated connectedness approach," International Review of Financial Analysis, Elsevier, vol. 107(C).
    12. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia & Brzeszczyński, Janusz, 2025. "What does energy price uncertainty reveal about the global energy crisis?," International Review of Financial Analysis, Elsevier, vol. 104(PB).
    13. Bahram Adrangi & Arjun Chatrath, 2022. "Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 51-84.
    14. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
    15. Lu, Xunfa & Huang, Nan & Mo, Jianlei, 2024. "Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil," Energy Economics, Elsevier, vol. 132(C).
    16. Yin, Libo & Cao, Hong & Xin, Yu, 2024. "Impact of crude oil price innovations on global stock market volatility: Evidence across time and space," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    17. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Ren, Xiaohang & Wu, Anbing, 2023. "Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index," Resources Policy, Elsevier, vol. 86(PA).
    18. Coskun, Merve & Taspinar, Nigar, 2022. "Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches," Resources Policy, Elsevier, vol. 79(C).
    19. Ren, Xiaohang & Li, Yiying & Sun, Xianming & Bu, Ruijun & Jawadi, Fredj, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Energy Economics, Elsevier, vol. 126(C).
    20. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Doğan, Buhari & Ghosh, Sudeshna, 2023. "Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach," Energy Economics, Elsevier, vol. 120(C).
    21. Roudari, Soheil & Sadeghi, Abdorasoul & Gholami, Samad & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2023. "Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market," Resources Policy, Elsevier, vol. 83(C).
    22. Costola, Michele & Lorusso, Marco, 2021. "Spillovers among Energy Commodities and the Russian Stock Market," MPRA Paper 108990, University Library of Munich, Germany.
    23. Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024. "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, vol. 48(2).
    24. Alper Gormus & Saban Nazlioglu & Elif Gormus, 2024. "ESG impact on oil and natural gas financialization through price transmission," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 685-707, September.
    25. Yuan Zhao & Xue Gong & Weiguo Zhang & Weijun Xu, 2025. "Stock return forecasting based on the proxy variables of category factors," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-48, December.
    26. Shanglei Chai & Wenjun Chu & Zhen Zhang & Zhilong Li & Mohammad Zoynul Abedin, 2025. "Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic," Annals of Operations Research, Springer, vol. 345(2), pages 1137-1164, February.
    27. Boqiang Lin & Tianxu Lan, 2024. "The time‐varying volatility spillover effects between China's coal and metal market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 699-719, May.
    28. Hayet Soltani & Mouna Boujelbène Abbes, 2025. "Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(2), pages 8840-8866, June.
    29. Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).
    30. Gong, Xu & Liao, Qin, 2024. "Physical climate risk attention and dynamic volatility connectedness among new energy stocks," Energy Economics, Elsevier, vol. 136(C).
    31. Jalal, Rubia & Gopinathan, R., 2023. "Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach," Finance Research Letters, Elsevier, vol. 55(PB).
    32. Chen, Yaling & Zhu, Huiming & Liu, Yinpeng, 2025. "Measuring multi-scale risk contagion between crude oil, clean energy, and stock market: A MODWT-Vine-copula method," Research in International Business and Finance, Elsevier, vol. 75(C).
    33. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
    34. Asadi, Mehrad & Roubaud, David & Tiwari, Aviral Kumar, 2022. "Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness," Energy Economics, Elsevier, vol. 109(C).
    35. El Khoury, Rim & Alshater, Muneer M. & Li, Yanshuang & Xiong, Xiong, 2024. "Quantile time-frequency connectedness among G7 stock markets and clean energy markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 71-90.
    36. Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025. "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, vol. 141(C).
    37. Halder, Abhishek & Kannadhasan, M., 2025. "Energy uncertainty and corporate bankruptcy risk: International evidence," Energy Economics, Elsevier, vol. 151(C).
    38. Saif-Alyousfi, Abdulazeez Y.H., 2025. "Energy shocks and stock market returns under COVID-19: New insights from the United States," Energy, Elsevier, vol. 316(C).
    39. Nurkhodzha Akbulaev & Elshan Mammadli & Gadir Bayramli, 2022. "The Effect of Energy Prices on Stock Indices in the Period of COVID-19: Evidence from Russia, Turkey, Brazil, and India," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 262-269, May.
    40. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024. "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, vol. 133(C).
    41. Choi, Ki-Hong & Nekhili, Ramzi & Mensi, Walid & Boubaker, Ferihane Zaraa & Yoon, Seong-Min, 2024. "Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    42. Tian, Tingting & Lai, Kee-hung & Wong, Christina W.Y., 2022. "Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies," Energy Policy, Elsevier, vol. 169(C).
    43. Wang, Zi-Xin & Liu, Bing-Yue & Fan, Ying, 2023. "Network connectedness between China's crude oil futures and sector stock indices," Energy Economics, Elsevier, vol. 125(C).
    44. Just, Małgorzata & Kliber, Agata & Echaust, Krzysztof, 2025. "Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe," International Review of Financial Analysis, Elsevier, vol. 103(C).
    45. Assaf, Ata & Al-Shboul, Mohammad & Mokni, Khaled & Demir, Ender, 2025. "Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors," Emerging Markets Review, Elsevier, vol. 65(C).
    46. Onur Polat, 2021. "Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 7(2), pages 47-59, December.
    47. Murè, Pina & Paccione, Cosimo & Marzioni, Stefano & Giorgio, Saverio, 2024. "How electricity and natural gas prices affect banking systemic risk," Research in International Business and Finance, Elsevier, vol. 72(PA).
    48. Chuliá, Helena & Muñoz-Mendoza, Jorge A. & Uribe, Jorge M., 2023. "Energy firms in emerging markets: Systemic risk and diversification opportunities," Emerging Markets Review, Elsevier, vol. 56(C).
    49. Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
    50. Lee, Chien-Chiang & Olasehinde-Williams, Godwin & Özkan, Oktay, 2023. "Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players," Energy Economics, Elsevier, vol. 126(C).
    51. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
    52. Ozcelebi, Oguzhan & El Khoury, Rim & Yoon, Seong-Min, 2024. "Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches," Energy Economics, Elsevier, vol. 140(C).
    53. Herrera, Gabriel Paes & Constantino, Michel & Su, Jen-Je & Naranpanawa, Athula, 2022. "Renewable energy stocks forecast using Twitter investor sentiment and deep learning," Energy Economics, Elsevier, vol. 114(C).

  99. Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021. "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, vol. 56(C).
    See citations under working paper version above.
  100. Yang, Yuying & Ma, Yan-Ran & Hu, Min & Zhang, Dayong & Ji, Qiang, 2021. "Extreme risk spillover between chinese and global crude oil futures," Finance Research Letters, Elsevier, vol. 40(C).

    Cited by:

    1. Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You, 2025. "The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events," International Review of Financial Analysis, Elsevier, vol. 103(C).
    2. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2022. "Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change," International Review of Financial Analysis, Elsevier, vol. 83(C).
    3. Chai, Li & Wang, Yuqi & Qi, Xiaohong, 2024. "Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    4. Zheng, Shuxian & Tan, Zhanglu & Xing, Wanli & Zhou, Xuanru & Zhao, Pei & Yin, Xiuqi & Hu, Han, 2022. "A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices," Resources Policy, Elsevier, vol. 78(C).
    5. Li, Jingyu & Liu, Ranran & Yao, Yanzhen & Xie, Qiwei, 2022. "Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19," Resources Policy, Elsevier, vol. 77(C).
    6. Abuzayed, Bana & Al-Fayoumi, Nedal, 2021. "Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    7. Su, Tong & Lin, Boqiang, 2024. "Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective," Energy Economics, Elsevier, vol. 140(C).
    8. Ren, Xiaohang & He, Yue & Liu, Chuanwang & Tao, Lizhu, 2025. "Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test," Energy, Elsevier, vol. 320(C).
    9. Wang, Donghua & Fang, Tianhui, 2025. "Study on influencing factors and forecast of global crude oil prices based on the hybrid model," Energy, Elsevier, vol. 328(C).
    10. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
    11. Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing, 2023. "Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 55-69.
    12. Qiang Ji & Ronald D. Ripple & Dayong Zhang & Yuqian Zhao, 2022. "Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies," The Energy Journal, , vol. 43(1_suppl), pages 1-24, June.
    13. Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin, 2024. "The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency," Papers 2408.06661, arXiv.org, revised Jul 2025.
    14. Huang, Zihuang & Wang, Shaokun & Li, Kaifeng, 2025. "The impact of informed trading on liquidity in Chinese crude oil futures," Energy Economics, Elsevier, vol. 150(C).
    15. Dejan Živkov & Jasmina Đurašković & Marina Gajić‐Glamočlija, 2022. "Multiscale downside risk interdependence between the major agricultural commodities," Agribusiness, John Wiley & Sons, Ltd., vol. 38(4), pages 990-1011, October.
    16. Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2024. "Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    17. Xie, Qichang & Fang, Tingwei & Rong, Xueyun & Xu, Xin, 2024. "Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    18. Yang, Jie & Feng, Yun & Yang, Hao, 2025. "Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    19. Choi, Sun-Yong, 2022. "Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    20. Yan-Hong Yang & Ying-Lin Liu & Ying-Hui Shao, 2023. "Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," Papers 2310.18903, arXiv.org, revised Jun 2024.
    21. Ding, Hao & Ji, Qiang & Ma, Rufei & Zhai, Pengxiang, 2022. "High-carbon screening out: A DCC-MIDAS-climate policy risk method," Finance Research Letters, Elsevier, vol. 47(PA).
    22. Yang, Jie & Feng, Yun & Yang, Hao, 2024. "Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises," Finance Research Letters, Elsevier, vol. 67(PB).
    23. Lu, Xinjie & Ma, Feng & Li, Haibo & Wang, Jianqiong, 2023. "INE oil futures volatility prediction: Exchange rates or international oil futures volatility?," Energy Economics, Elsevier, vol. 126(C).
    24. Yin, Libo & Cao, Hong & Guo, Yumei, 2024. "The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions," Energy Economics, Elsevier, vol. 132(C).
    25. Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024. "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, vol. 95(C).
    26. Cui, Jinxin & Maghyereh, Aktham, 2023. "Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective," Journal of Commodity Markets, Elsevier, vol. 30(C).
    27. Pan, Qunxing & Sun, Yujia, 2023. "Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 58(PB).
    28. Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023. "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, vol. 127(PA).
    29. Zhang, Yunhan & Ji, Qiang & Zhang, Dayong & Guo, Kun, 2024. "How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties," Energy Economics, Elsevier, vol. 131(C).
    30. Banerjee, Ameet Kumar & Dionisio, Andreia & Sensoy, Ahmet & Goodell, John W., 2024. "Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments," Energy Economics, Elsevier, vol. 136(C).
    31. Yang, Jie & Feng, Yun & Yang, Hao, 2024. "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    32. Huang, Wenyang & Gao, Tianxiao & Hao, Yun & Wang, Xiuqing, 2023. "Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices," Energy Economics, Elsevier, vol. 127(PA).
    33. Wang, Xiaoyu & Wang, Jiaojiao & Wang, Wenhuan & Zhang, Shuquan, 2023. "International and Chinese energy markets: Dynamic spillover effects," Energy, Elsevier, vol. 282(C).
    34. Naeem, Muhammad Abubakr & Gul, Raazia & Shafiullah, Muhammad & Karim, Sitara & Lucey, Brian M., 2024. "Tail risk spillovers between Shanghai oil and other markets," Energy Economics, Elsevier, vol. 130(C).
    35. Yang, Jie & Feng, Yun & Yang, Hao, 2024. "Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective," Energy Economics, Elsevier, vol. 140(C).

  101. Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).

    Cited by:

    1. Radu Lupu & Adrian Cantemir Călin & Cristina Georgiana Zeldea & Iulia Lupu, 2021. "Systemic Risk Spillovers in the European Energy Sector," Energies, MDPI, vol. 14(19), pages 1-23, October.
    2. Zhou, Wei & Chen, Yan & Chen, Jin, 2022. "Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic," Energy, Elsevier, vol. 256(C).
    3. Wang, Lu & Zhao, Chenchen & Liang, Chao & Jiu, Song, 2022. "Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model," Finance Research Letters, Elsevier, vol. 48(C).
    4. Zheng, Biao & Zhang, Yuquan W. & Yin, Haitao & Geng, Yong, 2021. "The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 651-667.
    5. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
    6. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    7. Fang, Guochang & Meng, Aoxiang & Wang, Qingling & Zhou, Huixin & Tian, Lixin, 2024. "Analysis of the evolution path of new energy system under polymorphic uncertainty—A case study of China," Energy, Elsevier, vol. 300(C).
    8. Xie, Qichang & Bi, Yanhao & Xi, Yiyu & Xu, Xin, 2025. "The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets," Energy Economics, Elsevier, vol. 144(C).
    9. Balash, Vladimir & Faizliev, Alexey, 2024. "Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events," Energy Economics, Elsevier, vol. 129(C).
    10. Xing, Xiaoyun & Xu, Zihan & Wang, Xiuya & Guo, Kun, 2025. "Climate risk performance and tail risk contagion in energy stock markets: Evidence from China," Research in International Business and Finance, Elsevier, vol. 79(C).
    11. Xing, Xiaoyun & Xu, Zihan & Chen, Ying & Ouyang, WenPei & Deng, Jing & Pan, Huanxue, 2023. "The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach," Finance Research Letters, Elsevier, vol. 53(C).
    12. Inglesi-Lotz, R. & Dogan, Eyup & Nel, J. & Tzeremes, Panayiotis, 2023. "Connectedness and spillovers in the innovation network of green transportation," Energy Policy, Elsevier, vol. 180(C).
    13. Billah, Mabruk & Karim, Sitara & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2022. "Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness," Research in International Business and Finance, Elsevier, vol. 62(C).
    14. Liao, Jianhui & Zhu, Xuehong & Chen, Jinyu, 2021. "Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies," International Review of Financial Analysis, Elsevier, vol. 77(C).
    15. Syuhada, Khreshna & Hakim, Arief, 2024. "Risk quantification and validation for green energy markets: New insight from a credibility theory approach," Finance Research Letters, Elsevier, vol. 62(PA).
    16. Ren, Xiaohang & Li, Yiying & Sun, Xianming & Bu, Ruijun & Jawadi, Fredj, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Energy Economics, Elsevier, vol. 126(C).
    17. Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024. "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, vol. 48(2).
    18. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
    19. Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024. "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, vol. 139(C).
    20. Zhou, Wei & Chen, Yan & Chen, Jin, 2024. "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    21. Dai, Zhifeng & Hu, Juan & Liu, Xinheng & Yang, Mi, 2024. "ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets," Energy Economics, Elsevier, vol. 134(C).
    22. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
    23. Bouteska, Ahmed & Cardillo, Giovanni & Harasheh, Murad, 2023. "Is it all about noise? Investor sentiment and risk nexus: evidence from China," Finance Research Letters, Elsevier, vol. 57(C).
    24. Vladimir Balash & Alexey Faizliev & Sergei Sidorov & Elena Chistopolskaya, 2021. "Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets," Mathematics, MDPI, vol. 9(19), pages 1-31, October.
    25. Liu, Chao & Xu, Jiahui, 2024. "Risk spillover effects of new global energy listed companies from the time-frequency perspective," Energy, Elsevier, vol. 292(C).
    26. Ozdemir, Huseyin & Ozdemir, Zeynel Abidin, 2021. "A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic," IZA Discussion Papers 14888, IZA Network @ LISER.
    27. Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2024. "Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1176-1197.
    28. Shen, Yiran & Liu, Chang & Sun, Xiaolei & Guo, Kun, 2023. "Investor sentiment and the Chinese new energy stock market: A risk–return perspective," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 395-408.
    29. Zheng, Huike & Gao, Chiyuan & Deng, Jing, 2025. "Tail risk spillover and systemic importance among fossil energy markets: Evidence from china," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    30. Deng, Jing & Zheng, Huike & Xing, Xiaoyun, 2023. "Dynamic spillover and systemic importance analysis of global clean energy companies: A tail risk network perspective," Finance Research Letters, Elsevier, vol. 55(PB).
    31. Ren, Xiaohang & Wang, Shengxin & Mao, Weifang & Gozgor, Giray, 2025. "Greening the energy industry: An efficiency analysis of China's listed new energy companies and its market spillovers," Energy Economics, Elsevier, vol. 145(C).
    32. Day, Min-Yuh & Ni, Yensen, 2023. "Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?," Energy, Elsevier, vol. 272(C).
    33. Yang, Yuying & Ma, Yan-Ran & Hu, Min & Zhang, Dayong & Ji, Qiang, 2021. "Extreme risk spillover between chinese and global crude oil futures," Finance Research Letters, Elsevier, vol. 40(C).
    34. Zhou, Sitong & Yuan, Di & Zhang, Feipeng, 2025. "Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis," Energy Economics, Elsevier, vol. 142(C).
    35. Wang, Lu & Ruan, Hang & Lai, Xiaodong & Li, Dongxin, 2024. "Economic extremes steering renewable energy trajectories: A time-frequency dissection of global shocks," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
    36. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.

  102. Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled, 2021. "Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Energy Policy, Elsevier, vol. 149(C).

    Cited by:

    1. Masoud Shirazi & José Alberto Fuinhas & Nuno Silva, 2023. "Sustainable economic development and geopolitics: The role of energy trilemma policies," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(4), pages 2471-2491, August.
    2. Liu, Yue & Tian, Lixin & Sun, Huaping & Zhang, Xiling & Kong, Chuimin, 2022. "Option pricing of carbon asset and its application in digital decision-making of carbon asset," Applied Energy, Elsevier, vol. 310(C).
    3. Gutiérrez-López, Cristina & Castro, Paula & Tascón, María T., 2022. "How can firms' transition to a low-carbon economy affect the distance to default?," Research in International Business and Finance, Elsevier, vol. 62(C).
    4. Egging-Bratseth, Ruud & Holz, Franziska & Czempinski, Victoria, 2021. "Freedom gas to Europe: Scenarios analyzed using the Global Gas Model," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 58.
    5. Liu, Xukang & Ma, Chao-Qun & Ren, Yi-Shuai, 2025. "ESG reactions to fintech: The role of cross-border capital flows," Research in International Business and Finance, Elsevier, vol. 76(C).
    6. Dai, Xingyu & Xiao, Ling & Wang, Qunwei & Dhesi, Gurjeet, 2021. "Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS," Energy Policy, Elsevier, vol. 156(C).
    7. Tianle Yang & Zhennan Sun & Min Du & Qunyang Du & Lei Li & Fatima Shuwaikh, 2025. "The impact of the degree of coupling coordination between green finance and environmental regulations on firms’ innovation performance: evidence from China," Annals of Operations Research, Springer, vol. 347(1), pages 173-195, April.
    8. Manthos D Delis & Kathrin De Greiff & Maria Iosifidi & Steven Ongena, 2024. "Being stranded with fossil fuel reserves? Climate policy risk and the pricing of bank loans," Post-Print hal-04636040, HAL.
    9. Wu, Nan & Zhang, Zuopeng & Lin, Boqiang, 2024. "Responses of financial stress and monetary policy to global warming: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 92(C).
    10. Olga S. Eremeeva & Lyudmila A. Mochalova, 2023. "Organisational economic mechanism of circular subsoil use," Journal of New Economy, Ural State University of Economics, vol. 24(1), pages 104-125, April.
    11. Louis Daumas, 2021. "Should we fear transition risks - A review of the applied literature," Working Papers 2021.05, FAERE - French Association of Environmental and Resource Economists.
    12. Wu, Dan & Zuo, Xiangbin, 2025. "Curbing financial Greenwashing: Policy tools, legal mechanisms, and corporate responsibility for sustainable development," International Review of Economics & Finance, Elsevier, vol. 103(C).
    13. Liu, Changyu & Wang, Jing & Ji, Qiang & Zhang, Dayong, 2024. "To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance," International Review of Financial Analysis, Elsevier, vol. 93(C).
    14. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Maherzi, Teja & Kayani, Umar Nawaz, 2024. "Can green investment funds hedge climate risk?," Finance Research Letters, Elsevier, vol. 60(C).
    15. Xiang Liu & Sizhen Xu & Ke Zou & Jia Liu & Man Yuan, 2025. "Green Finance and Carbon Emissions in China: Multilevel Transmission Mechanisms and Regional Heterogeneity," SAGE Open, , vol. 15(4), pages 21582440251, December.
    16. Xu, Yong & Li, Shanshan & Zhou, Xiaoxiao & Shahzad, Umer & Zhao, Xin, 2022. "How environmental regulations affect the development of green finance: Recent evidence from polluting firms in China," Renewable Energy, Elsevier, vol. 189(C), pages 917-926.
    17. Shirazi, Masoud, 2025. "Dynamic policy pathfinding for balanced growth of energy trilemma: Evidence from the world's large energy-consuming economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 214(C).
    18. Qadri, Hussain Mohi ud Din & Ali, Hassnian & Abideen, Zain ul & Jafar, Ahmad, 2024. "Mapping the Evolution of Green Finance Research and Development in Emerging Green Economies," Resources Policy, Elsevier, vol. 91(C).
    19. Liu, Yang & Pham, Ha & Mai, Yong, 2024. "Green investment policy and maturity mismatch of investment and financing in China's heavily polluting enterprises," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1145-1158.
    20. Zhang, Xinhua & Zhang, Qianqian & Dai, Zhifeng & Zhang, Xiaotong, 2023. "The impact of carbon markets on the financial performance of power producers: Evidence based on China," Energy Economics, Elsevier, vol. 127(PA).
    21. Tzai-Chiao Lee & Muhammad Khalid Anser & Abdelmohsen A. Nassani & Mohamed Haffar & Khalid Zaman & Muhammad Moinuddin Qazi Abro, 2021. "Managing Natural Resources through Sustainable Environmental Actions: A Cross-Sectional Study of 138 Countries," Sustainability, MDPI, vol. 13(22), pages 1-19, November.
    22. Louis Daumas, 2024. "Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 601-716, July.
    23. Song, Chenchen & Wu, Zhendong & Dong, Rebecca Kechen & Dinçer, Hasan, 2023. "Greening south Asia: Investing in sustainability and innovation to preserve natural resources and combat environmental pollution," Resources Policy, Elsevier, vol. 86(PB).
    24. Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024. "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    25. Yan, Ying & Lin, Tao & Ma, Heng, 2025. "The impact of corporate climate risk on carbon intensity: Evidence from China," Energy, Elsevier, vol. 334(C).
    26. Etienne Raynal & Stéphane Loisel, 2026. "Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models," Annals of Finance, Springer, vol. 22(1), pages 1-31, June.
    27. Wang, Zilong & Wang, Xinbin, 2022. "Research on the impact of green finance on energy efficiency in different regions of China based on the DEA-Tobit model," Resources Policy, Elsevier, vol. 77(C).

  103. Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021. "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, vol. 58(C).

    Cited by:

    1. Maghyereh, Aktham & Abdoh, Hussein, 2022. "Extreme dependence between structural oil shocks and stock markets in GCC countries," Resources Policy, Elsevier, vol. 76(C).
    2. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
    3. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers 202302, University of Pretoria, Department of Economics.
    4. Sami, Janesh & Makun, Keshmeer, 2024. "Food inflation and monetary policy in emerging economies," Journal of Asian Economics, Elsevier, vol. 95(C).
    5. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
    6. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022. "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, vol. 83(C).
    7. Kliber, Agata & Łęt, Blanka & Řezáč, Pavel, 2024. "Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil," Energy, Elsevier, vol. 295(C).
    8. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    9. Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
    10. Zhang, Lixia & Bai, Jiancheng & Zhang, Yueyan & Cui, Can, 2023. "Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators," Research in International Business and Finance, Elsevier, vol. 65(C).
    11. Mohsin, Muhammad & Jamaani, Fouad, 2023. "A novel deep-learning technique for forecasting oil price volatility using historical prices of five precious metals in context of green financing – A comparison of deep learning, machine learning, and statistical models," Resources Policy, Elsevier, vol. 86(PA).
    12. Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    13. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
    14. Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
    15. Yang, Yang & Liu, Zhen & Saydaliev, Hayot Berk & Iqbal, Sajid, 2022. "Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves," Resources Policy, Elsevier, vol. 77(C).

  104. Zhang, Dayong & Zhang, Zhiwei & Ji, Qiang & Lucey, Brian & Liu, Jia, 2021. "Board characteristics, external governance and the use of renewable energy: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).

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    1. Kizys, Renatas & Mamatzakis, Emmanuel C. & Tzouvanas, Panagiotis, 2023. "Does genetic diversity on corporate boards lead to improved environmental performance?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
    2. Fahad Khalid & Juncheng Sun & Jiawei Guo & Mohit Srivastava, 2024. "Green corporate image: Assessing the effects of climate change management practices on corporate reputation," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(3), pages 1786-1801, May.
    3. Ayman Issa, 2023. "Shaping a sustainable future: The impact of board gender diversity on clean energy use and the moderating role of environmental, social and governance controversies," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2731-2746, November.
    4. Ali Uyar & Ali Meftah Gerged & Cemil Kuzey & Abdullah S. Karaman, 2024. "Renewable energy use, slack financial resources, and board attributes: Does energy efficiency policy matter?," Business Strategy and the Environment, Wiley Blackwell, vol. 33(5), pages 4935-4957, July.
    5. Zaman, Rashid & Atawnah, Nader & Banigidadmath, Deepa & Nadeem, Muhammad & Liu, Jia, 2025. "Do companies’ green credentials enhance trade credit provisions? Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 103(C).
    6. Martielli, Francesco & Battisti, Enrico & Gonzalez-Cruz, Tomás Félix & Salvi, Antonio, 2025. "Carbon credits and financial performance: Exploring the moderating role of CSR strategy and corporate governance practices," Research in International Business and Finance, Elsevier, vol. 77(PB).
    7. Lin, Boqiang & Wu, Nan, 2023. "Climate risk disclosure and stock price crash risk: The case of China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 21-34.
    8. Uyar, Ali & Al-Shaer, Habiba & Kuzey, Cemil & Karaman, Abdullah S., 2025. "Internal governance, external pressure, and biodiversity disclosure," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 59(C).
    9. Naimoğlu, Mustafa & Shahbaz, Muhammad, 2025. "Managing green growth: A new and comprehensive perspective on productivity, institutions, energy, and policy in emerging countries," Energy, Elsevier, vol. 320(C).
    10. Haider Mahmood & Muhammad Tanveer & Maham Furqan, 2021. "Rule of Law, Corruption Control, Governance, and Economic Growth in Managing Renewable and Nonrenewable Energy Consumption in South Asia," IJERPH, MDPI, vol. 18(20), pages 1-19, October.
    11. Mai‐Minh‐Anh Tran & Ngoc‐Yen‐Chi Nguyen & Nguyen‐Khanh‐Ha Quyen & Phuong‐Nhu Tran & Nguyen‐Minh‐Thu Phan & Anh‐Tuan Le, 2024. "Do firms with environmental, social, and governance reputational risk take into account board gender diversity? An analysis on a global scale," Social Science Quarterly, Southwestern Social Science Association, vol. 105(4), pages 1396-1418, July.
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    1. Tao, Xuezong & Zhu, Lichao, 2024. "Drivers of transportation CO2 emissions and their changing patterns: Empirical results from 18 countries," Journal of Transport Geography, Elsevier, vol. 119(C).
    2. Yumeng Mao & Xuemei Li, 2023. "A Review of Research on the Impact Mechanisms of Green Development in the Transportation Industry," Sustainability, MDPI, vol. 15(23), pages 1-26, December.
    3. Xiufan Zhang & Decheng Fan, 2022. "The Spatial-Temporal Evolution of China’s Carbon Emission Intensity and the Analysis of Regional Emission Reduction Potential under the Carbon Emissions Trading Mechanism," Sustainability, MDPI, vol. 14(12), pages 1-29, June.
    4. Chen, Huadun & Du, Qianxi & Huo, Tengfei & Liu, Peiran & Cai, Weiguang & Liu, Bingsheng, 2023. "Spatiotemporal patterns and driving mechanism of carbon emissions in China's urban residential building sector," Energy, Elsevier, vol. 263(PE).
    5. Qian Wang & Shiwei Chen & Tiantian Qu, 2024. "Differences in Carbon Intensity of Energy Consumption and Influential Factors between Yangtze River Economic Belt and Yellow River Basin," Sustainability, MDPI, vol. 16(6), pages 1-18, March.
    6. Bowen Xiao & Chengyao Xu, 2023. "Can Policy Instruments Achieve Synergies in Mitigating Air Pollution and CO 2 Emissions in the Transportation Sector?," Sustainability, MDPI, vol. 15(19), pages 1-24, October.
    7. Miao, Ankang & Yuan, Yue & Wu, Han & Ma, Xin & Shao, Chenyu & Xiang, Sheng, 2024. "Pathway for China's provincial carbon emission peak: A case study of the Jiangsu Province," Energy, Elsevier, vol. 298(C).
    8. Jiaxing Pang & Xue Li & Xiang Li & Ting Yang & Ya Li & Xingpeng Chen, 2022. "Analysis of Regional Differences and Factors Influencing the Intensity of Agricultural Water in China," Agriculture, MDPI, vol. 12(4), pages 1-20, April.
    9. Naser, M.Z., 2026. "When machine learning models retire, decay, or become obsolete: A review on algorithms, software, and hardware," Renewable and Sustainable Energy Reviews, Elsevier, vol. 226(PA).
    10. Dong, Jia & Li, Cunbin, 2022. "Scenario prediction and decoupling analysis of carbon emission in Jiangsu Province, China," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
    11. Qian, Long & Xu, Xiaolin & Sun, Ying & Zhou, Yunjie, 2022. "Carbon emission reduction effects of eco-industrial park policy in China," Energy, Elsevier, vol. 261(PB).
    12. Min Wang & Yunbei Ma, 2024. "Spatial Heterogeneity and Clustering of County-Level Carbon Emissions in China," Sustainability, MDPI, vol. 16(23), pages 1-17, November.
    13. Xingong Ding & Mengzhen Wang, 2024. "The Impact of Oil Price on Carbon Dioxide Emissions in the Transport Sector: The Threshold Effect of Environmental Policy Stringency," Energies, MDPI, vol. 17(17), pages 1-17, September.
    14. Yan, Jiaze & Wang, Ge & Chen, Siyuan & Zhang, He & Qian, Jiaqi & Mao, Yuxuan, 2022. "Harnessing freight platforms to promote the penetration of long-haul heavy-duty hydrogen fuel-cell trucks," Energy, Elsevier, vol. 254(PA).
    15. Li, Yonglin & Zuo, Zhili & Cheng, Yue & Cheng, Jinhua & Xu, Deyi, 2023. "Towards a decoupling between regional economic growth and CO2 emissions in China's mining industry: A comprehensive decomposition framework," Resources Policy, Elsevier, vol. 80(C).
    16. Gao, Xinran & Shao, Shuai & Gao, Qiufeng & Zhang, Yun & Wang, Xiaomeng & Wang, Yue, 2025. "Factors influencing carbon emissions and low-carbon paths in China's transportation industry," Energy, Elsevier, vol. 323(C).
    17. Tian, Zeyuan & Zhao, Yulin & Dong, Zhi & Sun, Daniel Jian & Dong, Zhiyu, 2025. "Analyzing the spatiotemporal heterogeneity of carbon emissions from road transportation in four Chinese urban agglomerations: An empirical case study," Transport Policy, Elsevier, vol. 173(C).
    18. Wang, Zhenshuang & Xie, Wanchen & Zhang, Chengyi, 2023. "Towards COP26 targets: Characteristics and influencing factors of spatial correlation network structure on U.S. carbon emission," Resources Policy, Elsevier, vol. 81(C).
    19. Feng Dong & Guoqing Li & Yajie Liu & Qing Xu & Caixia Li, 2023. "Spatial-Temporal Evolution and Cross-Industry Synergy of Carbon Emissions: Evidence from Key Industries in the City in Jiangsu Province, China," Sustainability, MDPI, vol. 15(5), pages 1-27, February.
    20. Jiaguo Liu & Hui Meng & Haonan Xu & Jihong Chen, 2025. "Economic–environmental coordination and influencing factors under dual-carbon goal: a spatial empirical evidence from China’s transport sector," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(1), pages 531-569, January.
    21. Gao, Feng & He, Ziwen, 2024. "Digital economy, land resource misallocation and urban carbon emissions in Chinese resource-based cities," Resources Policy, Elsevier, vol. 91(C).
    22. Qian Cheng & Yongqing Xiong, 2024. "Low‐carbon sustainable development driven by new energy vehicle pilot projects in China: Effects, mechanisms, and spatial spillovers," Sustainable Development, John Wiley & Sons, Ltd., vol. 32(1), pages 979-1000, February.
    23. Li, Rongrong & Han, Xinyu & Wang, Qiang, 2023. "Do technical differences lead to a widening gap in China's regional carbon emissions efficiency? Evidence from a combination of LMDI and PDA approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 182(C).
    24. Feng Yanzhe & Sana Ullah, 2025. "Energy regulation, energy innovation, and carbon intensity nexus in China: A nonlinear perspective," Energy & Environment, , vol. 36(2), pages 936-957, March.
    25. Xuemei Jia & Qing Liu & Jiahao Feng & Yuru Li & Lijun Zhang, 2023. "The Induced Effects of Carbon Emissions for China’s Industry Digital Transformation," Sustainability, MDPI, vol. 15(16), pages 1-20, August.
    26. de Oliveira Gonçalves, Felipe & Savioli Lopes, Melina & Savioli Lopes, Emília & Maciel Filho, Rubens, 2025. "Techno-economic and environmental analysis of decarbonization pathways for road freight transportation in Brazil," Renewable and Sustainable Energy Reviews, Elsevier, vol. 222(C).
    27. Xia, Yin-Shuang & Sun, Lu-Xuan & Feng, Chao, 2022. "What causes spatial inequalities of low-carbon development in China's transport sector? A newly proposed meta-frontier DEA-based decomposition approach," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
    28. Pang, Qinghua & Qiu, Man & Zhang, Lina & Chiu, Yung-ho, 2024. "Congestion effects of energy and its influencing factors: China's transportation sector," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
    29. Lina Ke & Zhiyu Ren & Quanming Wang & Lei Wang & Qingli Jiang & Yao Lu & Yu Zhao & Qin Tan, 2025. "Transport Carbon Emission Measurement Models and Spatial Patterns Under the Perspective of Land–Sea Integration–Take Tianjin as an Example," Sustainability, MDPI, vol. 17(7), pages 1-19, March.
    30. Wang, Luojia & Du, Kerui & Shao, Shuai, 2024. "Transportation infrastructure and carbon emissions: New evidence with spatial spillover and endogeneity," Energy, Elsevier, vol. 297(C).
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    33. Yan, Bin & Wang, Feng & Chen, Tian & Liu, Siyu & Bai, Xiaoxuan, 2023. "Digital finance, environmental regulation and emission reduction in manufacturing industry: New evidence incorporating dynamic spatial-temporal correlation and competition," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 750-763.
    34. Kai Liu & Ziyi Ni & Mei Ren & Xiaoqing Zhang, 2022. "Spatial Differences and Influential Factors of Urban Carbon Emissions in China under the Target of Carbon Neutrality," IJERPH, MDPI, vol. 19(11), pages 1-14, May.
    35. Yunlong Liu & Leiyu Chen & Chengfeng Huang, 2022. "Study on the Carbon Emission Spillover Effects of Transportation under Technological Advancements," Sustainability, MDPI, vol. 14(17), pages 1-13, August.
    36. Shoutiao Li & Zhibang Xu & Haowei Wang, 2022. "Spatiotemporal Characteristics and Factors Driving Exploration of Industrial Carbon-Emission Intensity: A Case Study of Guangdong Province, China," Sustainability, MDPI, vol. 14(22), pages 1-16, November.
    37. Zhengyang Li & Yukuan Wang & Yafeng Lu & Shravan Kumar Ghimire, 2023. "Spatio-Temporal Evolution of Carbon Emission in China’s Tertiary Industry: A Decomposition of Influencing Factors from the Perspective of Energy-Industry-Consumption," Energies, MDPI, vol. 16(15), pages 1-18, August.
    38. Xu, Chong & Li, Zhiwen & Chen, Boyang & Yang, Qian & An, Jiafu, 2024. "Low-carbon development in China's transportation sector: Multidimensional characteristics and policy implications," Energy, Elsevier, vol. 289(C).
    39. Xuanwei Zhao & Jinsong Han, 2025. "How Is Transportation Sector Low-Carbon (TSLC) Research Developing After the Paris Agreement (PA)? A Decade Review," Sustainability, MDPI, vol. 17(5), pages 1-28, March.
    40. Zhenwei Wang & Yi Zeng & Xiaochun Wang & Tianci Gu & Wanxu Chen, 2024. "Impact of Urban Expansion on Carbon Emissions in the Urban Agglomerations of Yellow River Basin, China," Land, MDPI, vol. 13(5), pages 1-20, May.
    41. Muhammad Shahzad Sardar & Nabila Asghar & Hafeez ur Rehman, 2024. "Moderation of competitiveness in determining environmental sustainability: economic growth and transport sector carbon emissions in global perspective," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(1), pages 1481-1503, January.
    42. Sujuan Li & Jiaguo Liu & Xiyuan Hu, 2023. "A three-dimensional evaluation model for green development: evidence from Chinese provinces along the belt and road," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 11557-11581, October.
    43. Ningxin Zhang & Yu Zhang & Hanli Chen, 2023. "Spatial Correlation Network Structure of Carbon Emission Efficiency of Railway Transportation in China and Its Influencing Factors," Sustainability, MDPI, vol. 15(12), pages 1-26, June.
    44. Sheng Kai & Ye Shanli, 2024. "Prediction Of Carbon Emissions From Transportation In China Based On The Arima-Lstm-Bp Combined Model," Science Heritage Journal (GWS), Zibeline International Publishing, vol. 8(1), pages 13-21, 10.26480/.
    45. Yingjie Zhu & Yinghui Guo & Yongfa Chen & Jiageng Ma & Dan Zhang, 2024. "Factors Influencing Carbon Emission and Low-Carbon Development Levels in Shandong Province: Method Analysis Based on Improved Random Forest Partial Least Squares Structural Equation Model and Entropy Weight Method," Sustainability, MDPI, vol. 16(19), pages 1-21, September.
    46. Mengchan Zhao & Yangyang Cheng, 2024. "Is Public Participation Weak Environmental Regulation? Experience from China’s Environmental Public Interest Litigation Pilots," Sustainability, MDPI, vol. 16(20), pages 1-19, October.
    47. Liu, Hongwei & Shao, Liangyu & Min, Jie & Ji, Xiang, 2024. "Regional differences and determinants of environmental efficiency in China's road transportation industry," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 931-946.
    48. Shiqing Zhang & Yaping Li & Zheng Liu & Xiaofei Kou & Wenlong Zheng, 2023. "Towards a Decoupling between Economic Expansion and Carbon Dioxide Emissions of the Transport Sector in the Yellow River Basin," Sustainability, MDPI, vol. 15(5), pages 1-26, February.
    49. Jiasha Fu & Fan Wang & Jin Guo, 2024. "Decoupling Economic Growth from Carbon Emissions in the Yangtze River Economic Belt of China: From the Coordinated Regional Development Perspective," Sustainability, MDPI, vol. 16(6), pages 1-24, March.
    50. Chen, Qingjuan & Wang, Qunwei & Zhou, Dequn & Wang, Honggang, 2023. "Drivers and evolution of low-carbon development in China's transportation industry: An integrated analytical approach," Energy, Elsevier, vol. 262(PB).
    51. Jianmin You & Wei Zhang, 2024. "Is the Spatiotemporal Evolution of Manufacturing Carbon Emissions in China Toward Convergence?," Energies, MDPI, vol. 17(23), pages 1-20, November.
    52. Li, Sujuan & Liu, Jiaguo & Kong, Yudan, 2021. "Pilot free trade zones and Chinese port-listed companies performance: An empirical research based on quasi-natural experiment," Transport Policy, Elsevier, vol. 111(C), pages 125-137.
    53. Song Wang & Yixiao Wang & Chenxin Zhou & Xueli Wang, 2022. "Projections in Various Scenarios and the Impact of Economy, Population, and Technology for Regional Emission Peak and Carbon Neutrality in China," IJERPH, MDPI, vol. 19(19), pages 1-31, September.
    54. Chang, Jiang & Li, Xiangrong & Liu, Yang & Liu, Lifang & Chen, Yanlin & Liu, Dong & Kang, Yuning, 2022. "Combustion performance and energy distributions in a new multi-swirl combustion system," Energy, Elsevier, vol. 256(C).
    55. Liu, Changyu & Song, Yadong & Wang, Wei & Shi, Xunpeng, 2023. "The governance of manufacturers’ greenwashing behaviors: A tripartite evolutionary game analysis of electric vehicles," Applied Energy, Elsevier, vol. 333(C).
    56. Song, Yan & Zhang, Lu & Zhang, Ming, 2022. "Research on the impact of public climate policy cognition on low-carbon travel based on SOR theory—Evidence from China," Energy, Elsevier, vol. 261(PA).
    57. Adrien Byamungu Ndeko & Abdala Gamby Diedhiou & Hassna Founoune-Mboup & Géant Basimine Chuma & Yannick Mugumaarhahama & Diegane Diouf & Saliou Fall & Gustave Nachigera Mushagalusa & Aboubacry Kane, 2024. "Site climate more than soil properties and topography shape the natural arbuscular mycorrhizal symbiosis in maize and spore density within rainfed maize (Zea mays L.) cropland in the eastern DR Congo," PLOS ONE, Public Library of Science, vol. 19(12), pages 1-29, December.
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    59. Zhimin Peng & Miao Li, 2025. "Carbon Emissions Intensity of the Transportation Sector in China: Spatiotemporal Differentiation, Trends Forecasting and Convergence Characteristics," Sustainability, MDPI, vol. 17(3), pages 1-30, January.
    60. Yu, Ying & Dai, Yuqi & Xu, Linyu & Zheng, Hanzhong & Wu, Wenhao & Chen, Lei, 2023. "A multi-level characteristic analysis of urban agglomeration energy-related carbon emission: A case study of the Pearl River Delta," Energy, Elsevier, vol. 263(PB).
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    1. Sun, Chuanwang & Zeng, Yingfang, 2023. "Does the green credit policy affect the carbon emissions of heavily polluting enterprises?," Energy Policy, Elsevier, vol. 180(C).
    2. Jin, Taeyoung, 2022. "Impact of heat and electricity consumption on energy intensity: A panel data analysis," Energy, Elsevier, vol. 239(PA).
    3. Zhang, Dongyang & Mohsin, Muhammad & Rasheed, Abdul Khaliq & Chang, Youngho & Taghizadeh-Hesary, Farhad, 2021. "Public spending and green economic growth in BRI region: Mediating role of green finance," Energy Policy, Elsevier, vol. 153(C).
    4. Xu, Chongchong & Lin, Boqiang, 2025. "The AI-sustainability Nexus: How does intelligent transformation affect corporate green innovation?," International Review of Financial Analysis, Elsevier, vol. 102(C).
    5. Lin, Boqiang & Xu, Chongchong, 2024. "The effects of industrial robots on firm energy intensity: From the perspective of technological innovation and electrification," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
    6. Sultanuzzaman, Md Reza & Yahya, Farzan & Lee, Chien-Chiang, 2024. "Exploring the complex interplay of green finance, business cycles, and energy development," Energy, Elsevier, vol. 306(C).
    7. Jin, Yi & Gao, Xiaoyan & Wang, Min, 2021. "The financing efficiency of listed energy conservation and environmental protection firms: Evidence and implications for green finance in China," Energy Policy, Elsevier, vol. 153(C).
    8. Li, Ang & Ma, Yuze & Li, Bin, 2025. "How do climate risks affect corporate energy intensity? Evidence from China," Energy, Elsevier, vol. 323(C).
    9. Cheng, Dong & Shi, Xunpeng & Yu, Jian, 2021. "The impact of green energy infrastructure on firm productivity: Evidence from the Three Gorges Project in China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 385-406.
    10. Li, Jingyu & Guo, Xiangyuan & Xie, Qiwei & Sun, Xiaolei, 2024. "Green credit efficiency of commercial banks in China: Evidence from a multi-period leader-follower model with preference," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    11. Jin, Youliang & Wang, Shujuan & Cheng, Xu & Zeng, Huixiang, 2024. "Can environmental tax reform curb corporate environmental violations? A quasi-natural experiment based on China's “environmental fees to taxes”," Journal of Business Research, Elsevier, vol. 171(C).
    12. Wen, Huwei & Li, Nuoyan & Lee, Chien-Chiang, 2021. "Energy intensity of manufacturing enterprises under competitive pressure from the informal sector: Evidence from developing and emerging countries," Energy Economics, Elsevier, vol. 104(C).
    13. Wen, Shiyan & Lin, Boqiang & Zhou, Yicheng, 2021. "Does financial structure promote energy conservation and emission reduction? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 755-766.
    14. Zhou, Jun & Yin, Zhichao & Yue, Pengpeng, 2023. "The impact of access to credit on energy efficiency," Finance Research Letters, Elsevier, vol. 51(C).
    15. Hounyonou, Quentin Nouhesséwa, 2025. "African firms’ adaptation to Chinese shock under financial and electricity constraints," Energy Economics, Elsevier, vol. 150(C).
    16. Lee, Chien-Chiang & Chang, Yu-Fang & Wang, En-Ze, 2022. "Crossing the rivers by feeling the stones: The effect of China's green credit policy on manufacturing firms' carbon emission intensity," Energy Economics, Elsevier, vol. 116(C).
    17. Wenxuan Ma, 2022. "Exploring the Role of Educational Human Capital and Green Finance in Total-Factor Energy Efficiency in the Context of Sustainable Development," Sustainability, MDPI, vol. 15(1), pages 1-18, December.
    18. Chauhan, Anushka & Thangavel, Mohanasundari, 2025. "Assessing the impact of the Perform, Achieve, and Trade scheme on energy efficiency in India's iron and steel sector," Energy Policy, Elsevier, vol. 198(C).
    19. Ting Xu & Chante Jian Ding & Kunqian Zhao, 2026. "Trade and Sustainability: The Green Dividend of Grain Trade," Agribusiness, John Wiley & Sons, Ltd., vol. 42(2), pages 677-693, April.
    20. Zhao, Xiaomeng & Chen, Yinna & Wang, Jiaming, 2025. "Greening through finance? Based on the dual perspective of external constraints and internal governance," China Economic Review, Elsevier, vol. 91(C).
    21. Lin, Boqiang & Wei, Kai, 2024. "Does investor attitude toward carbon neutrality affect stock returns in China?," International Review of Financial Analysis, Elsevier, vol. 93(C).
    22. Zhou, Di & Hu, Yanning & Xie, Dongchun & Sun, Qiong, 2023. "Land resource mismatch and energy efficiency: Evidence from 243 cities in China," Energy Policy, Elsevier, vol. 183(C).
    23. Jiang, Wei & Li, Xitao & Liu, Ruoxi & Song, Yijia, 2022. "Local fiscal pressure, policy distortion and energy efficiency: Micro-evidence from a quasi-natural experiment in China," Energy, Elsevier, vol. 254(PB).
    24. Wang, Fayuan & Wang, Rong & He, Zhili, 2021. "The impact of environmental pollution and green finance on the high-quality development of energy based on spatial Dubin model," Resources Policy, Elsevier, vol. 74(C).
    25. Yijia Song & Xitao Li & Ruoxi Liu & Xin Peng, 2024. "The unintended energy efficiency gain from tax incentives for investment: Micro‐evidence from quasi‐natural experiments in China," Review of Development Economics, Wiley Blackwell, vol. 28(1), pages 310-338, February.
    26. Ye, Xiang & Yue, Pengpeng, 2023. "Financial literacy and household energy efficiency: An analysis of credit market and supply chain," Finance Research Letters, Elsevier, vol. 52(C).
    27. Zhang, Dengjun & Durmaz, Nazif & Kagochi, John M., 2025. "Energy outages, in-house power generators, and capacity utilization: The case of African manufacturing," Energy Economics, Elsevier, vol. 147(C).
    28. Zhang, Xianjun & Lu, Xiaomeng & Korkmaz, Aslihan Gizem & Li, Youwei & Yue, Pengpeng, 2025. "Digital financial inclusion and household energy efficiency," Finance Research Letters, Elsevier, vol. 86(PG).
    29. Zhao, Nan & Liu, Xiaojie & Zhang, Zizhe, 2022. "Does competition from the informal sector affect firms’ energy intensity? Evidence from China," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 130-142.
    30. Lin, Boqiang & Bai, Rui, 2022. "Machine learning approaches for explaining determinants of the debt financing in heavy-polluting enterprises," Finance Research Letters, Elsevier, vol. 44(C).
    31. Jun Zhou & Zhichao Yin & Pengpeng Yue, 2022. "The impact of access to credit on energy efficiency," Papers 2211.08871, arXiv.org.
    32. Ma, Yanbai & Lu, Ling & Cui, Jingbo & Shi, Xunpeng, 2024. "Can green credit policy stimulate firms’ green investments?," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 123-137.
    33. Trinh, Hai Hong & Sharma, Gagan Deep & Tiwari, Aviral Kumar & Vo, Diem Thi Hong, 2022. "Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world," Energy Economics, Elsevier, vol. 116(C).
    34. Mian Yang & En-Ze Wang, 2024. "The Impact of Transportation Infrastructure on Manufacturing Energy Intensity: Micro Evidence from High-Speed Railway in China," The Energy Journal, , vol. 45(4), pages 81-107, July.
    35. Eric Fosu Oteng-Abayie & Foster Awindolla Asaki & Maame Esi Eshun & Eric Abokyi, 2022. "Decomposition of the decoupling of CO2 emissions from economic growth in Ghana," Future Business Journal, Springer, vol. 8(1), pages 1-13, December.
    36. Muntasir Murshed, 2025. "Can enhancing internet access rates mitigate carbon-dioxide emissions related to use of unclean natural resources within South Asia?," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(3), pages 701-715, September.
    37. Yun Yang, 2023. "The Impact of Green Finance and Resource Tax Policy on Regional Energy Efficiency Based on the Non-Desired Output Super-Efficiency SBM-Tobit Model," Sustainability, MDPI, vol. 15(14), pages 1-19, July.
    38. Zhang, Dongyang, 2021. "Green credit regulation, induced R&D and green productivity: Revisiting the Porter Hypothesis," International Review of Financial Analysis, Elsevier, vol. 75(C).
    39. Mohd Irfan & Bamadev Mahapatra & Raj Kumar Ojha, 2023. "Energy Efficiency and Carbon Emissions in Developed and Developing Economies: Investigating the Moderating Role of Financial Development," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 437-455, June.
    40. Xijia Huang & Yiting Guo & Yuming Lin & Liping Liu & Kai Yan, 2022. "Green Loans and Green Innovations: Evidence from China’s Equator Principles Banks," Sustainability, MDPI, vol. 14(20), pages 1-20, October.
    41. Zhao Jianmei, 2021. "Formal Credit Constraint and Prevalence of Reciprocal Loans in Rural China," Open Economics, De Gruyter, vol. 4(1), pages 1-13, January.

  107. Zhu, Zhaobo & Ji, Qiang & Sun, Licheng & Zhai, Pengxiang, 2020. "Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry," International Review of Financial Analysis, Elsevier, vol. 70(C).

    Cited by:

    1. Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025. "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, vol. 73(PA).
    2. Mhd Ruslan, Siti Marsila & Mokhtar, Kasypi, 2021. "Stock market volatility on shipping stock prices: GARCH models approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    3. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
    4. Jean-Michel Sahut & Petr Hajek & Vladimir Olej & Lubica Hikkerova, 2025. "The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic," Annals of Operations Research, Springer, vol. 345(2), pages 861-884, February.
    5. Guo, Yanan & Wang, Hengyan & Wu, Yunyun, 2025. "Analysis of corporate financialization behavior and its influencing factors under external demand shocks," Finance Research Letters, Elsevier, vol. 77(C).
    6. Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022. "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, vol. 109(C).
    7. Liu, Zhenhua & Ji, Qiang & Zhai, Pengxiang & Ding, Zhihua, 2023. "Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications," Research in International Business and Finance, Elsevier, vol. 66(C).
    8. Justyna Franc-Dąbrowska & Magdalena Mądra-Sawicka & Anna Milewska, 2021. "Energy Sector Risk and Cost of Capital Assessment—Companies and Investors Perspective," Energies, MDPI, vol. 14(6), pages 1-20, March.
    9. Zhou, Xinxing & Gao, Yan & Wang, Ping & Zhu, Bangzhu, 2022. "Examining the overconfidence and overreaction in China’s carbon markets," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 472-489.
    10. Naeem, Muhammad Abubakr & Peng, Zhe & Suleman, Mouhammed Tahir & Nepal, Rabindra & Shahzad, Syed Jawad Hussain, 2020. "Time and frequency connectedness among oil shocks, electricity and clean energy markets," Energy Economics, Elsevier, vol. 91(C).
    11. Gunay, Samet & Goodell, John W. & Muhammed, Shahnawaz & Kirimhan, Destan, 2023. "Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment," International Review of Financial Analysis, Elsevier, vol. 90(C).
    12. Liu, Zhenhua & Shi, Xunpeng & Zhai, Pengxiang & Wu, Shan & Ding, Zhihua & Zhou, Yuqin, 2021. "Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach," Resources Policy, Elsevier, vol. 74(C).
    13. Chiah, Mardy & Phan, Dinh Hoang Bach & Tran, Vuong Thao & Zhong, Angel, 2022. "Energy price uncertainty and the value premium," International Review of Financial Analysis, Elsevier, vol. 81(C).
    14. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022. "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 134-157, January.
    15. Baker, H. Kent & Kumar, Satish & Goyal, Kirti & Sharma, Anuj, 2021. "International review of financial analysis: A retrospective evaluation between 1992 and 2020," International Review of Financial Analysis, Elsevier, vol. 78(C).
    16. Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
    17. Rajendran, Hiridik & Kayal, Parthajit & Maiti, Moinak, 2024. "Is the U.S. energy independence and Security Act of 2022 associated with stock market volatility?," Utilities Policy, Elsevier, vol. 90(C).
    18. Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024. "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 135-169, January.
    19. Zhang, Yue-Jun & Li, Zhao-Chen, 2021. "Forecasting the stock returns of Chinese oil companies: Can investor attention help?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 531-555.
    20. Zheng, Yan & Zhou, Min & Wen, Fenghua, 2021. "Asymmetric effects of oil shocks on carbon allowance price: Evidence from China," Energy Economics, Elsevier, vol. 97(C).
    21. Chi Wei Su & Xin Yue Song & Meng Qin & Oana‐Ramona Lobonţ, 2025. "Green intent or black smoke: Exploring investor sentiment on sustainable development," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1856-1872, April.
    22. Zhao, Wan-Li & Fan, Ying & Ji, Qiang, 2022. "Extreme risk spillover between crude oil price and financial factors," Finance Research Letters, Elsevier, vol. 46(PA).
    23. Sharif, Taimur & Ghouli, Jihene & Bouteska, Ahmed & Abedin, Mohammad Zoynul, 2024. "The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 25-41.
    24. Cao, Zhen & Han, Liyan & Zhang, Qunzi, 2022. "Stock return predictability in China: Power of oil price trend," Finance Research Letters, Elsevier, vol. 47(PA).

  108. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020. "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, vol. 54(C).
    See citations under working paper version above.
  109. Qiang Ji & Syed Jawad Hussain Shahzad & Elie Bouri & Muhammad Tahir Suleman, 2020. "Dynamic structural impacts of oil shocks on exchange rates: lessons to learn," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-19, December.

    Cited by:

    1. Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
    2. Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Huang, Liangfang & Uche, Emmanuel, 2022. "Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model," Resources Policy, Elsevier, vol. 75(C).
    3. Saeed Solaymani, 2022. "Global Energy Price Volatility and Agricultural Commodity Prices in Malaysia," Biophysical Economics and Resource Quality, Springer, vol. 7(4), pages 1-21, December.
    4. Supanee Harnphattananusorn, 2022. "Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 86-92.
    5. Mustafa Kocoglu & Phouphet Kyophilavong & Ashar Awan & So Young Lim, 2023. "Time-varying causality between oil price and exchange rate in five ASEAN economies," Economic Change and Restructuring, Springer, vol. 56(2), pages 1007-1031, April.
    6. Ikhlaas Gurrib & Firuz Kamalov & Osama Atayah & Dalia Hemdan & Olga Starkova, 2024. "Long-Run Trade Relationship between the U.S. and Canada: The Case of the Canadian Dollar with the U.S. Dollar," JRFM, MDPI, vol. 17(9), pages 1-21, September.
    7. Kumar, Pawan & Singh, Vipul Kumar, 2022. "Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era," Resources Policy, Elsevier, vol. 77(C).
    8. Umar, Zaghum & Bossman, Ahmed, 2023. "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, vol. 83(C).
    9. Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021. "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, vol. 58(C).
    10. Rufei Zhang & Haizhen Zhang & Wang Gao & Ting Li & Shixiong Yang, 2022. "The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective," Sustainability, MDPI, vol. 14(14), pages 1-20, July.
    11. Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021. "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, vol. 100(C).
    12. Yue Liu & Pierre Failler & Jiaying Peng & Yuhang Zheng, 2020. "Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks," Energies, MDPI, vol. 13(9), pages 1-17, May.
    13. Ioannis Katsampoxakis & Apostolos Christopoulos & Petros Kalantonis & Vasileios Nastas, 2022. "Crude Oil Price Shocks and European Stock Markets during the COVID-19 Period," Energies, MDPI, vol. 15(11), pages 1-14, June.
    14. Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
    15. RAJI Jimoh Olajide & ADEEL-FAROOQ Rana Muhammad & OYEWOLE Tajudeen Toyin, 2023. "Modelling The Impact Of Crude Oil Prices And Stock Price Index On Indonesia’S Exchange Rates," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 18(3), pages 244-260, December.
    16. Kisswani, Khalid M. & Elian, Mohammad I., 2021. "Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    17. Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023. "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 707-717.
    18. Emmanuel Uche & Lionel Effiom, 2021. "Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2021(1), pages 59-79.
    19. Siddiqui, Aaliyah & Kautish, Pradeep & Sharma, Rajesh & Sinha, Avik & Siddiqui, Mujahid, 2022. "Evolving a policy framework discovering the dynamic association between determinants of oil consumption in India," Energy Policy, Elsevier, vol. 169(C).
    20. Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim, 2024. "Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers," Journal of Commodity Markets, Elsevier, vol. 34(C).
    21. Deheri, Abdhut & Ramachandran, M., 2023. "Does Indian economy asymmetrically respond to oil price shocks?," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    22. Kyophilavong, Phouphet & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2023. "Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht," Resources Policy, Elsevier, vol. 80(C).
    23. Amin Sokhanvar & Chien-Chiang Lee, 2023. "How do energy price hikes affect exchange rates during the war in Ukraine?," Empirical Economics, Springer, vol. 64(5), pages 2151-2164, May.
    24. Chang, Lei & Mohsin, Muhammad & Gao, Zhennan & Taghizadeh-Hesary, Farhad, 2023. "Asymmetric impact of oil price on current account balance: Evidence from oil importing countries," Energy Economics, Elsevier, vol. 123(C).
    25. Taufeeque Ahmad Siddiqui & Haseen Ahmed & Mohammad Naushad & Uzma Khan, 2023. "The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 566-578, May.
    26. Tan, Yan & Uprasen, Utai, 2023. "Asymmetric effects of oil price shocks on income inequality in ASEAN countries," Energy Economics, Elsevier, vol. 126(C).
    27. Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed, 2024. "African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk," Energy Economics, Elsevier, vol. 136(C).
    28. Khan, Misbah & Karim, Sitara & Naz, Farah & Lucey, Brian M., 2025. "How do exchange rate and oil price volatility shape Pakistan’s stock market?," Research in International Business and Finance, Elsevier, vol. 76(C).
    29. Attílio, Luccas Assis, 2025. "Critical minerals: A new source of macroeconomic fluctuation?," Resources Policy, Elsevier, vol. 101(C).

  110. Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, vol. 202(C).
    See citations under working paper version above.
  111. Geng, Jiang-Bo & Xu, Xiao-Yue & Ji, Qiang, 2020. "The time-frequency impacts of natural gas prices on US economic activity," Energy, Elsevier, vol. 205(C).

    Cited by:

    1. Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024. "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, vol. 313(C).
    2. Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Cornejo Saavedra, Edinson E. & Sepúlveda Yelpo, Sandra M., 2024. "Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management," Global Finance Journal, Elsevier, vol. 63(C).
    3. Wei, Jiajia & Gao, Wang & Zhang, Hongwei, 2025. "Multiscale risk spillovers among critical mineral markets - insights from conditional and aggregated connectedness approach," International Review of Financial Analysis, Elsevier, vol. 107(C).
    4. Bouri, Elie & Lei, Xiaojie & Xu, Yahua & Zhang, Hongwei, 2023. "Connectedness in implied higher-order moments of precious metals and energy markets," Energy, Elsevier, vol. 263(PB).
    5. Chao Liang & Feng Ma & Lu Wang & Qing Zeng, 2021. "The information content of uncertainty indices for natural gas futures volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1310-1324, November.
    6. Ali Shah, Syed Fahad & Qyyum, Muhammad Abdul & Qadeer, Kinza & Lee, Moonyong, 2021. "Sustainable economic growth and export diversification potential for Asian LNG-exporting countries: LNG–petrochemical nexus development using product space model," Energy, Elsevier, vol. 236(C).
    7. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
    8. Disli, Mustafa & Nagayev, Ruslan & Salim, Kinan & Rizkiah, Siti K. & Aysan, Ahmet F., 2021. "In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types," Research in International Business and Finance, Elsevier, vol. 58(C).
    9. Dang, Tam Hoang Nhat & Balli, Faruk & Balli, Hatice Ozer & Gabauer, David & Nguyen, Thi Thu Ha, 2024. "Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 121-139.
    10. Niu, Hongli & Hu, Wenwen, 2024. "Static and dynamic interdependencies among natural gas, stocks of global major economies and uncertainty," Resources Policy, Elsevier, vol. 94(C).
    11. Sun, Xiaotian & Fang, Wei & Gao, Xiangyun & An, Haizhong & Si, Jingjian & Wei, Hongyu, 2024. "Dynamic interactions among new energy metals and price adjustment strategies: A cross-industry chain perspective," Energy, Elsevier, vol. 303(C).

  112. Satish Kumar & Aviral Kumar Tiwari & I. D. Raheem & Qiang Ji, 2020. "Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach," Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3055-3072, June.
    See citations under working paper version above.
  113. Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).

    Cited by:

    1. Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024. "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, vol. 313(C).
    2. Miao, Xiaoyu & Wang, Qunwei & Dai, Xingyu, 2022. "Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 450-470.
    3. Su, Jian & Wang, Wenya & Bai, Yang & Zhou, Peng, 2025. "Measuring the natural gas price features of the Asia-Pacific market from a complex network perspective," Energy, Elsevier, vol. 314(C).
    4. Sheng Zhou & Wen Gan & Ang Liu & Xinyue Jiang & Chengliang Shen & Yunchu Wang & Li Yang & Zhenzhi Lin, 2023. "Natural Gas–Electricity Price Linkage Analysis Method Based on Benefit–Cost and Attention–VECM Model," Energies, MDPI, vol. 16(10), pages 1-16, May.
    5. Boute, Anatole & Fang, Mandy Meng, 2022. "China's textbook approach to regulatory reform of the natural gas market," Utilities Policy, Elsevier, vol. 76(C).
    6. Tian, Xiaoge & Chen, Weiming & Hu, Jinglu, 2023. "Game-theoretic modeling of power supply chain coordination under demand variation in China: A case study of Guangdong Province," Energy, Elsevier, vol. 262(PA).
    7. Sung, Jinyong & Shi, Xunpeng & Teske, Sven & Li, Mengheng, 2025. "Chinese natural gas phase-out pathways: A novel hybrid scenario-specific projection approach to achieve Net Zero," Energy, Elsevier, vol. 328(C).
    8. Wang, Peng & Yang, Muyi & Mamaril, Kristy & Shi, Xunpeng & Cheng, Beibei & Zhao, Daiqing, 2021. "Explaining the slow progress of coal phase-out: The case of Guangdong-Hong Kong-Macao Greater Bay Region," Energy Policy, Elsevier, vol. 155(C).
    9. Zhang, Zhenhua & Li, Peixuan & Wang, Xinyi & Ran, Rong & Wu, Wenshuai, 2024. "New energy policy and new quality productive forces: A quasi-natural experiment based on demonstration cities," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1670-1688.
    10. Ningxuan Guo & Yinan Wang & Gangfeng Yan & Jian Hou, 2020. "Non-Cooperative Game in Block Bidding Markets Considering Demand Response," Energies, MDPI, vol. 13(13), pages 1-18, June.
    11. Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).
    12. Li, Fengyun & Li, Xingmei, 2022. "An empirical analysis on regional natural gas market of China from a spatial pattern and social network perspective," Energy, Elsevier, vol. 244(PA).
    13. Xindong Wei & Ning Wang & Pingping Luo & Jie Yang & Jian Zhang & Kangli Lin, 2021. "Spatiotemporal Assessment of Land Marketization and Its Driving Forces for Sustainable Urban–Rural Development in Shaanxi Province in China," Sustainability, MDPI, vol. 13(14), pages 1-20, July.
    14. Liu, Yan & Shi, Xunpeng & Laurenceson, James, 2020. "Dynamics of Australia's LNG export performance: A modified constant market shares analysis," Energy Economics, Elsevier, vol. 89(C).
    15. Shi, Xunpeng & Shen, Yifan, 2021. "Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium," Energy Economics, Elsevier, vol. 94(C).
    16. Wang, Zuyi & Kim, Man-Keun, 2022. "Price bubbles in oil & gas markets and their transfer," Resources Policy, Elsevier, vol. 79(C).
    17. Song, Yang & Pang, Xiaoqian & Zhang, Zhiyuan & Sahut, Jean-Michel, 2024. "Can the new energy demonstration city policy promote corporate green innovation capability?," Energy Economics, Elsevier, vol. 136(C).
    18. Gong, Chengzhu & Wu, Desheng & Gong, Nianjiao & Qi, Rui, 2020. "Multi-agent mixed complementary simulation of natural gas upstream market liberalization in China," Energy, Elsevier, vol. 200(C).
    19. Wang, Xiaoyu & Wang, Jiaojiao & Wang, Wenhuan & Zhang, Shuquan, 2023. "International and Chinese energy markets: Dynamic spillover effects," Energy, Elsevier, vol. 282(C).
    20. Zhai, Chong & Wu, Wei, 2022. "Energetic, exergetic, economic, and environmental analysis of microchannel membrane-based absorption refrigeration system driven by various energy sources," Energy, Elsevier, vol. 239(PB).
    21. Liu, Haiying & Pata, Ugur Korkut & Zafar, Muhammad Wasif & Kartal, Mustafa Tevfik & Karlilar, Selin & Caglar, Abdullah Emre, 2023. "Do oil and natural gas prices affect carbon efficiency? Daily evidence from China by wavelet transform-based approaches," Resources Policy, Elsevier, vol. 85(PB).
    22. Lin, Boqiang & Li, Zhensheng, 2021. "Does natural gas pricing reform establish an effective mechanism in China: A policy evaluation perspective," Applied Energy, Elsevier, vol. 282(PA).
    23. Zhou, Jun & Zhao, Yunxiang & Fu, Tiantian & Zhou, Xuan & Liang, Guangchuan, 2022. "Dimension optimization for underground natural gas storage pipeline network coupling injection and production conditions," Energy, Elsevier, vol. 256(C).
    24. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
    25. Salim Hamza Ringim & Abdulkareem Alhassan & Hasan Güngör & Festus Victor Bekun, 2022. "Economic Policy Uncertainty and Energy Prices: Empirical Evidence from Multivariate DCC-GARCH Models," Energies, MDPI, vol. 15(10), pages 1-18, May.

  114. Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020. "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 105-130.
    See citations under working paper version above.
  115. Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020. "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
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    1. František Pollák & Kristián Kalamen & Roman Vavrek & Mónica García-Melón, 2026. "Understanding sectoral co-movement and investor behaviour during black swan events: a study of tech and pharma stocks during the global pandemic," Digital Finance, Springer, vol. 8(2), pages 1-23, June.
    2. Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
    3. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    4. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
    5. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, vol. 104(C).
    6. Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
    7. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    8. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    9. Zhou, Yang & Wang, Xiaoxiao & Dong, Rebecca Kechen & Pu, Ruihui & Yue, Xiao-Guang, 2022. "Natural resources commodity prices volatility: Evidence from COVID-19 for the US economy," Resources Policy, Elsevier, vol. 78(C).
    10. Najaf Iqbal & Elie Bouri & Oksana Grebinevych & David Roubaud, 2023. "Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19," Annals of Operations Research, Springer, vol. 330(1), pages 305-334, November.
    11. Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021. "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, vol. 71(C).
    12. Xu, Zhiwei & Gan, Shiqi & Hua, Xia & Xiong, Yujie, 2024. "Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?," Energy Economics, Elsevier, vol. 140(C).
    13. Ma, Yan-Ran & Ji, Qiang & Wu, Fei & Pan, Jiaofeng, 2021. "Financialization, idiosyncratic information and commodity co-movements," Energy Economics, Elsevier, vol. 94(C).
    14. Ahmet Faruk Aysan & Ali Polat & Hasan Tekin & Ahmet Tunali, 2022. "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Working Papers hal-03638273, HAL.
    15. Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021. "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, vol. 41(C).
    16. Dai, Xingyu & Xiao, Ling & Wang, Qunwei & Dhesi, Gurjeet, 2021. "Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS," Energy Policy, Elsevier, vol. 156(C).
    17. Fameliti Stavroula & Skintzi Vasiliki, 2024. "Macroeconomic attention and commodity market volatility," Empirical Economics, Springer, vol. 67(5), pages 1967-2007, November.
    18. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
    19. Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021. "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, vol. 105(C).
    20. Bigerna, Simona & D'Errico, Maria Chiara & Polinori, Paolo & Simshauer, Paul, 2022. "Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries," MPRA Paper 114164, University Library of Munich, Germany.
    21. Aslam, Faheem & Zil-e-huma, & Bibi, Rashida & Ferreira, Paulo, 2022. "Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis," Resources Policy, Elsevier, vol. 75(C).
    22. Cheng, Dong & Shi, Xunpeng & Yu, Jian, 2021. "The impact of green energy infrastructure on firm productivity: Evidence from the Three Gorges Project in China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 385-406.
    23. Ernanto & Sudarso Kaderi Wiryono & Taufik Faturohman, 2025. "Macro and micro factors on global copper pricing: a historical data analysis," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(4), pages 845-867, December.
    24. Zhang, Jiahao & Chen, Xiaodan & Wei, Yu & Bai, Lan, 2023. "Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis," International Review of Financial Analysis, Elsevier, vol. 88(C).
    25. Xu Gong & Mingchao Wang & Liuguo Shao, 2022. "The impact of macro economy on the oil price volatility from the perspective of mixing frequency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4487-4514, October.
    26. Pan, Zhiyuan & Huang, Xiao & Liu, Li & Huang, Juan, 2023. "Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries," Finance Research Letters, Elsevier, vol. 52(C).
    27. Dai, Peng-Fei & Xiong, Xiong & Zhang, Jin & Zhou, Wei-Xing, 2022. "The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model," Resources Policy, Elsevier, vol. 78(C).
    28. Sharma, Aarzoo, 2022. "A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach," Resources Policy, Elsevier, vol. 78(C).
    29. Shao, Liuguo & Zhang, Hua & Chen, Jinyu & Zhu, Xuehong, 2021. "Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 407-419.
    30. Cao, Yan & Cheng, Sheng & Li, Xinran, 2023. "How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis," Resources Policy, Elsevier, vol. 86(PB).
    31. Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024. "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, vol. 140(C).
    32. Yi‐Shuai Ren & Tony Klein & Ngoc Quang Anh Huynh & Xukang Liu, 2026. "Is the Stock Market Performance Vulnerable to the Russian–Ukrainian War? Evidence From the Twitter Sentiment Index," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 1444-1471, January.
    33. Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021. "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, vol. 94(C).
    34. Pu, Yingjian & Yang, Baochen, 2022. "The commodity futures' historical basis in trading strategy and portfolio investment," Energy Economics, Elsevier, vol. 105(C).
    35. Doroshenko, Lyubov & De Crescenzo, Ivan & Mastroeni, Loretta & Mazzoccoli, Alessandro, 2025. "Geopolitical risks, critical materials and energy transition: Insights from wavelet analysis," Resources Policy, Elsevier, vol. 108(C).
    36. Xiao, Jihong & Wen, Fenghua & Zhao, Yupei & Wang, Xiong, 2021. "The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 311-333.
    37. Yan Ding & Yue Liu & Pierre Failler, 2022. "The Impact of Uncertainties on Crude Oil Prices: Based on a Quantile-on-Quantile Method," Energies, MDPI, vol. 15(10), pages 1-35, May.
    38. Noori, Mohammad & Hitaj, Asmerilda, 2023. "Dissecting hedge funds' strategies," International Review of Financial Analysis, Elsevier, vol. 85(C).
    39. Wang, Xiaoxuan & Gao, Xiangyun & Wu, Tao & Sun, Xiaotian, 2022. "Dynamic multiscale analysis of causality among mining stock prices," Resources Policy, Elsevier, vol. 77(C).
    40. Zhenghui Li & Zhongxiu Chen & Zhehao Huang, 2026. "Modelling the data-generating mechanism of China’s commodity market by identifying hidden information flow regimes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-28, December.
    41. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).
    42. Vladimir Balash & Alexey Faizliev & Sergei Sidorov & Elena Chistopolskaya, 2021. "Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets," Mathematics, MDPI, vol. 9(19), pages 1-31, October.
    43. Hussein Abdoh & Michael Chitavi, 2024. "The impact of deviations from soybean product crushing estimates on return and risk," Agricultural Economics, International Association of Agricultural Economists, vol. 55(2), pages 181-199, March.
    44. Rao, Amar & Dev, Dhairya & Kharbanda, Aeshna & Parihar, Jaya Singh & Sala, Dariusz, 2024. "Mineral policy and sustainable development goals: Volatility forecasting in the Global South's minerals market," Resources Policy, Elsevier, vol. 98(C).
    45. Sheng Cheng & Wei Liu & Qisheng Jiang & Yan Cao, 2023. "Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1593-1616, April.
    46. Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021. "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 289-298.
    47. Yilanci, Veli & Kilci, Esra N., 2021. "The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test," Resources Policy, Elsevier, vol. 72(C).
    48. Shi, Tao & Li, Chongyang & Zhang, Wei & Zhang, Yi, 2023. "Forecasting on metal resource spot settlement price: New evidence from the machine learning model," Resources Policy, Elsevier, vol. 81(C).
    49. Zhang, Jiahao & Zhang, Yifeng & Wei, Yu & Wang, Zhuo, 2024. "Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 188-215.
    50. Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023. "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    51. Muneer Shaik, 2023. "The Dynamic Effect of Pandemics on Industrial Production Growth," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(4), pages 486-506, December.
    52. Li, Sufang & Xu, Qiufan & Lv, Yixue & Yuan, Di, 2022. "Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis," Resources Policy, Elsevier, vol. 78(C).
    53. Simona Bigerna & Maria Chiara D'Errico & Paolo Polinori & Paul Simshauser, 2024. "Net-Zero Policy vs Energy Security: The Impact on GCC Countries," The Energy Journal, , vol. 45(1_suppl), pages 133-164, November.
    54. Farid, Saqib & Kayani, Ghulam Mujtaba & Naeem, Muhammad Abubakr & Shahzad, Syed Jawad Hussain, 2021. "Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 72(C).
    55. Wen, Fenghua & Wang, Kangsheng & Zeng, Aiqing, 2024. "Return spillover across the carbon market and financial markets: A quantile-based approach," Research in International Business and Finance, Elsevier, vol. 69(C).
    56. Yang, Yuying & Ma, Yan-Ran & Hu, Min & Zhang, Dayong & Ji, Qiang, 2021. "Extreme risk spillover between chinese and global crude oil futures," Finance Research Letters, Elsevier, vol. 40(C).
    57. Sourav Prasad & Sabyasachi Mohapatra & Molla Ramizur Rahman & Amit Puniyani, 2022. "Investor Sentiment Index: A Systematic Review," IJFS, MDPI, vol. 11(1), pages 1-27, December.
    58. Gao, Yang & Cao, Jiawen & Zhao, Wandi & Zhang, Mengwan, 2025. "Interconnectedness and determinants of sectoral stock markets in China: Insights from higher-order moment contagion analysis," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 831-859.
    59. Ren, Yinghua & Tan, Anqi & Zhu, Huiming & Zhao, Wanru, 2022. "Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    60. Zhou, Sitong & Yuan, Di & Zhang, Feipeng, 2025. "Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis," Energy Economics, Elsevier, vol. 142(C).
    61. Gong, Xu & Xu, Jun, 2022. "Geopolitical risk and dynamic connectedness between commodity markets," Energy Economics, Elsevier, vol. 110(C).
    62. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    63. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "Volatility spillovers during market supply shocks: The case of negative oil prices," Resources Policy, Elsevier, vol. 74(C).
    64. Di, Jinghan & Wen, Zongguo & Jiang, Meihui & Miatto, Alessio, 2022. "Patterns and features of embodied environmental flow networks in the international trade of metal resources: A study of aluminum," Resources Policy, Elsevier, vol. 77(C).
    65. Li, Yurog & Cong, Zhenglong & Xie, Yufan & Wang, Yan & Wang, Hongmei, 2022. "The relationship between green finance, economic factors, geopolitical risk and natural resources commodity prices: Evidence from five most natural resources holding countries," Resources Policy, Elsevier, vol. 78(C).

  117. Li, Yanfei & Ji, Qiang & Zhang, Dayong, 2020. "Technological catching up and innovation policies in China: What is behind this largely successful story?," Technological Forecasting and Social Change, Elsevier, vol. 153(C).

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    2. Zhang, Dongyang, 2023. "Can digital finance empowerment reduce extreme ESG hypocrisy resistance to improve green innovation?," Energy Economics, Elsevier, vol. 125(C).
    3. Zhu, Lin & Luo, Jian & Dong, Qingli & Zhao, Yang & Wang, Yunyue & Wang, Yong, 2021. "Green technology innovation efficiency of energy-intensive industries in China from the perspective of shared resources: Dynamic change and improvement path," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
    4. Dario Guarascio & Jelena Reljic & Giacomo Cucignatto & Giuseppe Celi & Annamaria Simonazzi, 2023. "Between a rock and a hard place. Long-term drivers of EU structural vulnerability," Working Papers in Public Economics 237, Department of Economics and Law, Sapienza University of Rome.
    5. Galvin, Peter & Burton, Nicholas & Nyuur, Richard, 2020. "Leveraging inter-industry spillovers through DIY laboratories: Entrepreneurship and innovation in the global bicycle industry," Technological Forecasting and Social Change, Elsevier, vol. 160(C).
    6. Zijie Li & Xiangnan Liu & Lingfeng Xu & Qun Wu, 2025. "Classification and spatial characteristics of different development stages in China: Evidence from the contribution rate of production factors," PLOS ONE, Public Library of Science, vol. 20(1), pages 1-19, January.
    7. He, Qi & Wang, Chang & Deng, Chan & Zhou, Yifang, 2025. "Insisting or shifting technological trajectory? TMT attention and firms’ innovation responses to technology-forcing policy changes," Journal of Business Research, Elsevier, vol. 189(C).
    8. Xuewei Zhang & Xiaoqing Ai & Xiaoxiang Wang & Gang Zong & Jinghao Zhang, 2023. "A Study on the Effects of Digital Finance on Green Low-Carbon Circular Development Based on Machine Learning Models," Mathematics, MDPI, vol. 11(18), pages 1-16, September.
    9. Wang, Jianbo & Niu, Dayong & Kang, Jing, 2025. "Can national industrial investment funds enhance enterprise resilience?," Finance Research Letters, Elsevier, vol. 85(PC).
    10. Yang, Chih-Hai, 2025. "Overseas patenting and exports: Does patenting in China work?," International Economics, Elsevier, vol. 184(C).
    11. Yang, Yang & Chen, Jingzhi & Liu, Shuwen & Li, Jun, 2025. "The impact of digital transformation on corporate shadow banking," International Review of Financial Analysis, Elsevier, vol. 108(PB).
    12. Puertas, Rosa & Carracedo, Patricia & Garcia−Mollá, Marta & Vega, Virginia, 2022. "Analysis of the determinants of market capitalisation: Innovation, climate change policies and business context," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
    13. Liu, Shuwen & Li, Youli & Shen, Zhihan & Yu, Jinyi & Xu, Zhaoyi, 2024. "The impact of population agglomeration on economic resilience: Evidence from 280 cities in China," International Review of Economics & Finance, Elsevier, vol. 94(C).
    14. Nie, Hongguang & Zhou, Ting & Lu, Haiyan & Huang, Shupeng, 2021. "Evaluation of the efficiency of Chinese energy-saving household appliance subsidy policy: An economic benefit perspective," Energy Policy, Elsevier, vol. 149(C).
    15. Ding, Yixin & Wu, Jianfeng, 2022. "Overcoming openness paradox in open networks: A configurational approach," Journal of Business Research, Elsevier, vol. 150(C), pages 528-537.
    16. Zhu, Runqing & Lin, Boqiang, 2021. "Energy and carbon performance improvement in China's mining Industry:Evidence from the 11th and 12th five-year plan," Energy Policy, Elsevier, vol. 154(C).
    17. Gao, Xue & Zhang, Fang & Jiang, Siyang, 2025. "Adapting to policy changes: How firms' R&D responses affect their performance," Research Policy, Elsevier, vol. 54(1).
    18. Yu, Yingjie & Du, Debin & Li, Qixiang, 2025. "Who leads the chain? Deciphering the trajectory of global value network in technology-intensive manufacturing and innovation effects," Technological Forecasting and Social Change, Elsevier, vol. 219(C).
    19. Pan, Guangyi & Yang, Mengying & Tan, Hao & Yang, Hao & Zhang, Jintao, 2025. "Reconceptualizing vaccine nationalism: A multi-perspective analysis on security, technology, and global competition," Technological Forecasting and Social Change, Elsevier, vol. 212(C).
    20. Zhai, Xueqi & An, Yunfei, 2021. "The relationship between technological innovation and green transformation efficiency in China: An empirical analysis using spatial panel data," Technology in Society, Elsevier, vol. 64(C).
    21. Onwuegbuzie, Henrietta N. & Mafimisebi, Oluwasoye P., 2021. "Global relevance of scaling African indigenous entrepreneurship," Technological Forecasting and Social Change, Elsevier, vol. 166(C).

  118. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).

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    1. Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025. "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, vol. 73(PA).
    2. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
    3. Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021. "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, vol. 43(C).
    4. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
    5. Khan, Nasir & Saleem, Asima & Ozkan, Oktay, 2023. "Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach," Resources Policy, Elsevier, vol. 81(C).
    6. Maghyereh, Aktham & Abdoh, Hussein & Al-Shboul, Mohammad, 2022. "Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems," Economic Systems, Elsevier, vol. 46(4).
    7. Zhao, Yiran & Gao, Xiangyun & Zheng, Huiling & Zhang, Yupeng & Sun, Qingru & Wang, Anjian & An, HaiZhong, 2025. "Identifying influence pathways of oil price shocks on inflation based on impulse response networks," Energy, Elsevier, vol. 314(C).
    8. Kassouri, Yacouba & Kacou, Kacou Yves Thierry & Alola, Andrew Adewale, 2021. "Are oil-clean energy and high technology stock prices in the same straits? Bubbles speculation and time-varying perspectives," Energy, Elsevier, vol. 232(C).
    9. Ma, Rufei & Liu, Zhenhua & Zhai, Pengxiang, 2022. "Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence," Energy Economics, Elsevier, vol. 107(C).
    10. Chelghoum, Amirouche & Boumimez, Fayçal & Alsamara, Mouyad, 2023. "Asymmetric effects of oil price shocks on the demand for money in Algeria," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 1-11.
    11. Fasanya, Ismail & Makanda, Samantha, 2024. "Disentangled oil shocks and macroeconomic policy uncertainty in South Africa," Resources Policy, Elsevier, vol. 95(C).
    12. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
    13. Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023. "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
    14. Jin Shang & Shigeyuki Hamori, 2024. "The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 933-980, December.
    15. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021. "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers 202174, University of Pretoria, Department of Economics.
    16. Ikhlaas Gurrib & Olga Starkova & Dalia Hamdan, 2024. "Trading Momentum in the U.S. Crude Oil Futures Market," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 593-604, September.
    17. Peipei, Wang & James, William, 2024. "Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques," Resources Policy, Elsevier, vol. 97(C).
    18. Grzegorz Zimon, 2023. "Prospects for the Development of Transport in Poland during the Energy Crisis," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 56-60, May.
    19. Kliber, Agata & Łęt, Blanka & Řezáč, Pavel, 2024. "Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil," Energy, Elsevier, vol. 295(C).
    20. Rufei Zhang & Haizhen Zhang & Wang Gao & Ting Li & Shixiong Yang, 2022. "The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective," Sustainability, MDPI, vol. 14(14), pages 1-20, July.
    21. Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021. "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, vol. 58(C).
    22. Zhenhua Liu & Tingting Zhu & Zhaoping Duan & Shanqi Xuan & Zhihua Ding & Shan Wu, 2023. "Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty," Applied Economics, Taylor & Francis Journals, vol. 55(9), pages 963-989, February.
    23. Tayebeh Sadat Tabatabaei & Pedram Asef, 2021. "Evaluation of Energy Price Liberalization in Electricity Industry: A Data-Driven Study on Energy Economics," Energies, MDPI, vol. 14(22), pages 1-19, November.
    24. Boqiang Lin & Siquan Wang, 2023. "Mechanism analysis of the influence of oil price uncertainty on strategic investment of renewable energy enterprises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4176-4193, October.
    25. Bruna, Karel & Van Tran, Quang, 2023. "Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction," Energy Economics, Elsevier, vol. 128(C).
    26. Philipp Galkin & Jennifer Considine & Abdullah Al Dayel & Emre Hatipoglu, 2025. "The Response of Global Oil Inventories to Supply Shocks," Commodities, MDPI, vol. 4(2), pages 1-21, June.
    27. Maghyereh, Aktham & Abdoh, Hussein, 2021. "The effect of structural oil shocks on bank systemic risk in the GCC countries," Energy Economics, Elsevier, vol. 103(C).
    28. Lin, Chao & Cai, Peipei, 2023. "Analyzing the impacts of natural resource utilization and green economic growth in China: Evidence from a econometric analysis," Resources Policy, Elsevier, vol. 81(C).
    29. Gilles Dufrénot & William Ginn & Marc Pourroy & Adam Sullivan, 2024. "Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?," Post-Print hal-04678758, HAL.
    30. Mahmoud Ayoub & Mahmoud Qadan, 2024. "Financial ambiguity and oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
    31. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.
    32. Zhang, Yunhan & Ji, Qiang & Zhang, Dayong & Guo, Kun, 2024. "How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties," Energy Economics, Elsevier, vol. 131(C).
    33. Oktay Ozkan & Asima Saleem & Nasir Khan & Andrew Adewale Alola, 2025. "Global impact of geopolitical oil price uncertainty and associated commodity prices on clean energy stocks," Energy & Environment, , vol. 36(7), pages 3501-3526, November.
    34. Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
    35. Martina Pilloni & József Kádár & Tareq Abu Hamed, 2022. "The Impact of COVID-19 on Energy Start-Up Companies: The Use of Global Financial Crisis (GFC) as a Lesson for Future Recovery," Energies, MDPI, vol. 15(10), pages 1-15, May.
    36. Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
    37. Wu, Wei & Xu, Meiqi & Su, Ruiqian & Ullah, Kaleem, 2024. "Modeling crude oil volatility using economic sentiment analysis and opinion mining of investors via deep learning and machine learning models," Energy, Elsevier, vol. 289(C).
    38. Bermpei, Theodora & Triantafyllou, Athanasios, 2025. "Supply and Demand shocks: the short-term and long-term drivers of oil price uncertainty," Journal of Commodity Markets, Elsevier, vol. 39(C).
    39. Tan, Yan & Uprasen, Utai, 2023. "Asymmetric effects of oil price shocks on income inequality in ASEAN countries," Energy Economics, Elsevier, vol. 126(C).
    40. Anastasiou, Dimitris & Ftiti, Zied & Louhichi, Waël & Rizos, Anastasios & Stratopoulou, Artemis, 2025. "The influence of oil investors' sentiment on inflation dynamics and uncertainty," Energy Economics, Elsevier, vol. 142(C).
    41. Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021. "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers 202106, University of Pretoria, Department of Economics.
    42. Yu, Yang & Guo, SongLin & Chang, XiaoChen, 2022. "Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008," Resources Policy, Elsevier, vol. 75(C).
    43. Constantin Anghelache & Madalina-Gabriela Anghel & Stefan Virgil Iacob, 2022. "Energy Resources Decrease And It Is Necessary To Conserve And Save Them," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 158-164, August.

  119. Wang, Ying & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Regional renewable energy development in China: A multidimensional assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 124(C).

    Cited by:

    1. Yoro, Kelvin O. & Daramola, Michael O. & Sekoai, Patrick T. & Wilson, Uwemedimo N. & Eterigho-Ikelegbe, Orevaoghene, 2021. "Update on current approaches, challenges, and prospects of modeling and simulation in renewable and sustainable energy systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 150(C).
    2. Yuanyuan Ma & Shaodong Duan & Pingping Zhang & Tianjie Zhang, 2025. "Multi-scale analysis of the co-movement between China's new energy vehicle industry and Tesla: Evidence from capital market," Energy & Environment, , vol. 36(4), pages 2027-2048, June.
    3. Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
    4. Su, Yi & Chai, Jiahui & Lu, Sichong & Lv, Ao, 2025. "Evaluation and obstacle diagnosis to renewable energy development: A multi-level framework with application to China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 224(C).
    5. Zheng, Biao & Zhang, Yuquan W. & Yin, Haitao & Geng, Yong, 2021. "The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 651-667.
    6. Hongyu Wang & Cong Jiang & Feifei Mu & Kai Liu & Rui Mao & Xin Yin, 2026. "Climatological characterisation and trends of extreme winds and their application to power transmission lines in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 122(4), pages 1-25, February.
    7. Guo, Jian-Xin & Zhu, Kaiwei & Tan, Xianchun & Gu, Baihe, 2021. "Low-carbon technology development under multiple adoption risks," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
    8. Ying, Ying & Wang, Shixiang & Liu, Yang, 2022. "Make bricks without straw: Eco-innovation for resource-constrained firms in emerging markets," Technovation, Elsevier, vol. 114(C).
    9. Li, Mengdi & Han, Chuanfeng & Meng, Lingpeng & Liu, Pihui, 2025. "Spatiotemporal dynamics and factors of renewable energy mismatch in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 212(C).
    10. Li Ma & Die Xu, 2021. "Toward Renewable Energy in China: Revisiting Driving Factors of Chinese Wind Power Generation Development and Spatial Distribution," Sustainability, MDPI, vol. 13(16), pages 1-13, August.
    11. Liu, Lintong & Zhai, Rongrong & Hu, Yangdi, 2023. "Performance evaluation of wind-solar-hydrogen system for renewable energy generation and green hydrogen generation and storage: Energy, exergy, economic, and enviroeconomic," Energy, Elsevier, vol. 276(C).
    12. Wu, Hong, 2022. "Trade openness, green finance and natural resources: A literature review," Resources Policy, Elsevier, vol. 78(C).
    13. Zhang, Wenwen & Chiu, Yi-Bin & Hsiao, Cody Yu-Ling, 2022. "Effects of country risks and government subsidies on renewable energy firms’ performance: Evidence from China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 158(C).
    14. Sun, Jie & Zhou, P. & Wen, Wen, 2022. "Assessing the regional adaptive capacity to renewable portfolio standard policy in China," Energy Policy, Elsevier, vol. 162(C).
    15. Wenwei Lian & Bingyan Wang & Tianming Gao & Xiaoyan Sun & Yan Zhang & Hongmei Duan, 2022. "Coordinated Development of Renewable Energy: Empirical Evidence from China," Sustainability, MDPI, vol. 14(18), pages 1-20, September.
    16. Cheng, Dong & Shi, Xunpeng & Yu, Jian, 2021. "The impact of green energy infrastructure on firm productivity: Evidence from the Three Gorges Project in China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 385-406.
    17. Thu Thuy Nguyen & Van Chien Nguyen, 2021. "Financial Development and Renewables in Southeast Asian Countries—The Role of Organic Waste Materials," Sustainability, MDPI, vol. 13(16), pages 1-18, August.
    18. Liu, Chang & Liu, Linlin & Zhang, Dayong & Fu, Jiasha, 2021. "How does the capital market respond to policy shocks? Evidence from listed solar photovoltaic companies in China," Energy Policy, Elsevier, vol. 151(C).
    19. Xiaohong Qi & Guofu Zhang & Yuqi Wang, 2022. "Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China," Sustainability, MDPI, vol. 14(21), pages 1-16, October.
    20. Yang, Mian & Hou, Yaru & Ji, Qiang & Zhang, Dayong, 2020. "Assessment and optimization of provincial CO2 emission reduction scheme in China: An improved ZSG-DEA approach," Energy Economics, Elsevier, vol. 91(C).
    21. Jiang, Yufan & Wang, Hongyan & Liu, Zuankuo, 2021. "The impact of the free trade zone on green total factor productivity ——evidence from the shanghai pilot free trade zone," Energy Policy, Elsevier, vol. 148(PB).
    22. Nan Lu & Jiwei Zhu & Hui Chi & Bing Wang & Lu Chen, 2021. "Progress Assessment and Spatial Heterogeneity Analysis of Water Conservancy Modernization Construction in China," Sustainability, MDPI, vol. 13(7), pages 1-19, March.
    23. Zhang, Dayong & Li, Jun & Ji, Qiang, 2020. "Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms," Energy Policy, Elsevier, vol. 145(C).
    24. Li, Zeyun & Kuo, Tsung-Hsien & Siao-Yun, Wei & The Vinh, Luu, 2022. "Role of green finance, volatility and risk in promoting the investments in Renewable Energy Resources in the post-covid-19," Resources Policy, Elsevier, vol. 76(C).
    25. Zhang, Zhenhua & Li, Peixuan & Wang, Xinyi & Ran, Rong & Wu, Wenshuai, 2024. "New energy policy and new quality productive forces: A quasi-natural experiment based on demonstration cities," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1670-1688.
    26. Liu, Jing-Yue & Zhang, Yue-Jun, 2021. "Has carbon emissions trading system promoted non-fossil energy development in China?," Applied Energy, Elsevier, vol. 302(C).
    27. Peipei You & Sijia Liu & Sen Guo, 2021. "A Hybrid Novel Fuzzy MCDM Method for Comprehensive Performance Evaluation of Pumped Storage Power Station in China," Mathematics, MDPI, vol. 10(1), pages 1-25, December.
    28. Grzegorz Ślusarz & Barbara Gołębiewska & Marek Cierpiał-Wolan & Dariusz Twaróg & Jarosław Gołębiewski & Sebastian Wójcik, 2021. "The Role of Agriculture and Rural Areas in the Development of Autonomous Energy Regions in Poland," Energies, MDPI, vol. 14(13), pages 1-21, July.
    29. Shaochen Xu & Xiaofei Zhou & Zeeshan Ahmad, 2022. "Measuring the Psychological Behavior of Tourism Service Providers in Low-Income Regions: Implementing Effective Service Marketing and Performances Strategies," Sustainability, MDPI, vol. 14(18), pages 1-18, September.
    30. Zhao, Zhibo & Shi, Xunpeng & Zhao, Lingdi & Zhang, Jinggu, 2020. "Extending production-theoretical decomposition analysis to environmentally sensitive growth: Case study of Belt and Road Initiative countries," Technological Forecasting and Social Change, Elsevier, vol. 161(C).
    31. Ding, Xingqi & Zhou, Yufei & Zheng, Nan & Desideri, Umberto & Duan, Liqiang, 2024. "Emergy analysis and comprehensive sustainability investigation of a solar-aided liquid air energy storage system based on life cycle assessment," Applied Energy, Elsevier, vol. 365(C).
    32. Danqi Wei & Fayyaz Ahmad & Nabila Abid & Amber Gul, 2025. "Financial development and renewable energy technology: The heterogeneous role of energy endowment, market environment and policy support in Chinese provinces," Post-Print hal-05568595, HAL.
    33. Rokas Tamašauskas & Jolanta Šadauskienė & Dorota Anna Krawczyk & Violeta Medelienė, 2020. "Analysis of Primary Energy Factors from Photovoltaic Systems for a Nearly Zero Energy Building (NZEB): A Case Study in Lithuania," Energies, MDPI, vol. 13(16), pages 1-15, August.
    34. Brodny, Jarosław & Tutak, Magdalena, 2025. "Decade of Progress: A multidimensional measurement and assessment of energy sustainability in EU − 27 nations," Applied Energy, Elsevier, vol. 382(C).
    35. Muhammad Shahid Mastoi & Hafiz Mudassir Munir & Shenxian Zhuang & Mannan Hassan & Muhammad Usman & Ahmad Alahmadi & Basem Alamri, 2022. "A Comprehensive Analysis of the Power Demand–Supply Situation, Electricity Usage Patterns, and the Recent Development of Renewable Energy in China," Sustainability, MDPI, vol. 14(6), pages 1-34, March.
    36. Obiora S. Agu & Lope G. Tabil & Edmund Mupondwa, 2023. "Actualization and Adoption of Renewable Energy Usage in Remote Communities in Canada by 2050: A Review," Energies, MDPI, vol. 16(8), pages 1-24, April.
    37. Lee, Chien-Chiang & Wu, Zhihang, 2025. "Developing renewable energy in the face of extreme climate: Implications of tertiarization," Energy, Elsevier, vol. 321(C).
    38. Chen, Pengyu & Chu, Zhongzhu & Dagestani, Abd Alwahed & Han, Hui, 2025. "Responding to SDG13: Exploring the role of renewable energy in physical climate risk governance," Energy, Elsevier, vol. 338(C).
    39. Lee, Chi-Chuan & Zhang, Jian & Hou, Shanshuai, 2023. "The impact of regional renewable energy development on environmental sustainability in China," Resources Policy, Elsevier, vol. 80(C).
    40. Liu, Fang & Zhou, Dequn & Ding, Hao & Wang, Qunwei, 2025. "Inhibit or promote: Nonlinear spatial impacts of renewable energy on economic growth in China," Energy, Elsevier, vol. 335(C).
    41. Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Inagaki, Yugo & Morgan, Peter J., 2021. "Analyzing the factors influencing the demand and supply of solar modules in Japan – Does financing matter," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 1-12.
    42. He, Zhengxia & Cao, Changshuai & Kuai, Leyi & Zhou, Yanqing & Wang, Jianming, 2022. "Impact of policies on wind power innovation at different income levels: Regional differences in China based on dynamic panel estimation," Technology in Society, Elsevier, vol. 71(C).
    43. Zeng, Lijun & Wang, Jiafeng & Zhao, Laijun, 2022. "An inter-provincial tradable green certificate futures trading model under renewable portfolio standard policy," Energy, Elsevier, vol. 257(C).
    44. Xu, Jie & Lv, Tao & Hou, Xiaoran & Deng, Xu & Li, Na & Liu, Feng, 2022. "Spatiotemporal characteristics and influencing factors of renewable energy production in China: A spatial econometric analysis," Energy Economics, Elsevier, vol. 116(C).
    45. Su, Min & Wang, Qiang & Li, Rongrong & Wang, Lili, 2022. "Per capita renewable energy consumption in 116 countries: The effects of urbanization, industrialization, GDP, aging, and trade openness," Energy, Elsevier, vol. 254(PB).
    46. Andreoni, Valeria, 2022. "Drivers of coal consumption changes: A decomposition analysis for Chinese regions," Energy, Elsevier, vol. 242(C).
    47. Hu, Xing & Guo, Yingying & Zheng, Yali & Liu, Lan-cui & Yu, Shiwei, 2022. "Which types of policies better promote the development of renewable energy? Evidence from China's provincial data," Renewable Energy, Elsevier, vol. 198(C), pages 1373-1382.
    48. Yu, Xianyu & Ge, Shengxian & Zhou, Dequn & Wang, Qunwei & Chang, Ching-Ter & Sang, Xiuzhi, 2022. "Whether feed-in tariff can be effectively replaced or not? An integrated analysis of renewable portfolio standards and green certificate trading," Energy, Elsevier, vol. 245(C).
    49. Zhang, Long & Bai, Wuliyasu & Xiao, Huijuan & Ren, Jingzheng, 2021. "Measuring and improving regional energy security: A methodological framework based on both quantitative and qualitative analysis," Energy, Elsevier, vol. 227(C).
    50. Zhang, Chenxi & Zhou, Dequn & Wang, Qunwei & Ding, Hao & Zhao, Siqi, 2022. "Will fiscal decentralization stimulate renewable energy development? Evidence from China," Energy Policy, Elsevier, vol. 164(C).
    51. Yuan, Haojun & Liao, Jing & Young, Martin, 2025. "The impact of the carbon trading pilot program on the financing cost of green bonds," Finance Research Letters, Elsevier, vol. 78(C).
    52. Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled, 2021. "Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Energy Policy, Elsevier, vol. 149(C).
    53. Zhang, Xiufeng & Yan, Tong & Zhang, Shengxin & Zhang, Zhenhua & Feng, Yanchao, 2025. "Assessing the synergy reduction effects of the renewable energy policies on environmental pollution and carbon emissions in China," International Review of Financial Analysis, Elsevier, vol. 105(C).
    54. Mufutau Opeyemi, Bello, 2021. "Path to sustainable energy consumption: The possibility of substituting renewable energy for non-renewable energy," Energy, Elsevier, vol. 228(C).
    55. Demetriou, E. & Hadjistassou, C., 2021. "Can China decarbonize its electricity sector?," Energy Policy, Elsevier, vol. 148(PB).
    56. Zhai, Xueqi & An, Yunfei, 2021. "The relationship between technological innovation and green transformation efficiency in China: An empirical analysis using spatial panel data," Technology in Society, Elsevier, vol. 64(C).
    57. Cui, Shuangshuang & Song, Jintao & Wang, Tingting & Liu, Yixue & He, Qing & Liu, Wenyi, 2021. "Thermodynamic analysis and efficiency assessment of a novel multi-generation liquid air energy storage system," Energy, Elsevier, vol. 235(C).
    58. Yinhui Wang & Yugang He & Xiaodan Gao, 2025. "Synergizing Renewable Energy and Circular Economy Strategies: Pioneering Pathways to Environmental Sustainability," Sustainability, MDPI, vol. 17(5), pages 1-22, February.
    59. Deng, Xu & Lv, Tao & Hou, Xiaoran & Xu, Jie & Pi, Duyang & Liu, Feng & Li, Na, 2022. "Regional disparity of flexibility options for integrating variable renewable energy," Renewable Energy, Elsevier, vol. 192(C), pages 641-654.
    60. Qin, Yong & Xu, Zeshui & Wang, Xinxin & Škare, Marinko, 2022. "Green energy adoption and its determinants: A bibliometric analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 153(C).
    61. Mo, Shu & Liu, Xinghua, 2025. "Strengthening the resilience of urban energy systems amid renewable energy transition: A new method based on double machine learning," Energy Policy, Elsevier, vol. 206(C).
    62. Danish, & Ulucak, Recep, 2021. "A revisit to the relationship between financial development and energy consumption: Is globalization paramount?," Energy, Elsevier, vol. 227(C).

  120. Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan, 2020. "Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective," Research in International Business and Finance, Elsevier, vol. 52(C).

    Cited by:

    1. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024. "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, vol. 71(C).
    2. Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
    3. Geng, Jiang-Bo & Xu, Xiao-Yue & Ji, Qiang, 2020. "The time-frequency impacts of natural gas prices on US economic activity," Energy, Elsevier, vol. 205(C).
    4. Kristína Hudecová & Miroslava Rajčániová, 2023. "The impact of geopolitical risk on agricultural commodity prices," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(4), pages 129-139.
    5. Śmiech, Sławomir & Papież, Monika & Shahzad, Syed Jawad Hussain, 2020. "Spillover among financial, industrial and consumer uncertainties. The case of EU member states," International Review of Financial Analysis, Elsevier, vol. 70(C).
    6. Arunava Bandyopadhyay & Prabina Rajib, 2023. "The impact of Sino–US trade war on price discovery of soybean: A double‐edged sword?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 858-879, July.
    7. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2088-2125, September.
    8. Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020. "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 105-130.
    9. Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
    10. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    11. Saeed, Tareq & Bouri, Elie & Alsulami, Hamed, 2021. "Extreme return connectedness and its determinants between clean/green and dirty energy investments," Energy Economics, Elsevier, vol. 96(C).
    12. Bosch, David & Smimou, K., 2022. "Traders’ motivation and hedging pressure in commodity futures markets," Research in International Business and Finance, Elsevier, vol. 59(C).
    13. Adeleke, Musefiu A. & Awodumi, Olabanji B. & Adewuyi, Adeolu O., 2022. "Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries," Resources Policy, Elsevier, vol. 79(C).
    14. You‐How Go & Jia‐Jun Teo & Kam Fong Chan, 2023. "The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1559-1575, November.
    15. Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020. "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 53(C).
    16. Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
    17. Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2025. "Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China," Research in International Business and Finance, Elsevier, vol. 76(C).
    18. Shao, Liuguo & Zhang, Hua & Chen, Jinyu & Zhu, Xuehong, 2021. "Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 407-419.
    19. Jain, Prachi & Maitra, Debasish, 2023. "Risk implications of dependence in the commodities: A copula-based analysis," Global Finance Journal, Elsevier, vol. 57(C).
    20. Hu, Min & Zhang, Dayong & Ji, Qiang & Wei, Lijian, 2020. "Macro factors and the realized volatility of commodities: A dynamic network analysis," Resources Policy, Elsevier, vol. 68(C).
    21. Liu, Ling & Shahrour, Mohamad H. & Wojewodzki, Michal & Rohani, Alireza, 2025. "Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks," Technological Forecasting and Social Change, Elsevier, vol. 210(C).
    22. Caporin, Massimiliano & Naeem, Muhammad Abubakr & Arif, Muhammad & Hasan, Mudassar & Vo, Xuan Vinh & Hussain Shahzad, Syed Jawad, 2021. "Asymmetric and time-frequency spillovers among commodities using high-frequency data," Resources Policy, Elsevier, vol. 70(C).
    23. Zaheer Anwer & Ashraf Khan & Muhammad Abubakr Naeem & Aviral Kumar Tiwari, 2025. "Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic," Annals of Operations Research, Springer, vol. 345(2), pages 1193-1227, February.
    24. Konstantinos D. Melas & Nektarios A. Michail, 2024. "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, vol. 9(1), pages 1-14, December.
    25. Zhang, Hua & Chen, Jinyu & Shao, Liuguo, 2021. "Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19," International Review of Financial Analysis, Elsevier, vol. 77(C).
    26. Gunay, Samet & Kirimhan, Destan & Cevik, Emrah Ismail, 2024. "Commodity market downturn: Systemic risk and spillovers during left tail events," Journal of Commodity Markets, Elsevier, vol. 36(C).
    27. Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
    28. Gong, Xu & Xu, Jun, 2022. "Geopolitical risk and dynamic connectedness between commodity markets," Energy Economics, Elsevier, vol. 110(C).
    29. Chen, Yan & Bouri, Elie & Zhang, Lei, 2025. "Dynamics of co-bubble networks across commodity futures prices and portfolio performance," Energy Economics, Elsevier, vol. 150(C).
    30. Mehmet Balcilar & Ojonugwa Usman & Busra Agan, 2024. "On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 97-136, February.

  121. Zhang, Dayong & Hu, Min & Ji, Qiang, 2020. "Financial markets under the global pandemic of COVID-19," Finance Research Letters, Elsevier, vol. 36(C).

    Cited by:

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    1. Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022. "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, vol. 108(C).
    2. Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2022. "Economic importance of correlations for energy and other commodities," Energy Economics, Elsevier, vol. 107(C).
    3. Klein, Tony, 2024. "Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 222(C), pages 294-313.
    4. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
    5. Si, Jingjian & Gao, Xiangyun & Zhou, Jinsheng, 2025. "Using deep learning to predict energy stock risk spillover based on co-investor attention," Finance Research Letters, Elsevier, vol. 74(C).
    6. Xu, Zhiwei & Gan, Shiqi & Hua, Xia & Xiong, Yujie, 2024. "Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?," Energy Economics, Elsevier, vol. 140(C).
    7. Hong, Yanran & Wang, Lu & Liang, Chao & Umar, Muhammad, 2022. "Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework," Resources Policy, Elsevier, vol. 77(C).
    8. Bonnier, Jean-Baptiste, 2022. "Forecasting crude oil volatility with exogenous predictors: As good as it GETS?," Energy Economics, Elsevier, vol. 111(C).
    9. Hardik A. Marfatia & Qiang Ji & Jiawen Luo, 2022. "Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 383-404, March.
    10. Li, Dongxin & Hong, Yanran & Wang, Lu & Xu, Pengfei & Pan, Zhigang, 2022. "Extreme risk transmission among bitcoin and crude oil markets," Resources Policy, Elsevier, vol. 77(C).
    11. Qianjie Geng & Xianfeng Hao & Yudong Wang, 2024. "Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 309-325, March.
    12. Zhang, Yue-Jun & Zhang, Han, 2023. "Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?," International Review of Financial Analysis, Elsevier, vol. 85(C).
    13. Shao, Liuguo & Zhang, Hua & Chen, Jinyu & Zhu, Xuehong, 2021. "Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 407-419.
    14. Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021. "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, vol. 94(C).
    15. Xiao, Jihong & Wen, Fenghua & Zhao, Yupei & Wang, Xiong, 2021. "The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 311-333.
    16. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022. "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 134-157, January.
    17. Panagiotis Delis & Stavros Degiannakis & George Filis, 2022. "What matters when developing oil price volatility forecasting frameworks?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 361-382, March.
    18. Chen, Yan & Qiao, Gaoxiu & Zhang, Feipeng, 2022. "Oil price volatility forecasting: Threshold effect from stock market volatility," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
    19. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).
    20. Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021. "Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning," QBS Working Paper Series 2021/04, Queen's University Belfast, Queen's Business School.
    21. Jiqian Wang & Feng Ma & M.I.M. Wahab & Dengshi Huang, 2021. "Forecasting China's Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 921-941, August.
    22. Motegi, Kaiji & Hamori, Shigeyuki, 2025. "Conditional threshold effects of stock market volatility on crude oil market volatility," Energy Economics, Elsevier, vol. 143(C).
    23. Chen, Yan & Zhang, Lei & Zhang, Feipeng, 2024. "Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    24. Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
    25. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2022. "Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China," Energy Economics, Elsevier, vol. 112(C).
    26. Lyu, Yongjian & Yang, Zhidan & Luo, Ya & Qin, Zhilong & Yi, Heling & Ke, Rui, 2025. "Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?," Energy Economics, Elsevier, vol. 146(C).
    27. Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
    28. Klein, Tony & Todorova, Neda, 2021. "Night trading with futures in China: The case of Aluminum and Copper," Resources Policy, Elsevier, vol. 73(C).
    29. Zhang, Yue-Jun & Li, Zhao-Chen, 2021. "Forecasting the stock returns of Chinese oil companies: Can investor attention help?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 531-555.
    30. Degiannakis, Stavros & Filis, George, 2023. "Oil price assumptions for macroeconomic policy," Energy Economics, Elsevier, vol. 117(C).
    31. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    32. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises," Resources Policy, Elsevier, vol. 76(C).
    33. Ghani, Maria & Qin, Quande, 2025. "Forecasting climate-sensitive industries' volatility: A regime-switching GARCH-MIDAS approach with multiple climate risk indicators," International Review of Financial Analysis, Elsevier, vol. 105(C).
    34. Alqahtani, Abdullah & Klein, Tony, 2021. "Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions," Energy, Elsevier, vol. 236(C).
    35. Zhang, Feipeng & Gao, Hongfu & Yuan, Di, 2024. "The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model," Journal of Commodity Markets, Elsevier, vol. 35(C).
    36. Wu, Chengqi & Chen, Tingqiang & Xin, Ziyu & Li, Caiyuan, 2025. "Can decomposition of influencing factors improve the ability of models to predict crude oil prices?," Energy, Elsevier, vol. 336(C).
    37. Qu, Hui & Li, Guo, 2023. "Multi-perspective investor attention and oil futures volatility forecasting," Energy Economics, Elsevier, vol. 119(C).
    38. Tang, Yusui & Ma, Feng, 2023. "The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching," Resources Policy, Elsevier, vol. 83(C).

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    2. Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda, 2024. "Interplay of multifractal dynamics between shadow policy rates and energy markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    3. N.S. Al-Nassar & Sabri Boubaker & A. Chaibi & B. Makram, 2023. "In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty," Post-Print hal-04435437, HAL.
    4. Iqbal, Najaf & Fareed, Zeeshan & Wan, Guangcai & Shahzad, Farrukh, 2021. "Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market," International Review of Financial Analysis, Elsevier, vol. 73(C).
    5. Bossman, Ahmed & Agyei, Samuel Kwaku, 2022. "Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis," Resources Policy, Elsevier, vol. 79(C).
    6. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.
    7. Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
    8. Julien Chevallier, 2021. "Covid-19 Pandemic and Financial Contagion," Working Papers 2021-001, Department of Research, Ipag Business School.
    9. Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021. "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, vol. 73(C).
    10. Mahfoud Djebbar & Adila Merimet, 2021. "Impact Of Covid-19 On Financial Markets: Case Of The Italian Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 27, pages 9-31, June.
    11. Kakinaka, Shinji & Umeno, Ken, 2022. "Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach," Finance Research Letters, Elsevier, vol. 46(PA).
    12. Ding, Haoyuan & Pu, Bo & Ying, Jiezhou, 2023. "Direct and spillover portfolio effects of COVID-19," Research in International Business and Finance, Elsevier, vol. 65(C).
    13. Zulfiqar Ali Imran & Muhammad Ahad, 2022. "Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 167-189, February.
    14. Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024. "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    15. Dogan, Eyup & Madaleno, Mara & Taskin, Dilvin & Tzeremes, Panayiotis, 2022. "Investigating the spillovers and connectedness between green finance and renewable energy sources," Renewable Energy, Elsevier, vol. 197(C), pages 709-722.
    16. Hoque, Mohammad Enamul & Soo-Wah, Low & Tiwari, Aviral Kumar & Akhter, Tahmina, 2023. "Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market," Resources Policy, Elsevier, vol. 85(PA).
    17. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020. "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, vol. 54(C).
    18. Hu, Genhua & Jiang, Haifeng, 2023. "Time-varying jumps in China crude oil futures market impacted by COVID-19 pandemic," Resources Policy, Elsevier, vol. 82(C).
    19. Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021. "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
    20. Su, Chi-Wei & Pang, Lidong & Umar, Muhammad & Lobonţ, Oana-Ramona & Moldovan, Nicoleta-Claudia, 2022. "Does gold's hedging uncertainty aura fade away?," Resources Policy, Elsevier, vol. 77(C).
    21. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    22. Ali, Fahad & Jiang, Yuexiang & Sensoy, Ahmet, 2021. "Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market," Research in International Business and Finance, Elsevier, vol. 58(C).
    23. Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, vol. 168(C).
    24. Ritika & Himanshu & Nawal Kishor, 2023. "Modeling of factors affecting investment behavior during the pandemic: a grey-DEMATEL approach," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(2), pages 222-235, June.
    25. Huang, MeiChi, 2024. "A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 71(C).
    26. Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022. "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 60(C).
    27. Kamal, Javed Bin & Wohar, Mark & Kamal, Khaled Bin, 2022. "Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?," Resources Policy, Elsevier, vol. 78(C).
    28. Hoang, Anh Tuan & Sandro Nižetić, & Olcer, Aykut I. & Ong, Hwai Chyuan & Chen, Wei-Hsin & Chong, Cheng Tung & Thomas, Sabu & Bandh, Suhaib A. & Nguyen, Xuan Phuong, 2021. "Impacts of COVID-19 pandemic on the global energy system and the shift progress to renewable energy: Opportunities, challenges, and policy implications," Energy Policy, Elsevier, vol. 154(C).
    29. Lv, Wendai & Qi, Jipeng & Feng, Jing, 2023. "Economic policy uncertainty and environmental governance company volatility: Evidence from China," Research in International Business and Finance, Elsevier, vol. 64(C).
    30. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol & Kurowski, Łukasz & Smaga, Paweł, 2021. "Two decades of contagion effect on stock markets: Which events are more contagious?," Journal of Financial Stability, Elsevier, vol. 55(C).
    31. Ruzita Abdul-Rahim & Airil Khalid & Zulkefly Abdul Karim & Mamunur Rashid, 2022. "Exploring the Driving Forces of Stock-Cryptocurrency Comovements during COVID-19 Pandemic: An Analysis Using Wavelet Coherence and Seemingly Unrelated Regression," Mathematics, MDPI, vol. 10(12), pages 1-19, June.
    32. Imran, Zulfiqar Ali & Ahad, Muhammad, 2021. "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper 107613, University Library of Munich, Germany, revised 02 May 2021.
    33. Salisu, Afees A. & Vo, Xuan Vinh & Lawal, Adedoyin, 2021. "Hedging oil price risk with gold during COVID-19 pandemic," Resources Policy, Elsevier, vol. 70(C).
    34. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
    35. Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane, 2023. "Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling," International Review of Financial Analysis, Elsevier, vol. 89(C).
    36. He, Jingbin & Ma, Xinru & Wei, Qu, 2022. "Firm-level short selling and the local COVID-19 pandemic: Evidence from China," Economic Modelling, Elsevier, vol. 113(C).
    37. Achraf Ghorbel & Wajdi Frikha & Yasmine Snene Manzli, 2022. "Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 387-425, September.
    38. Ding, Hui & Huang, Yisu & Wang, Jiqian, 2023. "Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, vol. 87(C).
    39. Mohammad Sahabuddin & Md. Aminul Islam & Mosab I. Tabash & Md. Kausar Alam & Linda Nalini Daniel & Imad Ibraheem Mostafa, 2023. "Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries," JRFM, MDPI, vol. 16(2), pages 1-19, February.
    40. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, vol. 104(C).
    41. Wajdi Moussa, 2022. "Does Analyzing the Dynamics of Digital Currencies Help to Determine the Safe-Haven Crypto-Currency during the Covid-19 Outbreak?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(3), pages 58-74.
    42. Nishi Sharma & Shailika Rawat & Arshdeep Kaur, 2022. "Investment in Virtual Digital Assets Vis-A-Vis Equity Stock and Commodity: A Post-Covid Volatility Analysis," Virtual Economics, The London Academy of Science and Business, vol. 5(2), pages 95-113, September.
    43. Ouyang, Xiaoling & Yang, Yuchuan & Du, Kerui, 2024. "Impact of CSR on stock return resilience during the 2020 public health emergency: Evidence from the Chinese financial market," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    44. Kumar, Anoop S & Padakandla, Steven Raj, 2022. "Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach," Finance Research Letters, Elsevier, vol. 47(PB).
    45. Ahmed BenSaïda, 2025. "Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict," Annals of Operations Research, Springer, vol. 352(3), pages 471-504, September.
    46. Rupp, Anin & Limpaphayom, Piman, 2024. "Benefits of corporate social responsibility during a pandemic: Evidence from stock price reaction to COVID-19 related news," Research in International Business and Finance, Elsevier, vol. 68(C).
    47. Mirza, Nawazish & Naeem, Muhammad Abubakr & Ha Nguyen, Thi Thu & Arfaoui, Nadia & Oliyide, Johnson A., 2023. "Are sustainable investments interdependent? The international evidence," Economic Modelling, Elsevier, vol. 119(C).
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    49. Liu, Pingfen & Cai, Peifeng & Wang, Jing, 2025. "The dual driving mechanism of financial literacy and risky financial assets on household entrepreneurial decision-making," Finance Research Letters, Elsevier, vol. 72(C).
    50. Huangfu, Mingguo & Wang, Zejun & Li, Jiatong & Ye, Xinhai & Wang, Xiaoye & Chen, Mengyao, 2024. "Commercial paper popularization and enterprise risk taking," Finance Research Letters, Elsevier, vol. 64(C).
    51. James, Nick & Chin, Kevin, 2022. "On the systemic nature of global inflation, its association with equity markets and financial portfolio implications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    52. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    53. Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar, 2021. "Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 71-85.
    54. Zhang, Wenzheng & Ren, Songqin & Zhang, Yunchun & Li, Cheng, 2024. "Government investment, level of marketization and high-quality tourism development," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    55. Ihsan Erdem Kayral & Ahmed Jeribi & Sahar Loukil, 2023. "Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?," JRFM, MDPI, vol. 16(4), pages 1-22, April.
    56. Zofia Gródek-Szostak & Jadwiga Adamczyk & Małgorzata Luc & Marcin Suder & Justyna Tora & Karolina Kotulewicz-Wisińska & Wojciech Zysk & Anna Szeląg-Sikora, 2022. "Hard Cash in Hard Times—The Effect of Institutional Support for Businesses Shaken by COVID-19," Sustainability, MDPI, vol. 14(8), pages 1-18, April.
    57. Nhan Huynh & Dat Nguyen & Anh Dao, 2021. "Sectoral Performance and the Government Interventions during COVID-19 Pandemic: Australian Evidence," JRFM, MDPI, vol. 14(4), pages 1-16, April.
    58. Raphael Amaro & Carlos Pinho, 2022. "Energy commodities: A study on model selection for estimating Value-at-Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 5-27.
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    60. Raza, Syed Ali & Shah, Nida & Guesmi, Khaled & Msolli, Badreddine, 2022. "How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques," Finance Research Letters, Elsevier, vol. 47(PA).
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    323. Tanin, Tauhidul Islam & Sarker, Ashutosh & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2021. "Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 214-235.
    324. Konstantinos Petridis & Nikolaos Kiosses & Ioannis Tampakoudis & Fouad Ben Abdelaziz, 2023. "Measuring the efficiency of mutual funds: Does ESG controversies score affect the mutual fund performance during the COVID-19 pandemic?," Operational Research, Springer, vol. 23(3), pages 1-29, September.
    325. Izzeldin, Marwan & Muradoğlu, Yaz Gülnur & Pappas, Vasileios & Sivaprasad, Sheeja, 2021. "The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model," International Review of Financial Analysis, Elsevier, vol. 74(C).
    326. Chi-Wei Su & Lidong Pang & Muhammad Umar & Oana-Ramona Lobonţ, 2022. "Will Gold Always Shine amid World Uncertainty?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3425-3438, September.
    327. Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
    328. Ling, Aifan & Huang, Xinrui & Ling, Boya (Vivye), 2022. "Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    329. Shabeer Khan & Niaz Ahmed Bhutto & Uzair Abdullah Khan & Mohd Ziaur Rehman & Wadi B. Alonazi & Abdullah Ludeen, 2022. "Ṣukūk or Bond, Which Is More Sustainable during COVID-19? Global Evidence from the Wavelet Coherence Model," Sustainability, MDPI, vol. 14(17), pages 1-20, August.
    330. Chen, Xiangyu & Tongurai, Jittima, 2024. "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 70(PB).
    331. Xu, Liao & Xue, Mingqi & Zhang, Xuan & Zhao, Yang, 2023. "Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 87(C).
    332. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert, 2021. "Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period," International Review of Financial Analysis, Elsevier, vol. 77(C).
    333. Wang, Yizhi, 2022. "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
    334. Azimli, Asil, 2022. "Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period," Resources Policy, Elsevier, vol. 77(C).
    335. Echaust, Krzysztof & Just, Małgorzata & Kliber, Agata, 2024. "To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk," International Review of Financial Analysis, Elsevier, vol. 94(C).
    336. Wang, Qingyu & Huang, Qing & Wu, Xiangfang & Tan, Jin & Sun, Panxu, 2023. "Categorical uncertainty in policy and bitcoin volatility," Finance Research Letters, Elsevier, vol. 58(PC).
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    339. Cui, Moyang & Wong, Wing-Keung & Wisetsri, Worakamol & Mabrouk, Fatma & Muda, Iskandar & Li, Zeyun & Hassan, Marria, 2023. "Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data," Resources Policy, Elsevier, vol. 80(C).
    340. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022. "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, vol. 108(C).
    341. A. S. M. Sohel Azad & Aziz Hayat & Huson Joher Ali Ahmed, 2024. "Does the energy sector serve as a hedge and safe haven?," Annals of Operations Research, Springer, vol. 339(1), pages 369-395, August.
    342. Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2022. "Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    343. Imran, Zulfiqar Ali & Ahad, Muhammad, 2023. "Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis," Renewable Energy, Elsevier, vol. 210(C), pages 408-423.
    344. Damilola ABOLUWODI & Bomi NOMLALA & Paul-Francois MUZINDUTSI, 2022. "The COVID-19 Crisis and Interaction between the JSE, Real Estate, Energy, Commodity and Cryptocurrency Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 55-76.
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    1. Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
    2. Geng, Jiang-Bo & Xu, Xiao-Yue & Ji, Qiang, 2020. "The time-frequency impacts of natural gas prices on US economic activity," Energy, Elsevier, vol. 205(C).
    3. Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021. "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
    4. Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024. "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, vol. 91(C).
    5. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
    6. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
    7. Mirza, Nawazish & Naeem, Muhammad Abubakr & Ha Nguyen, Thi Thu & Arfaoui, Nadia & Oliyide, Johnson A., 2023. "Are sustainable investments interdependent? The international evidence," Economic Modelling, Elsevier, vol. 119(C).
    8. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    9. Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020. "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, vol. 68(C).
    10. Zhu, Mingxue & Zhang, Hua & Xing, Wanli & Zhou, Xuanru & Wang, Lu & Sun, Haoyu, 2023. "Research on price transmission in Chinese mining stock market: Based on industry," Resources Policy, Elsevier, vol. 83(C).
    11. Ma, Yan-Ran & Ji, Qiang & Wu, Fei & Pan, Jiaofeng, 2021. "Financialization, idiosyncratic information and commodity co-movements," Energy Economics, Elsevier, vol. 94(C).
    12. Cao, Yan & Cheng, Sheng, 2021. "Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices," Resources Policy, Elsevier, vol. 74(C).
    13. Cheng, Dong & Shi, Xunpeng & Yu, Jian, 2021. "The impact of green energy infrastructure on firm productivity: Evidence from the Three Gorges Project in China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 385-406.
    14. Su, Tong & Zhang, Zuopeng (Justin) & Lin, Boqiang, 2022. "Green bonds and conventional financial markets in China: A tale of three transmission modes," Energy Economics, Elsevier, vol. 113(C).
    15. Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020. "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 53(C).
    16. Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
    17. Ghazani, Majid Mirzaee & Khosravi, Reza & Caporin, Massimiliano, 2023. "Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic," Resources Policy, Elsevier, vol. 80(C).
    18. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    19. Shao, Liuguo & Zhang, Hua & Chen, Jinyu & Zhu, Xuehong, 2021. "Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 407-419.
    20. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
    21. Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024. "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    22. Cui, Jinxin & Maghyereh, Aktham & Goh, Mark & Zou, Huiwen, 2022. "Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments," Energy, Elsevier, vol. 238(PB).
    23. Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021. "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, vol. 94(C).
    24. Pu, Yingjian & Yang, Baochen, 2022. "The commodity futures' historical basis in trading strategy and portfolio investment," Energy Economics, Elsevier, vol. 105(C).
    25. Sun, Hang & Bos, Jaap.W.B. & Rodrigues, Paulo, 2023. "Destabilizing or passive? The impact of commodity index traders on equilibrium prices," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 271-285.
    26. Xiao, Jihong & Wen, Fenghua & Zhao, Yupei & Wang, Xiong, 2021. "The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 311-333.
    27. Chen, Jianyu & Zhang, Jianshun, 2023. "Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets," Resources Policy, Elsevier, vol. 85(PB).
    28. Hu, Min & Zhang, Dayong & Ji, Qiang & Wei, Lijian, 2020. "Macro factors and the realized volatility of commodities: A dynamic network analysis," Resources Policy, Elsevier, vol. 68(C).
    29. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
    30. Melki, Abir & Nefzi, Nourhaine, 2022. "Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach," Finance Research Letters, Elsevier, vol. 46(PA).
    31. Choi, Insu & Kim, Woo Chang, 2024. "Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques," International Review of Financial Analysis, Elsevier, vol. 94(C).
    32. Ouyang, Ruolan & Zhuang, Chengkai & Wang, Tingting & Zhang, Xuan, 2022. "Network analysis of risk transmission among energy futures: An industrial chain perspective," Energy Economics, Elsevier, vol. 107(C).
    33. Geng, Jiang-Bo & Chen, Fu-Rui & Ji, Qiang & Liu, Bing-Yue, 2021. "Network connectedness between natural gas markets, uncertainty and stock markets," Energy Economics, Elsevier, vol. 95(C).
    34. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Boubaker, Sabri & Mirza, Nawazish & Karim, Sitara, 2023. "Interdependence of clean energy and green markets with cryptocurrencies," Energy Economics, Elsevier, vol. 120(C).
    35. Naeem, Muhammad Abubakr & Gul, Raazia & Farid, Saqib & Karim, Sitara & Lucey, Brian M., 2023. "Assessing linkages between alternative energy markets and cryptocurrencies," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 513-529.
    36. Qiao, Gaoxiu & Ma, Xuekun & Jiang, Gongyue & Wang, Lu, 2024. "Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 415-437.
    37. Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis, 2023. "Model-free connectedness measures," Finance Research Letters, Elsevier, vol. 54(C).
    38. Siemaszkiewicz Karolina, 2021. "Safe Haven Instruments – A Comparison Between the Global Financial Crisis and the Covid-19 Pandemic," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(4), pages 1-16, December.
    39. Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2023. "Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 83(C).
    40. Shahzad, Syed Jawad Hussain & Naifar, Nader, 2022. "Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    41. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Nguyen, Duc Khuong, 2020. "Dynamic volatility spillover effects between oil and agricultural products," International Review of Financial Analysis, Elsevier, vol. 69(C).
    42. Yang, Yuying & Ma, Yan-Ran & Hu, Min & Zhang, Dayong & Ji, Qiang, 2021. "Extreme risk spillover between chinese and global crude oil futures," Finance Research Letters, Elsevier, vol. 40(C).
    43. He, Chengying & Huang, Ke & Lin, Jianwu & Wang, Tianqi & Zhang, Zuominyang, 2023. "Explain systemic risk of commodity futures market by dynamic network," International Review of Financial Analysis, Elsevier, vol. 88(C).
    44. Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
    45. Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020. "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 71(C).
    46. Ren, Yinghua & Tan, Anqi & Zhu, Huiming & Zhao, Wanru, 2022. "Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    47. Fu, Yaping & Qi, Haozhi & Chen, Yanan & Wang, Yuzhan, 2024. "Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China," Renewable Energy, Elsevier, vol. 233(C).
    48. Zhuo Chen & Bo Yan & Hanwen Kang, 2022. "Dynamic correlation between crude oil and agricultural futures markets," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1798-1849, August.
    49. LI, Yang & Luo, Jingqiu & Jiang, Yongmu, 2021. "Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    50. Li, Yingli & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies," Resources Policy, Elsevier, vol. 70(C).
    51. Dayong Zhang & Qiang Ji & Wan-Li Zhao & Nicholas J Horsewood, 2021. "Regional housing price dependency in the UK: A dynamic network approach," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 1014-1031, April.

  125. Ji, Qiang & Liu, Bing-Yue & Zhao, Wan-Li & Fan, Ying, 2020. "Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS," International Review of Financial Analysis, Elsevier, vol. 68(C).

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    1. Chang, Hao-Wen & Chang, Tsangyao & Lee, Chien-Chiang, 2023. "Return and volatility connectedness among the BRICS stock and oil markets," Resources Policy, Elsevier, vol. 86(PA).
    2. Zhang, Yuan-Yuan & Zhang, Yue-Jun, 2022. "The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models," International Review of Financial Analysis, Elsevier, vol. 84(C).
    3. Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Papers 2310.16850, arXiv.org.
    4. Guo, Yawei & Li, Jianping & Li, Yehua & You, Wanhai, 2021. "The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US," Energy Economics, Elsevier, vol. 97(C).
    5. Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
    6. Maghyereh, Aktham & Abdoh, Hussein, 2022. "Extreme dependence between structural oil shocks and stock markets in GCC countries," Resources Policy, Elsevier, vol. 76(C).
    7. Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023. "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, vol. 126(C).
    8. Ciner, Cetin, 2025. "Forecasting the BRICS stock returns with best subset regressions," Finance Research Letters, Elsevier, vol. 77(C).
    9. Abuzayed, Bana & Al-Fayoumi, Nedal, 2021. "Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    10. Yang, Junqi & Geng, Jiang-Bo & Liang, Ziwei, 2024. "Time-varying effects of structural oil price shocks on financial market uncertainty," Energy Economics, Elsevier, vol. 139(C).
    11. Wen, Fenghua & Zhang, Minzhi & Xiao, Jihong & Yue, Wei, 2022. "The impact of oil price shocks on the risk-return relation in the Chinese stock market," Finance Research Letters, Elsevier, vol. 47(PB).
    12. Joanna Górka & Katarzyna Kuziak, 2024. "Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach," Energies, MDPI, vol. 17(23), pages 1-29, November.
    13. Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang, 2024. "Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    14. R. Bedoui & R. Benkraiem & K. Guesmi & I. Kedidi, 2023. "Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model," Post-Print hal-04631234, HAL.
    15. Raphael Amaro & Carlos Pinho, 2022. "Energy commodities: A study on model selection for estimating Value-at-Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 5-27.
    16. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2023. "Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 64(C).
    17. Melike E. Bildirici & Memet Salman & Özgür Ömer Ersin, 2022. "Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method," Mathematics, MDPI, vol. 10(21), pages 1-16, October.
    18. Hongjun Zeng & Ran Lu & Abdullahi D. Ahmed, 2023. "Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 49-87, March.
    19. Rehman, Mobeen Ur & Nautiyal, Neeraj & Vo, Xuan Vinh & Ghardallou, Wafa & Kang, Sang Hoon, 2023. "Is the impact of oil shocks more pronounced during extreme market conditions?," Resources Policy, Elsevier, vol. 85(PA).
    20. Zhao, Yiran & Gao, Xiangyun & Zheng, Huiling & Zhang, Yupeng & Sun, Qingru & Wang, Anjian & An, HaiZhong, 2025. "Identifying influence pathways of oil price shocks on inflation based on impulse response networks," Energy, Elsevier, vol. 314(C).
    21. Wang, Kangsheng & Wen, Fenghua & Gong, Xu, 2024. "Oil prices and systemic financial risk: A complex network analysis," Energy, Elsevier, vol. 293(C).
    22. Xiao, Xunyong & Li, Aixi & Kchouri, Bilal & Shan, Shan, 2024. "Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence," Energy Economics, Elsevier, vol. 133(C).
    23. Xi, Xian & Gao, Xiangyun & Zhou, Jinsheng & Zheng, Huiling & Ding, Jiazheng & Si, Jingjian, 2021. "Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels," International Review of Financial Analysis, Elsevier, vol. 76(C).
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    25. Chang, Hao-Wen & Chang, Tsangyao & Ling, Yuan Hung & Yang, Yung-Lieh, 2023. "Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach," Finance Research Letters, Elsevier, vol. 54(C).
    26. Ummara Razi & Calvin W. H. Cheong & Sahar Afshan & Arshian Sharif, 2025. "The ripple effects of energy price volatility on equity and debt markets: a Morlet wavelet analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 197-223, March.
    27. Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023. "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, vol. 55(C).
    28. Salem Adel Ziadat & Aktham Maghyereh, 2024. "Energy profile and oil shocks: a dynamic analysis of their impact on stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 757-780, September.
    29. Claudiu Albulescu & Michel Mina & Cornel Oros, 2021. "Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis," Papers 2104.05273, arXiv.org.
    30. Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023. "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    31. Naeem, Muhammad Abubakr & Pham, Linh & Senthilkumar, Arunachalam & Karim, Sitara, 2022. "Oil shocks and BRIC markets: Evidence from extreme quantile approach," Energy Economics, Elsevier, vol. 108(C).
    32. Naifar, Nader, 2025. "Interactions between renewable energy tokens, oil shocks, and clean energy investments: Do COP26 policies matter?," Energy Policy, Elsevier, vol. 198(C).
    33. Yin, Libo & Cao, Hong & Xin, Yu, 2024. "Impact of crude oil price innovations on global stock market volatility: Evidence across time and space," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    34. Wu, Chih-Chiang & Chen, Wei-Peng & Korsakul, Nattawadee, 2021. "Extreme linkages between foreign exchange and general financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
    35. Wang, Qunwei & Liu, Mengmeng & Xiao, Ling & Dai, Xingyu & Li, Matthew C. & Wu, Fei, 2022. "Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
    36. GAO Hui & GAO Tian Chen, 2025. "Crude Oil Price Shocks and Stock Market Volatility: Evidence From China," Review of European Studies, Canadian Center of Science and Education, vol. 14(4), pages 1-39, January.
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    38. Kashif Ahmed Bhatty & Antanas Laurinavicius & Algimantas Laurinavicius & Bisharat Hussain Chang & Haitham M. ALZOUBI & Waseem Ahmed Channa, 2025. "Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach," Advances in Decision Sciences, Asia University, Taiwan, vol. 29(2), pages 1-35, June.
    39. Lu, Xunfa & He, Pengchao & Zhang, Zhengjun & Apergis, Nicholas & Roubaud, David, 2024. "Extreme co-movements between decomposed oil price shocks and sustainable investments," Energy Economics, Elsevier, vol. 134(C).
    40. Zhenhua Liu & Tingting Zhu & Zhaoping Duan & Shanqi Xuan & Zhihua Ding & Shan Wu, 2023. "Time-varying impacts of oil price shocks on China’s stock market under economic policy uncertainty," Applied Economics, Taylor & Francis Journals, vol. 55(9), pages 963-989, February.
    41. Xiang, Youtao & Borjigin, Sumuya, 2023. "Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 1337-1374.
    42. Liu, Zhenhua & Shi, Xunpeng & Zhai, Pengxiang & Wu, Shan & Ding, Zhihua & Zhou, Yuqin, 2021. "Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach," Resources Policy, Elsevier, vol. 74(C).
    43. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
    44. Nazlıoğlu, Elif Hilal & Kök, Dündar & Soytaş, Uğur, 2025. "Energy prices and stock markets: Does energy supply security matter?," International Review of Economics & Finance, Elsevier, vol. 103(C).
    45. Ren, Xiaohang & Fu, Chenjia & Jin, Yi, 2025. "Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model," Research in International Business and Finance, Elsevier, vol. 74(C).
    46. Ayesha Siddiqui & Mohd Shamim & Mohammad Asif & Mamdouh Abdulaziz Saleh Al-Faryan, 2022. "Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis," Economies, MDPI, vol. 10(4), pages 1-25, April.
    47. Jiang, Zhuhua & Yoon, Seong-Min, 2020. "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, vol. 90(C).
    48. Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng, 2024. "Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    49. Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You, 2023. "Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
    50. Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2023. "Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches," Resources Policy, Elsevier, vol. 80(C).
    51. Wu, Ruirui & Qin, Zhongfeng & Liu, Bing-Yue, 2023. "Connectedness between carbon and sectoral commodity markets: Evidence from China," Research in International Business and Finance, Elsevier, vol. 66(C).
    52. Jin, Xiu & Liu, Yueli & Yu, Jinming & Huang, Weiqiang, 2023. "COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
    53. José Antonio Núñez-Mora & Eduardo Sánchez-Ruenes, 2020. "Generalized Hyperbolic Distribution and Portfolio Efficiency in Energy and Stock Markets of BRIC Countries," IJFS, MDPI, vol. 8(4), pages 1-14, October.
    54. Mohamad Husam Helmi & A. Nazif Catik & Begum Yurteri Kosedagli & Gul Serife Huyuguzel Kisla & Coskun Akdeniz, 2023. "The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 430-440, November.
    55. Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).
    56. Benjamin Mudiangombe Mudiangombe & John Weirstrass Muteba Mwamba, 2023. "Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis," JRFM, MDPI, vol. 16(7), pages 1-29, July.
    57. Zhou, Wei & Chen, Yan & Chen, Jin, 2024. "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    58. Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023. "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, vol. 86(PB).
    59. Mensi, Walid & Gubareva, Mariya & Teplova, Tamara, 2025. "Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    60. Tang, Wenjin & Bu, Hui & Ji, Yuqiong & Li, Zhongfei, 2024. "Market uncertainty and information content in complex seasonality of prices," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    61. Lin, Boqiang & Wei, Kai, 2024. "Does investor attitude toward carbon neutrality affect stock returns in China?," International Review of Financial Analysis, Elsevier, vol. 93(C).
    62. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
    63. Muhammad Ramzan & Mohammad Razib Hossain & Kashif Raza Abbasi & Tomiwa Sunday Adebayo & Rafael Alvarado, 2024. "Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-36, June.
    64. Zhao-Yong Sun & Wei-Chiao Huang, 2023. "The effects of unexpected crude oil price shocks on Chinese stock markets," Economic Change and Restructuring, Springer, vol. 56(3), pages 1683-1697, June.
    65. Aziza Syzdykova & Gulmira Azretbergenova, 2024. "Asymmetric Effect of Oil Prices on Kazakhstan’s Stock Market Index and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 15-23, November.
    66. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).
    67. Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim, 2024. "Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers," Journal of Commodity Markets, Elsevier, vol. 34(C).
    68. Cadena-Silva, Javier Patricio & Sanz Lara, José Ángel & Rodríguez Fernández, José Miguel, 2025. "Stock market volatility and oil shocks: A study of G7 economies," International Review of Financial Analysis, Elsevier, vol. 103(C).
    69. Hsiao, Cody Yu-Ling & Chiu, Yi-Bin, 2024. "Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events," Journal of International Money and Finance, Elsevier, vol. 144(C).
    70. Ullah, Aziz & Peng, Kang-Lin & Lu, Chih-Chiang & Jin, Ying, 2025. "Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
    71. Muhammad Abubakr Naeem & Mudassar Hasan & Abraham Agyemang & Md Iftekhar Hasan Chowdhury & Faruk Balli, 2023. "Time‐frequency dynamics between fear connectedness of stocks and alternative assets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2188-2201, April.
    72. Zhu, Pengfei & Tang, Yong & Wei, Yu & Lu, Tuantuan, 2021. "Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic," Energy, Elsevier, vol. 231(C).
    73. Naeem, Muhammad Abubakr & Karim, Sitara & Hasan, Mudassar & Lucey, Brian M. & Kang, Sang Hoon, 2022. "Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain," Energy Economics, Elsevier, vol. 112(C).
    74. Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023. "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    75. Qin, Jingrui & Liu, Dun & Liang, Chao, 2025. "The oil industry chain under climate risk: Evidence from China's listed oil companies," Journal of Commodity Markets, Elsevier, vol. 40(C).
    76. Naeem, Muhammad Abubakr & Sadorsky, Perry & Karim, Sitara, 2023. "Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets," Energy Economics, Elsevier, vol. 126(C).
    77. Li, Dongxin & Zhang, Feipeng & Yuan, Di & Cai, Yuan, 2024. "Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 909-939.
    78. Yin, Libo & Feng, Jiabao & Han, Liyan, 2021. "Systemic risk in international stock markets: Role of the oil market," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 592-619.
    79. Zheng, Huike & Gao, Chiyuan & Deng, Jing, 2025. "Tail risk spillover and systemic importance among fossil energy markets: Evidence from china," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    80. Liu, Zhenhua & Zhang, Huiying & Ding, Zhihua & Lv, Tao & Wang, Xu & Wang, Deqing, 2022. "When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis," Economic Modelling, Elsevier, vol. 114(C).
    81. Wei, Zhengyuan & He, Qingxia & Zhou, Qili & Wang, Ge, 2023. "Measuring dependence structure and extreme risk spillovers in stock markets: An APARCH-EVT-DMC approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 632(P1).
    82. Zhang, Yue-Jun & Li, Zhao-Chen, 2021. "Forecasting the stock returns of Chinese oil companies: Can investor attention help?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 531-555.
    83. Alkathery, Mohammed A. & Chaudhuri, Kausik & Nasir, Muhammad Ali, 2023. "Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis," Energy Economics, Elsevier, vol. 121(C).
    84. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
    85. Katarzyna Kuziak & Joanna Górka, 2023. "Dependence Analysis for the Energy Sector Based on Energy ETFs," Energies, MDPI, vol. 16(3), pages 1-30, January.
    86. Xue, Jianhao & Dai, Xingyu & Zhang, Dongna & Nghiem, Xuan-Hoa & Wang, Qunwei, 2024. "Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios," International Review of Economics & Finance, Elsevier, vol. 96(PC).
    87. Liuguo Shao & Hua Zhang & Senfeng Chang & Ziyang Wang, 2024. "Dynamic connectedness between China's commodity markets and China's sectoral stock markets: A multidimensional analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 903-926, January.
    88. Tarek Sadraoui & Rym Regaieg & Sabrine Abdelghani & Wajdi Moussa & Nidhal Mgadmi, 2025. "The Dependence and Risk Spillover Between Energy Market and BRICS Stock Markets: A Copula-MGARCH Model Approach," Global Business Review, International Management Institute, vol. 26(4), pages 1033-1058, August.
    89. Dai, Zhifeng & Tang, Rui & Zhang, Xiaotong, 2023. "A new multilayer network for measuring interconnectedness among the energy firms," Energy Economics, Elsevier, vol. 124(C).
    90. Zeng, Qing & Zhang, Jixiang & Zhong, Juandan, 2024. "China's futures market volatility and sectoral stock market volatility prediction," Energy Economics, Elsevier, vol. 132(C).
    91. Fahmi Ghallabi & Ahmed Ghorbel & Sitara Karim, 2025. "Decoding systemic risks across commodities and emerging market stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-23, December.
    92. I. Sahadudheen & P. K. Santhosh Kumar, 2023. "On the Time-varying Correlations and Hedging Effectiveness: An Analysis of Crude Oil, Gold, and Stock Market," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 353-363, November.
    93. Mensi, Walid & Khoury, Rim El & Kang, Sang Hoon, 2025. "Dynamic connectedness between oil shocks and BRICS stock markets," Finance Research Letters, Elsevier, vol. 82(C).
    94. Tang, Yusui & Ma, Feng, 2023. "The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching," Resources Policy, Elsevier, vol. 83(C).

  126. Dayong Zhang & Wanli Zhao & Fei Wu & Qiang Ji, 2020. "Financial Integration in Asia: A Systemic View on Currency Markets," Asian Economic Papers, MIT Press, vol. 19(2), pages 41-58, Summer.

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    1. Liu, Tao & Wang, Xiaosong & Woo, Wing Thye, 2022. "The rise of Renminbi in Asia: Evidence from Network Analysis and SWIFT dataset," Journal of Asian Economics, Elsevier, vol. 78(C).

  127. Xia, Tongshui & Ji, Qiang & Geng, Jiang-Bo, 2020. "Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).

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    1. Tadahiro Nakajima & Yuki Toyoshima, 2019. "Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets," Energies, MDPI, vol. 12(20), pages 1-15, October.
    2. Wang, Yong & Liu, Shimiao & Abedin, Mohammad Zoynul & Lucey, Brian, 2024. "Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    3. Yang, Lu, 2022. "Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe," Journal of Commodity Markets, Elsevier, vol. 25(C).
    4. Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2021. "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(1), pages 188-215, March.
    5. Jiang, Dongming & Jia, Fang & Han, Xiaoyu, 2025. "Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets," Energy Economics, Elsevier, vol. 144(C).
    6. Qiao, Sen & Dang, Yi Jing & Ren, Zheng Yu & Zhang, Kai Quan, 2023. "The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method," Energy, Elsevier, vol. 266(C).
    7. Naeem, Muhammad Abubakr & Arfaoui, Nadia, 2023. "Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises," Energy Economics, Elsevier, vol. 127(PB).
    8. Ganepola, Chanaka N. & Shubita, Moade & Lee, Lillian, 2023. "The electric shock: Causes and consequences of electricity prices in the United Kingdom," Energy Economics, Elsevier, vol. 126(C).
    9. Uribe, Jorge M. & Mosquera-López, Stephania & Arenas, Oscar J., 2022. "Assessing the relationship between electricity and natural gas prices in European markets in times of distress," Energy Policy, Elsevier, vol. 166(C).
    10. Scarcioffolo, Alexandre R. & Etienne, Xiaoli, 2021. "Testing directional predictability between energy prices: A quantile-based analysis," Resources Policy, Elsevier, vol. 74(C).

  128. Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020. "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 53(C).

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    1. Ren, Xiaohang & Li, Jingyao & Duan, Kun & Parhi, Mamata, 2025. "Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework," Energy Economics, Elsevier, vol. 149(C).
    2. Geng, Jiang-Bo & Xu, Xiao-Yue & Ji, Qiang, 2020. "The time-frequency impacts of natural gas prices on US economic activity," Energy, Elsevier, vol. 205(C).
    3. Chen, Yan & Luo, Qiong & Zhang, Feipeng, 2025. "Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    4. Syeda Beena Zaidi & Abidullah Khan & Shabeer Khan & Mohd Ziaur Rehman & Wadi B. Alonazi & Abul Ala Noman, 2023. "Connectedness between Pakistan’s Stock Markets with Global Factors: An Application of Quantile VAR Network Model," Mathematics, MDPI, vol. 11(19), pages 1-17, October.
    5. Li, Wanli & Su, Yueying & Wang, Kaixiu, 2022. "How does economic policy uncertainty affect cross-border M&A: Evidence from Chinese firms," Emerging Markets Review, Elsevier, vol. 52(C).
    6. Zhang, Feng & Huang, Yongming & Nan, Xiaoli, 2022. "The price volatility of natural resource commodity and global economic policy uncertainty: Evidence from US economy," Resources Policy, Elsevier, vol. 77(C).
    7. Jianing Liu & Jingyi Guo & Yuanyuan Man, 2025. "Ripple Effects of Climate Policy Uncertainty: Risk Spillovers Between Traditional Energy and Green Financial Markets," Sustainability, MDPI, vol. 17(12), pages 1-20, June.
    8. Zhou, Yuqin & Liu, Zhenhua & Wu, Shan, 2022. "The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 61(C).
    9. Xiao, Jihong & Wen, Fenghua & Zhao, Yupei & Wang, Xiong, 2021. "The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 311-333.
    10. Liu, Peipei & Huang, Wei-Qiang, 2024. "Spatial analysis of sovereign risk from the perspective of EPU spillovers," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 427-443.
    11. Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan, 2020. "Global uncertainties and portfolio flow dynamics of the BRICS countries," Research in International Business and Finance, Elsevier, vol. 54(C).
    12. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?," Resources Policy, Elsevier, vol. 91(C).
    13. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).
    14. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Boubaker, Sabri & Mirza, Nawazish & Karim, Sitara, 2023. "Interdependence of clean energy and green markets with cryptocurrencies," Energy Economics, Elsevier, vol. 120(C).
    15. Dai, Xingyu & Dai, Peng-Fei & Wang, Qunwei & Ouyang, Zhi-Yi, 2023. "The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon," Research in International Business and Finance, Elsevier, vol. 64(C).
    16. Deimante Blavasciunaite & Lina Garsviene & Kristina Matuzeviciute, 2020. "Trade Balance Effects on Economic Growth: Evidence from European Union Countries," Economies, MDPI, vol. 8(3), pages 1-15, July.
    17. LI, Yang & Luo, Jingqiu & Jiang, Yongmu, 2021. "Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    18. Chen, Ning & Li, Shaofang & Lu, Shuai, 2023. "The extreme risk connectedness of the global financial system: G7 and BRICS evidence," Journal of Multinational Financial Management, Elsevier, vol. 69(C).

  129. Yang, Mian & Hou, Yaru & Ji, Qiang & Zhang, Dayong, 2020. "Assessment and optimization of provincial CO2 emission reduction scheme in China: An improved ZSG-DEA approach," Energy Economics, Elsevier, vol. 91(C).

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    1. Li, Qiangyi & Zeng, Fu'e & Liu, Shaohui & Yang, Mian & Xu, Fei, 2021. "The effects of China's sustainable development policy for resource-based cities on local industrial transformation," Resources Policy, Elsevier, vol. 71(C).
    2. Li, Zhenghao & Wang, Meiqiang, 2025. "Allocation of provincial renewable energy power quotas in China: A Supply–Demand balance perspective," Energy, Elsevier, vol. 338(C).
    3. Renjin Sun & Nan Yu & Dongou Hu & Su Yang & Huihui Li, 2025. "What is the degree of high-quality development of oil–gas resource-based cities in China: based on a new total factor productivity measurement method," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(5), pages 10807-10834, May.
    4. Aldieri, Luigi & Gatto, Andrea & Vinci, Concetto Paolo, 2024. "Impact of environmental, energy and business efficiency on CO2 emissions: A composite indicator for emerging Asia-Pacific markets," Applied Energy, Elsevier, vol. 368(C).
    5. Shi, Wei & Li, Wei & Qiao, Fuwei & Wang, Weijuan & An, Yi & Zhang, Guowei, 2023. "An inter-provincial carbon quota study in China based on the contribution of clean energy to carbon reduction," Energy Policy, Elsevier, vol. 182(C).
    6. Guo-Ya Gan & Hsuan-Shih Lee & Yu-Jwo Tao & Chang-Shu Tu, 2021. "Selecting Suitable, Green Port Crane Equipment for International Commercial Ports," Sustainability, MDPI, vol. 13(12), pages 1-19, June.
    7. Lei Li & Xingchen Li & Qingyuan Zhu, 2025. "Analysis of regional energy conservation and emission reduction based on the feasible meta-frontier," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(12), pages 28783-28801, December.
    8. Tan, Xianchun & Cai, Xiaoli & Cheng, Yonglong & Yan, Hongshuo, 2024. "How to control China's total amount of carbon emissions? An analysis of provincial allowance demands," Energy, Elsevier, vol. 303(C).
    9. Wang, Xiaofei & Miao, Chenglin & Wang, Chongmei & Yin, Dawei & Chen, Shaojie & Chen, Lei & Li, Ke, 2022. "Coal production capacity allocation based on efficiency perspective—taking production mines in Shandong Province as an example," Energy Policy, Elsevier, vol. 171(C).
    10. Kiani Mavi, Reza & Kiani Mavi, Neda & Farzipoor Saen, Reza & Goh, Mark, 2022. "Common weights analysis of renewable energy efficiency of OECD countries," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
    11. Dalai Ma & Yaping Xiao & Na Zhao, 2022. "Optimization and Spatiotemporal Differentiation of Carbon Emission Rights Allocation in the Power Industry in the Yangtze River Economic Belt," Sustainability, MDPI, vol. 14(9), pages 1-15, April.
    12. Xiaoqi Zhang & Feng Yang & Fangqing Wei & Yangyang Wang, 2024. "Provincial CO2 emission efficiency analysis in China based on a game cross-efficiency approach with a fixed-sum undesirable output," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(6), pages 14535-14560, June.
    13. Abdul Rauf & Najabat Ali & Muhammad Nauman Sadiq & Saira Abid & Shahzad Afzal Kayani & Abid Hussain, 2023. "Foreign Direct Investment, Technological Innovations, Energy Use, Economic Growth, and Environmental Sustainability Nexus: New Perspectives in BRICS Economies," Sustainability, MDPI, vol. 15(18), pages 1-18, September.
    14. Li, Jiawei & Qiu, Zhiyi & Wei, Fangqing & Liang, Jingwei, 2025. "Regional CO2 emission efficiency in China and configurational paths for improvement," Technological Forecasting and Social Change, Elsevier, vol. 220(C).
    15. Chu, Junfei & Shao, Caifeng & Emrouznejad, Ali & Wu, Jie & Yuan, Zhe, 2021. "Performance evaluation of organizations considering economic incentives for emission reduction: A carbon emission permit trading approach," Energy Economics, Elsevier, vol. 101(C).
    16. Jiekun Song & Rui Chen & Xiaoping Ma, 2022. "Provincial Allocation of Energy Consumption, Air Pollutant and CO 2 Emission Quotas in China: Based on a Weighted Environment ZSG-DEA Model," Sustainability, MDPI, vol. 14(4), pages 1-21, February.
    17. Zhao, Ying & Zhu, Jiang-Hong & Zhang, Yan-Wei & Tang, Meng-Yu, 2025. "Using ZSG-DEA and inverse DEA to predict resource allocation for road traffic safety in China," Transport Policy, Elsevier, vol. 167(C), pages 101-115.
    18. Hu, Bangyong & Guo, Man & Zhang, Shuwen, 2023. "The role of fiscal decentralization and natural resources markets in environmental sustainability in OECD," Resources Policy, Elsevier, vol. 85(PB).
    19. Mingyu Li & Libin Cao & Can Wang & Bofeng Cai, 2024. "Breaking down nationally determined contribution (NDC) targets into subnational actions: a two-staged allocation approach study in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(3), pages 7491-7507, March.
    20. Yang, Fan & Lee, Hyoungsuk, 2022. "An innovative provincial CO2 emission quota allocation scheme for Chinese low-carbon transition," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
    21. Yang, Mian & Yuan, Yining & Sun, Chuanwang, 2021. "The economic impacts of China's differential electricity pricing policy: Evidence from energy-intensive firms in Hunan Province," Energy Economics, Elsevier, vol. 94(C).
    22. Lijun Zeng & Wencheng Zhang & Muyi Yang, 2023. "A Bi-Level Optimization Model for Inter-Provincial Energy Consumption Transfer Tax in China," Energies, MDPI, vol. 16(21), pages 1-20, October.
    23. Chu, Baoju & Lin, Boqiang & Tian, Lichun & Zheng, Chaofeng & Ye, Nan & Zhu, Yafang & Tan, Zhizhou, 2024. "A long-term impact assessment of carbon capture (storage) investment conducted by conventional power company on sustainable development," Applied Energy, Elsevier, vol. 358(C).
    24. Dariush Khezrimotlagh & Sepideh Kaffash, 2025. "Navigating Efficiency: Insights from One-Stage and Two-Stage DEA Modeling in the Airline Industry," Annals of Operations Research, Springer, vol. 351(2), pages 1451-1487, August.
    25. Pan, Yuling & Dong, Feng, 2022. "Design of energy use rights trading policy from the perspective of energy vulnerability," Energy Policy, Elsevier, vol. 160(C).
    26. Wang, Linhui & Chen, Qi & Dong, Zhiqing & Cheng, Lu, 2024. "The role of industrial intelligence in peaking carbon emissions in China," Technological Forecasting and Social Change, Elsevier, vol. 199(C).
    27. Fan Yang & Yongrok Choi & Hyoungsuk Lee, 2021. "Convergence or Divergence? Emission Performance in the Regional Comprehensive Economic Partnership Countries," Sustainability, MDPI, vol. 13(18), pages 1-15, September.
    28. Xie, Qiwei & Hao, Jingjing & Li, Jingyu & Zheng, Xiaolong, 2022. "Carbon price prediction considering climate change: A text-based framework," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 382-401.
    29. Wang, Xiong & Wang, Xiao & Ren, Xiaohang & Wen, Fenghua, 2022. "Can digital financial inclusion affect CO2 emissions of China at the prefecture level? Evidence from a spatial econometric approach," Energy Economics, Elsevier, vol. 109(C).
    30. Chu, Junfei & Hou, Tianteng & Li, Feng & Yuan, Zhe, 2024. "Dynamic bargaining game DEA carbon emissions abatement allocation and the Nash equilibrium," Energy Economics, Elsevier, vol. 134(C).
    31. Fang-Rong Ren & Fang-Yi Sun & Xiao-Yan Liu & Hui-Lin Liu, 2025. "Ecological Comprehensive Efficiency and Driving Mechanisms of China’s Water–Energy–Food System and Climate Change System Based on the Carbon Nexus: Insights from the Integration of Network DEA and the Geographic Detector," Land, MDPI, vol. 14(10), pages 1-36, October.
    32. Bai, Muren & Li, Cunbin, 2024. "Research on the allocation scheme of carbon emission allowances for China's provincial power grids," Energy, Elsevier, vol. 299(C).
    33. Lo, Huai-Wei & Deveci, Muhammet & Lin, Sheng-Wei, 2025. "Benchmarking energy efficiency in Europe: An integrated two-stage framework using machine learning and decision-making approaches," Applied Energy, Elsevier, vol. 392(C).
    34. Sun, J. & Wen, W. & Wang, M. & Zhou, P., 2022. "Optimizing the provincial target allocation scheme of renewable portfolio standards in China," Energy, Elsevier, vol. 250(C).
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    36. Qianwen Yu & Zehao Sun & Junyuan Shen & Xia Xu & Xiangnan Chen, 2023. "Interactive Allocation of Water Pollutant Initial Emission Rights in a Basin under Total Amount Control: A Leader-Follower Hierarchical Decision Model," IJERPH, MDPI, vol. 20(2), pages 1-25, January.
    37. Du, Yuqiu & Wang, Wendi, 2023. "The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China," Resources Policy, Elsevier, vol. 82(C).
    38. Hongda Liu & Shaodong Zhao & Xiaoxia Wang & Jialiang Huang, 2025. "Spatial assessment of China’s green governance efficiency in the period of high-quality development," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(12), pages 28539-28577, December.
    39. Chu, Junfei & Dong, Yanhua & Yuan, Zhe, 2024. "An improved equilibrium efficient frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs," European Journal of Operational Research, Elsevier, vol. 318(2), pages 592-604.

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    Cited by:

    1. Jiajia Li & Jie Fan & Jun Li & Abbas Ali Chandio, 2025. "Gender differences in behavioral and psychological crisis responses: a cross-national Oaxaca-Blinder analysis," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-14, December.
    2. Jianling Qi & Huanjiao Li & Feng Ye & Lingjing Zhang & Tianhang Yang & Chengda Yan, 2025. "Powering Rural Prosperity: How Clean Energy Adoption Transforms Comprehensive Welfare of Rural Residents in China," Agriculture, MDPI, vol. 15(4), pages 1-22, February.
    3. Lu, Juan & Li, He, 2023. "The impact of environmental corruption on green consumption: A quantitative analysis based on China's Judicial Document Network and Baidu Index," Socio-Economic Planning Sciences, Elsevier, vol. 86(C).
    4. Lanre Olatomiwa & James Garba Ambafi & Umar Suleiman Dauda & Omowunmi Mary Longe & Kufre Esenowo Jack & Idowu Adetona Ayoade & Isah Ndakara Abubakar & Alabi Kamilu Sanusi, 2023. "A Review of Internet of Things-Based Visualisation Platforms for Tracking Household Carbon Footprints," Sustainability, MDPI, vol. 15(20), pages 1-32, October.
    5. Unay-Gailhard, Ilkay & Bojnec, Štefan, 2021. "Young Farmers' Attitudes Towards Agri-Environmental-Climate Measures: Do Young Women Farmers Make a Difference?," 2021 Conference, August 17-31, 2021, Virtual 315374, International Association of Agricultural Economists.
    6. Yulin Liu & Min Zhang & Rujia Liu, 2020. "The Impact of Income Inequality on Carbon Emissions in China: A Household-Level Analysis," Sustainability, MDPI, vol. 12(7), pages 1-22, March.
    7. Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The Green Economy and Inequality in Sub-Saharan Africa: Avoidable Thresholds and Thresholds for Complementary Policies," Working Papers 20/097, European Xtramile Centre of African Studies (EXCAS).
    8. Gozgor, Giray & Li, Jing & Saleem, Irfan & Shinwari, Riazullah, 2025. "The impact of women's political empowerment on renewable energy demand: Evidence from OECD countries," Energy Economics, Elsevier, vol. 141(C).
    9. Curuk, Malik & Rozendaal, Rik & Wendler, Tobias, 2025. "Gender differences in the employment effects of climate policy," Energy Economics, Elsevier, vol. 145(C).
    10. Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Inequality and Renewable Energy Consumption in Sub-Saharan Africa: Implication for High Income Countries," Research Africa Network Working Papers 20/094, Research Africa Network (RAN).
    11. Lee, Chien-Chiang & Hussain, Jafar, 2023. "An assessment of socioeconomic indicators and energy consumption by considering green financing," Resources Policy, Elsevier, vol. 81(C).
    12. Li, Jiajia & Li, Jun & Zhang, Jian, 2024. "Can digitalization facilitate low carbon lifestyle? --Evidence from households’ embedded emissions in China," Technology in Society, Elsevier, vol. 76(C).
    13. Jiajia Li & Yucong Liu & Houjian Li & Abbas Ali Chandio, 2021. "Heterogeneous Driving Factors of Carbon Emissions Embedded in China’s Export: An Application of the LASSO Model," IJERPH, MDPI, vol. 18(19), pages 1-18, October.
    14. Luan, Bingjiang & Zou, Hong & Huang, Junbing, 2023. "Digital divide and household energy poverty in China," Energy Economics, Elsevier, vol. 119(C).
    15. Lee, Chien-Chiang & Hussain, Jafar & Abass, Qasir, 2025. "An integrated analysis of AI-driven green financing, subsidies, and knowledge to enhance CO2 reduction efficiency," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 675-693.
    16. Li, Sinan & Huang, Xinmin & Sheng, Yunying & Chen, Kai, 2025. "The interactive effect of recommendation subjects and message types on consumers' suboptimal food purchase intentions," Journal of Retailing and Consumer Services, Elsevier, vol. 84(C).
    17. Ilaria Vigna & Jessica Balest & Wilmer Pasut & Roberta Pernetti, 2020. "Office Occupants’ Perspective Dealing with Energy Flexibility: A Large-Scale Survey in the Province of Bolzano," Energies, MDPI, vol. 13(17), pages 1-20, August.
    18. Vibhava Srivastava & Amit Kumar Gupta, 2023. "Price sensitivity, government green interventions, and green product availability triggers intention toward buying green products," Business Strategy and the Environment, Wiley Blackwell, vol. 32(1), pages 802-819, January.
    19. Zhang, Dayong & Li, Jun & Ji, Qiang, 2020. "Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms," Energy Policy, Elsevier, vol. 145(C).
    20. Zhou, Jun & Yin, Zhichao & Yue, Pengpeng, 2023. "The impact of access to credit on energy efficiency," Finance Research Letters, Elsevier, vol. 51(C).
    21. Zhang, Hongwu & Shi, Xunpeng & Cheong, Tsun Se & Wang, Keying, 2020. "Convergence of carbon emissions at the household level in China: A distribution dynamics approach," Energy Economics, Elsevier, vol. 92(C).
    22. Raghu Raman & Sangeetha Gunasekar & Deepa Kaliyaperumal & Prema Nedungadi, 2024. "Navigating the Nexus of Artificial Intelligence and Renewable Energy for the Advancement of Sustainable Development Goals," Sustainability, MDPI, vol. 16(21), pages 1-25, October.
    23. Frank Adusah-Poku & Samuel Adams & Kwame Adjei-Mantey, 2023. "Does the gender of the household head affect household energy choice in Ghana? An empirical analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(7), pages 6049-6070, July.
    24. Li, Zhaotong & Wu, Min & Teo, Chee-Chong & Yuen, Kum Fai, 2024. "An investigation of consumer switching intention on the use of automated courier station from a signaling perspective," Journal of Retailing and Consumer Services, Elsevier, vol. 78(C).
    25. Lingyun Mi & Lijie Qiao & Ting Xu & Xiaoli Gan & Hang Yang & Jingjing Zhao & Yaning Qiao & Jiaxin Hou, 2020. "Promoting sustainable development: The impact of differences in cultural values on residents' pro‐environmental behaviors," Sustainable Development, John Wiley & Sons, Ltd., vol. 28(6), pages 1539-1553, November.
    26. Hashmi, Shabir Mohsin & Lean, Hooi Hooi & Zhao, Manqi & Syed, Qasim Raza, 2025. "Nexus between energy security and role of women in politics: Evidence from BRICS countries," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1159-1178.
    27. Li, Jiajia & Li, Houjian, 2022. "Spiritual support or living support: Which alleviates solid fuel use for rural households in ethnical minority regions of China?," Renewable Energy, Elsevier, vol. 189(C), pages 479-491.
    28. Tao, Miaomiao & Lin, Boqiang & Silva, Emilson, 2024. "China's household's energy poverty mitigation: An inclusive finance perspective," Energy, Elsevier, vol. 313(C).
    29. Lu Jiang & Bowenpeng Ding & Xiaonan Shi & Chunhua Li & Yamei Chen, 2022. "Household Energy Consumption Patterns and Carbon Emissions for the Megacities—Evidence from Guangzhou, China," Energies, MDPI, vol. 15(8), pages 1-21, April.
    30. Nie, Hongguang & Zhou, Ting & Lu, Haiyan & Huang, Shupeng, 2021. "Evaluation of the efficiency of Chinese energy-saving household appliance subsidy policy: An economic benefit perspective," Energy Policy, Elsevier, vol. 149(C).
    31. Guo, Qing & Sun, Hongrui, 2025. "Spatial distribution of Chinese urban residents' electricity consumption and its driving factors—An empirical study based on the MGWR model," Energy, Elsevier, vol. 319(C).
    32. Liu, Wei & Guo, Chuanmin & Gui, Xuechen & Li, Dong & Chen, Xinyu, 2025. "Exploring preferences for household energy technology adoption from a spatiotemporal perspective: Evidence from demographics, the economy, and the environment," Energy, Elsevier, vol. 319(C).
    33. Zhang, Dayong & Zhang, Zhiwei & Ji, Qiang & Lucey, Brian & Liu, Jia, 2021. "Board characteristics, external governance and the use of renewable energy: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    34. Wei, Kai & Lin, Boqiang, 2024. "Spatial evolution of global household clean cooking energy transition: Convergent clubs and drivers," Applied Energy, Elsevier, vol. 372(C).
    35. Jun Zhou & Zhichao Yin & Pengpeng Yue, 2022. "The impact of access to credit on energy efficiency," Papers 2211.08871, arXiv.org.
    36. Huiling Wang & Ying Ma & Shaoxiong Yang & Mansoor Ahmed Koondhar & Rong Kong, 2020. "The Spillover Influence of Household Waste Sorting on Green Consumption Behavior by Mediation of Environmental Concern: Evidence from Rural China," IJERPH, MDPI, vol. 17(23), pages 1-17, December.
    37. Zhang, Hong-Zhen & He, Ling-Yun & Zhang, ZhongXiang, 2024. "Can policy achieve environmental fairness and environmental improvement? Evidence from the Xin’an River project in China," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 212-234.
    38. Li, Jiajia & Yang, Shiyu & Li, Jun & Li, Houjian, 2024. "Targeting SDG7: Identifying heterogeneous energy dilemmas for socially disadvantaged groups in India using machine learning," Energy Economics, Elsevier, vol. 138(C).
    39. Muhammad Khuram Khalil & Rashid Khalil, 2022. "Leveraging Buyers’ Interest in ESG Investments through Sustainability Awareness," Sustainability, MDPI, vol. 14(21), pages 1-17, November.
    40. Iulia C. Muresan & Rezhen Harun & Felix H. Arion & Anca Monica Brata & Ioan Aurel Chereches & Gabriela O. Chiciudean & Diana E. Dumitras & Camelia F. Oroian & Olivia Paula Tirpe, 2021. "Consumers’ Attitude towards Sustainable Food Consumption during the COVID-19 Pandemic in Romania," Agriculture, MDPI, vol. 11(11), pages 1-15, October.
    41. Mihaela Simionescu & Bogdan Oancea, 2025. "Does Income Inequality Influence Energy Consumption in the European Union?," Energies, MDPI, vol. 18(4), pages 1-19, February.
    42. Unay-Gailhard, İlkay & Bojnec, Štefan, 2021. "Gender and the environmental concerns of young farmers: Do young women farmers make a difference on family farms?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 88, pages 71-82.
    43. Xu, Hui & Wang, Xinpu & Zhang, Dawei, 2025. "Internet access and rural energy poverty alleviation in China: The moderating role of human capital," Energy, Elsevier, vol. 335(C).
    44. Cheng, Lu & Walshe, Nicola & Mi, Zhifu, 2025. "Reducing gender inequalities in education helps mitigate climate change," Energy Economics, Elsevier, vol. 145(C).
    45. Jianming Wang & Ninh Nguyen & Xiangzhi Bu, 2020. "Exploring the Roles of Green Food Consumption and Social Trust in the Relationship between Perceived Consumer Effectiveness and Psychological Wellbeing," IJERPH, MDPI, vol. 17(13), pages 1-14, June.

  131. Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.

    Cited by:

    1. Erdinc Akyildirim & Ahmet Faruk Aysan & Oguzhan Cepni & Özge Serbest, 2024. "Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns," The European Journal of Finance, Taylor & Francis Journals, vol. 30(14), pages 1577-1613, September.
    2. Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, vol. 202(C).
    3. Fei Su & Feifan Wang & Yahua Xu, 2025. "Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 237-266, March.
    4. Amro Saleem Alamaren & Korhan K. Gokmenoglu & Nigar Taspinar, 2024. "Volatility spillovers among leading cryptocurrencies and US energy and technology companies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-37, December.
    5. Wei Kuang, 2025. "Greening crypto portfolios: the diversification and safe haven potential of clean cryptocurrencies," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-23, December.
    6. Fei Su & Lili Zhai & Yunyan Zhou & Zixi Zhuang & Feifan Wang, 2024. "Risk contagion in financial markets: A systematic review using bibliometric methods," Australian Economic Papers, Wiley Blackwell, vol. 63(1), pages 163-199, March.
    7. Wu, Baoxiu & Wang, Qing, 2025. "Cross-asset contagion and risk transmission in global financial networks," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
    8. Ahmed, Walid M.A., 2021. "How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
    9. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Wanas Al-Jarrah, Idries Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 96-113.
    10. Dejian Yu & Libo Sheng, 2020. "Knowledge diffusion paths of blockchain domain: the main path analysis," Scientometrics, Springer;Akadémiai Kiadó, vol. 125(1), pages 471-497, October.
    11. Imran Yousaf & Manel Youssef & Mariya Gubareva, 2024. "Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-22, December.
    12. Lee, Min-Jae & Choi, Sun-Yong, 2024. "Insights into the dynamics of market efficiency spillover of financial assets in different equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
    13. Abubakr Naeem, Muhammad & Iqbal, Najaf & Lucey, Brian M. & Karim, Sitara, 2022. "Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    14. Walther, Thomas & Klein, Tony & Bouri, Elie, 2018. "Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting," QBS Working Paper Series 2018/02, Queen's University Belfast, Queen's Business School.
    15. Ismail Adelopo & Xiaojun Luo, 2025. "Interconnectedness among cryptocurrencies and financial markets: a systematic literature review," Digital Finance, Springer, vol. 7(4), pages 1119-1171, December.
    16. Michael L. Polemis & Mike G. Tsionas, 2023. "The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1602-1621, April.
    17. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2023. "The predictive power of Bitcoin prices for the realized volatility of US stock sector returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
    18. Wei Jiang & Yanyu Zhang, 2023. "Carbon assets and Bitcoin: Hedging roles in global stock markets during the tranquil and turbulent periods?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(9), pages 1183-1203, September.
    19. Ghabri, Yosra & Ben Rhouma, Oussama & Gana, Marjène & Guesmi, Khaled & Benkraiem, Ramzi, 2022. "Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
    20. Huang, Xiaohong & Huang, Shupei, 2020. "Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective," International Review of Financial Analysis, Elsevier, vol. 72(C).
    21. Movaghari, Hadi & Serletis, Apostolos & Sermpinis, Georgios, 2024. "Money demand stability: New evidence from transfer entropy," International Economics, Elsevier, vol. 179(C).
    22. Chen, Yan & Liu, Yakun & Zhang, Feipeng, 2024. "Coskewness and the short-term predictability for Bitcoin return," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
    23. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    24. Ismail Jirou & Ikram Jebabli & Mohammad Isleimeyyeh & Elie Bouri, 2026. "Multivariate transmission of conditional mutual information based on partial correlation among cryptocurrencies and financial markets around various crisis periods," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 16(1), pages 241-269, March.
    25. Lv, Fei & Yang, Chen & Fang, Libing, 2020. "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    26. Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2021. "Bitcoin-energy markets interrelationships - New evidence," Resources Policy, Elsevier, vol. 70(C).
    27. Yu, Xiaoling & Cifuentes-Faura, Javier, 2024. "Information spillover among cryptocurrency and traditional financial assets: Evidence from complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
    28. Ferreira, Paulo & Kristoufek, Ladislav & Pereira, Eder Johnson de Area Leão, 2020. "DCCA and DMCA correlations of cryptocurrency markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    29. Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Gong, Jue & Li, Zhao-Chen & Zhu, You, 2024. "Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 329-358.
    30. Chen, Yan & Zhang, Lei & Bouri, Elie, 2024. "Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis," Journal of International Money and Finance, Elsevier, vol. 145(C).
    31. Abakah, Emmanuel Joel Aikins & Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Hammoudeh, Shawkat, 2024. "Energy tokens and green energy markets under crisis periods: A quantile downside tail risk dependence analysis," International Review of Economics & Finance, Elsevier, vol. 96(PB).
    32. Yu, Dejian & Sheng, Libo, 2021. "Influence difference main path analysis: Evidence from DNA and blockchain domain citation networks," Journal of Informetrics, Elsevier, vol. 15(4).
    33. Cao, Guangxi & Ling, Meijun, 2022. "Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    34. Linn Arnell & Emma Engström & Gazi Salah Uddin & Md. Bokhtiar Hasan & Sang Hoon Kang, 2023. "Volatility spillovers, structural breaks and uncertainty in technology sector markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-31, December.
    35. Elham Kamal & Elie Bouri, 2025. "Green bond, stock, cryptocurrency, and commodity markets: a multiscale analysis and portfolio implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-33, December.
    36. Ali, Fahad & Khurram, Muhammad Usman, 2025. "Leverage effects, volatility innovation spillovers, and inter- and intra-market asymmetric dependencies in cryptocurrencies and CFDs on equity indices: Evidence from high-frequency around-the-clock data," International Review of Financial Analysis, Elsevier, vol. 107(C).
    37. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 167-179.
    38. Adeleke, Musefiu A. & Awodumi, Olabanji B. & Adewuyi, Adeolu O., 2022. "Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries," Resources Policy, Elsevier, vol. 79(C).
    39. Qiang Ji & Ronald D. Ripple & Dayong Zhang & Yuqian Zhao, 2022. "Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies," The Energy Journal, , vol. 43(1_suppl), pages 1-24, June.
    40. Jun Hao & Xiaolei Sun & Qianqian Feng, 2020. "A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm," Energies, MDPI, vol. 13(3), pages 1-25, January.
    41. Pham, Linh & Huynh, Toan Luu Duc & Hanif, Waqas, 2023. "Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments," Global Finance Journal, Elsevier, vol. 58(C).
    42. Helder Miguel Correia Virtuoso Sebastião & Paulo José Osório Rupino Da Cunha & Pedro Manuel Cortesão Godinho, 2021. "Cryptocurrencies and blockchain. Overview and future perspectives," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 21(3), pages 305-342.
    43. Le, Thai Hong & Luu, Hiep Ngoc & Do, Dinh Dinh & Nguyen, Trung-Anh & Pham, Toan Canh, 2025. "On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
    44. Lu, Xunfa & Huang, Nan & Mo, Jianlei, 2024. "Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil," Energy Economics, Elsevier, vol. 132(C).
    45. Ji, Qiang & Bouri, Elie & Kristoufek, Ladislav & Lucey, Brian, 2021. "Realised volatility connectedness among Bitcoin exchange markets," Finance Research Letters, Elsevier, vol. 38(C).
    46. rao, amar & Dagar, Vishal & dagher, leila & Shobande, Olatunji, 2024. "Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness," MPRA Paper 120582, University Library of Munich, Germany.
    47. Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung, 2020. "“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    48. Li, Dongxin & Hong, Yanran & Wang, Lu & Xu, Pengfei & Pan, Zhigang, 2022. "Extreme risk transmission among bitcoin and crude oil markets," Resources Policy, Elsevier, vol. 77(C).
    49. Claudiu Albulescu & Aviral Tiwari & Qiang Ji, 2020. "Copula-based local dependence between energy, agriculture and metal commodity markets," Papers 2003.04007, arXiv.org.
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    54. Gunay, Samet & Goodell, John W. & Muhammed, Shahnawaz & Kirimhan, Destan, 2023. "Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment," International Review of Financial Analysis, Elsevier, vol. 90(C).
    55. Assamoi, Vincent K. & Ekponon, Adelphe & Guo, Zihan, 2025. "Are cryptocurrencies priced in the cross-section? A portfolio approach," Finance Research Letters, Elsevier, vol. 71(C).
    56. Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Silva, José W.L. & Tabak, Benjamin Miranda, 2022. "Booms in commodities price: Assessing disorder and similarity over economic cycles," Resources Policy, Elsevier, vol. 79(C).
    57. Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024. "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
    58. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
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  136. Ji, Qiang & Li, Jianping & Sun, Xiaolei, 2019. "Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports," Finance Research Letters, Elsevier, vol. 30(C), pages 420-425.

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    1. Su, Chi-Wei & Khan, Khalid & Tao, Ran & Nicoleta-Claudia, Moldovan, 2019. "Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia," Energy, Elsevier, vol. 187(C).
    2. He, Zhifang, 2020. "Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 131-153.
    3. Chen, Xian & Li, Yang & Xiao, Jihong & Wen, Fenghua, 2020. "Oil shocks, competition, and corporate investment: Evidence from China," Energy Economics, Elsevier, vol. 89(C).
    4. Sun, Chuanwang & Min, Jialin & Sun, Jiacheng & Gong, Xu, 2023. "The role of China's crude oil futures in world oil futures market and China's financial market," Energy Economics, Elsevier, vol. 120(C).
    5. Chen, Yu-Lun & Mo, Wan-Shin & Qin, Rong-Ling & Yang, J. Jimmy, 2023. "Return spillover across China's financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    6. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    7. Guo, Kun & Kang, Yuxin & Ma, Dandan & Lei, Lei, 2024. "How do climate risks impact the contagion in China's energy market?," Energy Economics, Elsevier, vol. 133(C).
    8. Li, Jingyu & Liu, Ranran & Yao, Yanzhen & Xie, Qiwei, 2022. "Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19," Resources Policy, Elsevier, vol. 77(C).
    9. Liu, Renren & Chen, Jianzhong & Wen, Fenghua, 2021. "The nonlinear effect of oil price shocks on financial stress: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    10. Chen, Rongda & Wang, Shengnan & Ye, Mengya & Jin, Chenglu & Ren, He & Chen, Shu, 2022. "Cross-Market Investor Sentiment of Energy Futures and Return Comovements," Finance Research Letters, Elsevier, vol. 49(C).
    11. Xie, Qiwei & Cheng, Lu & Liu, Ranran & Zheng, Xiaolong & Li, Jingyu, 2023. "COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 52(C).
    12. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    13. Lv, Fei & Yang, Chen & Fang, Libing, 2020. "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    14. Li, Songsong & Zhang, Weiqian & Zhang, Wei, 2023. "Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources," Resources Policy, Elsevier, vol. 82(C).
    15. Atri, Hanen & Kouki, Saoussen & Gallali, Mohamed imen, 2021. "The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach," Resources Policy, Elsevier, vol. 72(C).
    16. Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 469-484.
    17. Ben Osman, Myriam & Galariotis, Emilios & Guesmi, Khaled & Hamdi, Haykel & Naoui, Kamel, 2024. "Are markets sentiment driving the price bubbles in the virtual?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 272-285.
    18. Li, Kaixin & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2024. "Forecasting crude oil returns with oil-related industry ESG indices," Journal of Commodity Markets, Elsevier, vol. 36(C).
    19. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 167-179.
    20. Jun Hao & Xiaolei Sun & Qianqian Feng, 2020. "A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm," Energies, MDPI, vol. 13(3), pages 1-25, January.
    21. Wang, Lu & Ma, Feng & Niu, Tianjiao & Liang, Chao, 2021. "The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market," Energy Economics, Elsevier, vol. 99(C).
    22. Zhifang He & Jiaqi Chen & Fangzhao Zhou & Guoqing Zhang & Fenghua Wen, 2022. "Oil price uncertainty and the risk‐return relation in stock markets: Evidence from oil‐importing and oil‐exporting countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1154-1172, January.
    23. Ji, Qiang & Bouri, Elie & Kristoufek, Ladislav & Lucey, Brian, 2021. "Realised volatility connectedness among Bitcoin exchange markets," Finance Research Letters, Elsevier, vol. 38(C).
    24. Chen, Yu-Lun & Xu, Ke & Yang, J. Jimmy, 2025. "Market impact of the bitcoin ETF introduction on bitcoin futures," International Review of Financial Analysis, Elsevier, vol. 97(C).
    25. Wang, Jun & Sun, Xiaolei & Li, Jianping, 2020. "How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, vol. 34(C).
    26. Wang, Ziyang & Dong, Zhiliang, 2024. "Volatility spillover effects among geopolitical risks and international and Chinese crude oil markets——A study utilizing time-varying networks," Resources Policy, Elsevier, vol. 96(C).
    27. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
    28. Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2025. "Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China," Research in International Business and Finance, Elsevier, vol. 76(C).
    29. Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
    30. Zhou, Wei & Rao, Wanying & Lu, Shuai, 2020. "Market stability analysis after the circuit breaker for the CSI 300 energy index," Finance Research Letters, Elsevier, vol. 34(C).
    31. Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2019. "Forecasting stock returns with cycle-decomposed predictors," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 250-261.
    32. Chen, Yu-Lun & Mo, Wan-Shin, 2023. "Determinants and dynamic interactions of trader positions in the gold futures market," Journal of Commodity Markets, Elsevier, vol. 31(C).
    33. Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024. "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, vol. 140(C).
    34. Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu, 2022. "Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    35. José, Barrales-Ruíz & Pino, Gabriel, 2024. "On the effect of short-run and long-run US economic expectations on oil and gold volatilities," Resources Policy, Elsevier, vol. 91(C).
    36. Lang, Qiaoqi & Lu, Xinjie & Ma, Feng & Huang, Dengshi, 2022. "Oil futures volatility predictability: Evidence based on Twitter-based uncertainty," Finance Research Letters, Elsevier, vol. 47(PA).
    37. Xia, Tongshui & Yao, Chen-Xi & Geng, Jiang-Bo, 2020. "Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China," International Review of Financial Analysis, Elsevier, vol. 67(C).
    38. Tiantian Liu & Shigeyuki Hamori, 2021. "Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach," Energies, MDPI, vol. 14(12), pages 1-21, June.
    39. Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping, 2020. "Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach," International Review of Financial Analysis, Elsevier, vol. 68(C).
    40. Xu Zhang & Xian Yang & Jianping Li & Jun Hao, 2023. "Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 705-733, June.
    41. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
    42. Zhu, Bangzhu & Huang, Liqing & Yuan, Lili & Ye, Shunxin & Wang, Ping, 2020. "Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 163-175.
    43. Zhang, Yue-Jun & Lin, Jia-Juan, 2019. "Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?," International Review of Financial Analysis, Elsevier, vol. 66(C).
    44. Thobekile Qabhobho & Anokye M. Adam & Anthony Adu-Asare Idun & Emmanuel Asafo-Adjei & Ebenezer Boateng, 2023. "Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 272-283, March.
    45. Zou, Yingchao & Yu, Lean & Tso, Geoffrey K.F. & He, Kaijian, 2020. "Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    46. Zhu, Zhaobo & Ji, Qiang & Sun, Licheng & Zhai, Pengxiang, 2020. "Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry," International Review of Financial Analysis, Elsevier, vol. 70(C).
    47. Jingjian, Si & Xiangyun, Gao & Jinsheng, Zhou & Anjian, Wang & Xiaotian, Sun & Yiran, Zhao & Hongyu, Wei, 2023. "The impact of oil price shocks on energy stocks from the perspective of investor attention," Energy, Elsevier, vol. 278(PB).
    48. Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan, 2020. "Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective," Research in International Business and Finance, Elsevier, vol. 52(C).
    49. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    50. Chen, Rongda & Wei, Bo & Jin, Chenglu & Liu, Jia, 2021. "Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments," International Review of Financial Analysis, Elsevier, vol. 76(C).
    51. Lin, Boqiang & Su, Tong, 2020. "Does oil price have similar effects on the exchange rates of BRICS?," International Review of Financial Analysis, Elsevier, vol. 69(C).
    52. Shen, Yiran & Liu, Chang & Sun, Xiaolei & Guo, Kun, 2023. "Investor sentiment and the Chinese new energy stock market: A risk–return perspective," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 395-408.
    53. Tsai, I-Chun & Chen, Han-Bo & Lin, Che-Chun, 2024. "The ability of energy commodities to hedge the dynamic risk of epidemic black swans," Resources Policy, Elsevier, vol. 89(C).
    54. Zhang, Yue-Jun & Yan, Xing-Xing, 2020. "The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 750-768.
    55. Sourav Prasad & Sabyasachi Mohapatra & Molla Ramizur Rahman & Amit Puniyani, 2022. "Investor Sentiment Index: A Systematic Review," IJFS, MDPI, vol. 11(1), pages 1-27, December.
    56. Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
    57. Wu, Xi & Wang, Yudong, 2021. "How does corporate investment react to oil prices changes? Evidence from China," Energy Economics, Elsevier, vol. 97(C).
    58. Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2020. "The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis," International Economics, Elsevier, vol. 162(C), pages 110-124.
    59. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    60. Fen Li & Zhehao Huang & Junhao Zhong & Khaldoon Albitar, 2020. "Do Tense Geopolitical Factors Drive Crude Oil Prices?," Energies, MDPI, vol. 13(16), pages 1-20, August.
    61. Zhao, Wan-Li & Fan, Ying & Ji, Qiang, 2022. "Extreme risk spillover between crude oil price and financial factors," Finance Research Letters, Elsevier, vol. 46(PA).
    62. Song, Yingjie & Ji, Qiang & Du, Ya-Juan & Geng, Jiang-Bo, 2019. "The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets," Energy Economics, Elsevier, vol. 84(C).
    63. Li, Jingyu & Li, Jianping & Zhu, Xiaoqian, 2020. "Risk dependence between energy corporations: A text-based measurement approach," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 33-46.
    64. Evrim Mandaci, Pınar & Cagli, Efe C. & Taşkin, Dilvin & Tedik Kocakaya, Birce, 2025. "Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets," Renewable Energy, Elsevier, vol. 249(C).
    65. Lili Pan & Lin Wang & Qianqian Feng, 2022. "A Bibliometric Analysis of Risk Management in Foreign Direct Investment: Insights and Implications," Sustainability, MDPI, vol. 14(12), pages 1-18, June.

  137. Xu, Xiaofeng & Wei, Zhifei & Ji, Qiang & Wang, Chenglong & Gao, Guowei, 2019. "Global renewable energy development: Influencing factors, trend predictions and countermeasures," Resources Policy, Elsevier, vol. 63(C), pages 1-1.

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    1. Mohd Ziaur Rehman & Shabeer Khan & Uzair Abdullah Khan & Wadi B. Alonazi & Abul Ala Noman, 2023. "How Do Global Uncertainties Spillovers Affect Leading Renewable Energy Indices? Evidence from the Network Connectedness Approach," Sustainability, MDPI, vol. 15(18), pages 1-15, September.
    2. Diana Dmitrieva & Victoria Solovyova, 2023. "Russian Arctic Mineral Resources Sustainable Development in the Context of Energy Transition, ESG Agenda and Geopolitical Tensions," Energies, MDPI, vol. 16(13), pages 1-28, July.
    3. Xu, Li & Zhang, Qin & Shi, Xunpeng, 2019. "Stakeholders strategies in poverty alleviation and clean energy access: A case study of China's PV poverty alleviation program," Energy Policy, Elsevier, vol. 135(C).
    4. Chen, Xian & Li, Yang & Xiao, Jihong & Wen, Fenghua, 2020. "Oil shocks, competition, and corporate investment: Evidence from China," Energy Economics, Elsevier, vol. 89(C).
    5. Okonkwo, Eric C. & Wole-Osho, Ifeoluwa & Bamisile, Olusola & Abid, Muhammad & Al-Ansari, Tareq, 2021. "Grid integration of renewable energy in Qatar: Potentials and limitations," Energy, Elsevier, vol. 235(C).
    6. Liu, Jing & Huang, Fubin & Wang, Zihan & Shuai, Chuanmin, 2021. "What is the anti-poverty effect of solar PV poverty alleviation projects? Evidence from rural China," Energy, Elsevier, vol. 218(C).
    7. Wang, Yong & Liu, Shimiao & Abedin, Mohammad Zoynul & Lucey, Brian, 2024. "Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    8. You He & Jinrui Zhang & Jie Feng & Guoqing Shi, 2022. "Dynamic Relationship between Green Economy and Energy Utilization Level: Evidence from China," Energies, MDPI, vol. 15(16), pages 1-14, August.
    9. Özbek, Sefa & Naimoğlu, Mustafa, 2025. "The effectiveness of renewable energy technology under the EKC hypothesis and the impact of fossil and nuclear energy investments on the UK's Ecological Footprint," Energy, Elsevier, vol. 322(C).
    10. Tang, Songlin & Zhou, Wenbing & Li, Xinjin & Chen, Yingchao & Zhang, Qian & Zhang, Xiliang, 2021. "Subsidy strategy for distributed photovoltaics: A combined view of cost change and economic development," Energy Economics, Elsevier, vol. 97(C).
    11. Aneta Bełdycka-Bórawska & Piotr Bórawski & Michał Borychowski & Rafał Wyszomierski & Marek Bartłomiej Bórawski & Tomasz Rokicki & Luiza Ochnio & Krzysztof Jankowski & Bartosz Mickiewicz & James W. Dun, 2021. "Development of Solid Biomass Production in Poland, Especially Pellet, in the Context of the World’s and the European Union’s Climate and Energy Policies," Energies, MDPI, vol. 14(12), pages 1-22, June.
    12. Małgorzata Rutkowska & Paweł Bartoszczuk & Uma Shankar Singh, 2021. "Management of Green Consumer Values in Renewable Energy Sources and Eco Innovation in India," Energies, MDPI, vol. 14(21), pages 1-17, October.
    13. Wang, Bo & Zhao, Jun & Dong, Kangyin & Jiang, Qingzhe, 2022. "High-quality energy development in China: Comprehensive assessment and its impact on CO2 emissions," Energy Economics, Elsevier, vol. 110(C).
    14. Bengang Gong & Xuan Xia & Jinshi Cheng, 2020. "Supply-Chain Pricing and Coordination for New Energy Vehicles Considering Heterogeneity in Consumers’ Low Carbon Preference," Sustainability, MDPI, vol. 12(4), pages 1-14, February.
    15. Bai Liu & Xiangyi Zhang & Runhua Shi & Mingwu Zhang & Guoxing Zhang, 2022. "SEPSI: A Secure and Efficient Privacy-Preserving Set Intersection with Identity Authentication in IoT," Mathematics, MDPI, vol. 10(12), pages 1-19, June.
    16. Hayat, Khizar & Zhang, Qingyu & Sousa, Maria Jose & Husnain, Mudassir & Shahzad, Khuram, 2025. "Blockchain-powered drone deliveries: Embedded governance mechanisms for reducing uncertainty and enhancing consumer behavioral intentions," Technological Forecasting and Social Change, Elsevier, vol. 221(C).
    17. Agyekum, Ephraim Bonah & Amjad, Fahd & Mohsin, Muhammad & Ansah, Michael Nii Sanka, 2021. "A bird's eye view of Ghana's renewable energy sector environment: A Multi-Criteria Decision-Making approach," Utilities Policy, Elsevier, vol. 70(C).
    18. Romualdas Ginevičius & Gracjana Noga & Vladislavas Petraškevičius & Eigirdas Žemaitis & Miloslav Novotný, 2025. "Assessing Renewable Energy Growth in the European Union," Energies, MDPI, vol. 18(7), pages 1-16, March.
    19. Wenjing Lei & Qing He & Liu Yang & Hongzan Jiao, 2022. "Solar Photovoltaic Cell Parameter Identification Based on Improved Honey Badger Algorithm," Sustainability, MDPI, vol. 14(14), pages 1-26, July.
    20. Liobikienė, Genovaitė & Miceikienė, Astrida, 2022. "The role of financial, social and informational mechanisms on willingness to use bioenergy," Renewable Energy, Elsevier, vol. 194(C), pages 21-27.
    21. Wang, Luhang & Xu, Chunwen & Wang, Chunli & Zhang, Lancai & Xu, Huanyong & Su, Huan & Zheng, Jianshi, 2025. "Prospects and challenges of seawater source heat pump utilization in China: A systematic review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 210(C).
    22. Liming Zhang & Lili Xue & Chenyu Cui & Ji Qi & Jijia Sun & Xingyu Zhou & Qinyang Dai & Kai Zhang, 2021. "Monitoring the Geometry Morphology of Complex Hydraulic Fracture Network by Using a Multiobjective Inversion Algorithm Based on Decomposition," Energies, MDPI, vol. 14(16), pages 1-21, August.
    23. Przychodzen, Wojciech & Przychodzen, Justyna, 2020. "Determinants of renewable energy production in transition economies: A panel data approach," Energy, Elsevier, vol. 191(C).
    24. Shahnazi, Rouhollah & Dehghan Shabani, Zahra, 2020. "Do renewable energy production spillovers matter in the EU?," Renewable Energy, Elsevier, vol. 150(C), pages 786-796.
    25. Xiaoyan Peng & Xin Guan & Yanzhao Zeng & Jiali Zhang, 2024. "Artificial Intelligence-Driven Multi-Energy Optimization: Promoting Green Transition of Rural Energy Planning and Sustainable Energy Economy," Sustainability, MDPI, vol. 16(10), pages 1-20, May.
    26. Beiqing Cui & Weide Chun & Zhonghao Shui & Tianyi Lei & Zhihui Li, 2024. "Substantial innovation or strategic innovation: An evolutionary game analysis of companies' green technology innovation strategies under carbon emission trading market," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 45(4), pages 2304-2320, June.
    27. Zheng, Shuxian & Zhou, Xuanru & Tan, Zhanglu & Liu, Chan & Hu, Han & Yuan, Hui & Peng, Shengnan & Cai, Xiaomei, 2023. "Assessment of the global energy transition: Based on trade embodied energy analysis," Energy, Elsevier, vol. 273(C).
    28. Jiaying Peng & Yuhang Zheng & Ke Mao, 2021. "Heterogeneous Impacts of Extreme Climate Risks on Global Energy Consumption Transition: An International Comparative Study," Energies, MDPI, vol. 14(14), pages 1-18, July.
    29. Dong, Zequn & Tan, Chaodan & Zhang, Wenxue & Zhang, Lixiang & Zhang, Lingran, 2024. "Are natural resources a blessing or a curse for renewable energy? Uncovering the role of regulatory quality and government effectiveness in mitigating the curse," Resources Policy, Elsevier, vol. 98(C).
    30. Ruozhen Qiu & Shunpeng Shi & Yue Sun, 2019. "A p -Robust Green Supply Chain Network Design Model under Uncertain Carbon Price and Demand," Sustainability, MDPI, vol. 11(21), pages 1-22, October.
    31. Depraiter, Lisa & Goutte, Stephane, 2023. "The role and challenges of rare earths in the energy transition," Resources Policy, Elsevier, vol. 86(PB).
    32. Wang, You & Gong, Xu, 2020. "Does financial development have a non-linear impact on energy consumption? Evidence from 30 provinces in China," Energy Economics, Elsevier, vol. 90(C).
    33. Jun Hao & Xiaolei Sun & Qianqian Feng, 2020. "A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm," Energies, MDPI, vol. 13(3), pages 1-25, January.
    34. Wang, Erhong & Gozgor, Giray & Mahalik, Mantu Kumar & Patel, Gupteswar & Hu, Guoheng, 2022. "Effects of institutional quality and political risk on the renewable energy consumption in the OECD countries," Resources Policy, Elsevier, vol. 79(C).
    35. Bilal Khalid & Mariusz Urbański & Monika Kowalska-Sudyka & Elżbieta Wysłocka & Barbara Piontek, 2021. "Evaluating Consumers’ Adoption of Renewable Energy," Energies, MDPI, vol. 14(21), pages 1-15, November.
    36. Xu, Xiaofeng & Liu, Zhiting & Liu, Wenzhi & Pei, Chuantao & Wu, Xiangfan & Nie, Zhengya, 2024. "A sustainable development benchmarking framework for energy companies based on topic mining and knowledge graph: The case of oil and gas industry," Renewable and Sustainable Energy Reviews, Elsevier, vol. 196(C).
    37. Apostolos Arvanitis & Petros Koutsovitis & Nikolaos Koukouzas & Pavlos Tyrologou & Dimitris Karapanos & Christos Karkalis & Panagiotis Pomonis, 2020. "Potential Sites for Underground Energy and CO 2 Storage in Greece: A Geological and Petrological Approach," Energies, MDPI, vol. 13(11), pages 1-23, May.
    38. Shahid, Muhammad & Ali, Amjad & Qadir, Sikandar Abdul & Islam, Md Tasbirul, 2025. "Empowering Saudi Arabia's sustainable energy future: A LEAP-Based approach for balancing energy supply and demand," Utilities Policy, Elsevier, vol. 95(C).
    39. Jiekun Song & Xiaoping Ma & Rui Chen, 2021. "A Profit Distribution Model of Reverse Logistics Based on Fuzzy DEA Efficiency—Modified Shapley Value," Sustainability, MDPI, vol. 13(13), pages 1-20, June.
    40. Wang, Mingyuan & Zhou, Jinzhi & Ji, Jie & Song, Jian & Ji, Wenhui, 2025. "Performance assessment of solar-driven electrolytic hydrogen production systems enhanced by CdTe PV and sun-tracking device," Applied Energy, Elsevier, vol. 390(C).
    41. Wen-Hsiang Chiu & Wen-Cheng Lin & Chun-Nan Chen & Nien-Ping Chen, 2021. "Using an Analytical Hierarchy Process to Analyze the Development of the Green Energy Industry," Energies, MDPI, vol. 14(15), pages 1-15, July.
    42. Rajesh Sharma & Surendra Singh Rajpurohit, 2022. "Nexus between income inequality and consumption of renewable energy in India: a nonlinear examination," Economic Change and Restructuring, Springer, vol. 55(4), pages 2337-2358, November.
    43. Jeetoo, Jamiil, 2022. "Spatial interaction effect in renewable energy consumption in sub-Saharan Africa," Renewable Energy, Elsevier, vol. 190(C), pages 148-155.
    44. Liu, Ruimiao & Liu, Zhongbing & Xiong, Wei & Zhang, Ling & Zhao, Chengliang & Yin, Yingde, 2024. "Performance simulation and optimization of building façade photovoltaic systems under different urban building layouts," Energy, Elsevier, vol. 288(C).
    45. Anca Mehedintu & Georgeta Soava & Mihaela Sterpu & Eugenia Grecu, 2021. "Evolution and Forecasting of the Renewable Energy Consumption in the Frame of Sustainable Development: EU vs. Romania," Sustainability, MDPI, vol. 13(18), pages 1-30, September.
    46. Sarıman, Güncel & Keçebaş, Ali, 2026. "Global renewable energy forecasting using hybrid ML/DL models: Economic and geospatial insights," Energy Policy, Elsevier, vol. 208(C).
    47. Hakan Güneş & Hamis Miraji Ally Simba & Haydar Karadağ & Mustafa Şit, 2023. "Global Energy Transformation and the Impacts of Systematic Energy Change Policy on Climate Change Mitigation," Sustainability, MDPI, vol. 15(19), pages 1-18, September.
    48. Lee, Chien-Chiang & Wu, Zhihang, 2025. "Developing renewable energy in the face of extreme climate: Implications of tertiarization," Energy, Elsevier, vol. 321(C).
    49. Ionescu, Romeo-Victor & Zlati, Monica Laura & Antohi, Valentin-Marian & Susanu, Irina Olimpia & Cristache, Nicoleta, 2022. "A new approach on renewable energy as a support for regional economic development among the European Union," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
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    52. Nie, Hongguang & Zhou, Ting & Lu, Haiyan & Huang, Shupeng, 2021. "Evaluation of the efficiency of Chinese energy-saving household appliance subsidy policy: An economic benefit perspective," Energy Policy, Elsevier, vol. 149(C).
    53. Ma, Yu & Zhang, Tingting & Qian, Wenyu & Wei, Danqi, 2022. "Financial development, demographic changes, and the growth of the non-hydro renewable energy Industry—An empirical test based on R&D and financing costs," Renewable Energy, Elsevier, vol. 185(C), pages 217-229.
    54. Silva, Nuno & Fuinhas, José Alberto & Koengkan, Matheus, 2021. "Assessing the advancement of new renewable energy sources in Latin American and Caribbean countries," Energy, Elsevier, vol. 237(C).
    55. Jankowska, Barbara & Staliński, Adam & Trąpczyński, Piotr, 2021. "Public policy support and the competitiveness of the renewable energy sector – The case of Poland," Renewable and Sustainable Energy Reviews, Elsevier, vol. 149(C).
    56. Zhao, Wei & Zhang, Haoran & Zheng, Jianqin & Dai, Yuanhao & Huang, Liqiao & Shang, Wenlong & Liang, Yongtu, 2021. "A point prediction method based automatic machine learning for day-ahead power output of multi-region photovoltaic plants," Energy, Elsevier, vol. 223(C).
    57. Paola D'Antonio & Costanza Fiorentino & Mohamed A. E. AbdelRahman & Maura Sannino & Emanuele Scalcione & Giovanni Lacertosa & Felice Modugno & Antonella Marsico & Angelo R. Donvito & Luis Alcino Conce, 2025. "Modeling climatic, terrain and soil factors using AHP in GIS for grapevines suitability assessment," Sustainable Development, John Wiley & Sons, Ltd., vol. 33(1), pages 970-991, February.
    58. Cheng Che & Xiaoguang Zhang & Yi Chen & Liangyan Zhao & Zhihong Zhang, 2021. "A Model of Waste Price in a Symbiotic Supply Chain Based on Stackelberg Algorithm," Sustainability, MDPI, vol. 13(4), pages 1-25, February.
    59. Karolis Andriuškevičius & Dalia Štreimikienė, 2022. "Energy M&A Market in the Baltic States Analyzed through the Lens of Sustainable Development," Energies, MDPI, vol. 15(21), pages 1-21, October.
    60. Li Cui & Siwei Guo & Hao Zhang, 2020. "Coordinating a Green Agri-Food Supply Chain with Revenue-Sharing Contracts Considering Retailers’ Green Marketing Efforts," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
    61. Wang, Bo & Wang, Jianda & Dong, Kangyin & Dong, Xiucheng, 2023. "Is the digital economy conducive to the development of renewable energy in Asia?," Energy Policy, Elsevier, vol. 173(C).
    62. Pawan Kumar Singh & Alok Kumar Pandey & S. C. Bose, 2023. "A new grey system approach to forecast closing price of Bitcoin, Bionic, Cardano, Dogecoin, Ethereum, XRP Cryptocurrencies," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2429-2446, June.
    63. Dogan, Eyup & Chishti, Muhammad Zubair & Karimi Alavijeh, Nooshin & Tzeremes, Panayiotis, 2022. "The roles of technology and Kyoto Protocol in energy transition towards COP26 targets: Evidence from the novel GMM-PVAR approach for G-7 countries," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
    64. Xu, Jie & Lv, Tao & Hou, Xiaoran & Deng, Xu & Li, Na & Liu, Feng, 2022. "Spatiotemporal characteristics and influencing factors of renewable energy production in China: A spatial econometric analysis," Energy Economics, Elsevier, vol. 116(C).
    65. Yijing Chu & Yingying Wang & Zucheng Zhang & Shengli Dai, 2022. "Decoupling of Economic Growth and Industrial Water Use in Hubei Province: From an Ecological–Economic Interaction Perspective," Sustainability, MDPI, vol. 14(20), pages 1-15, October.
    66. Liobikienė, Genovaitė & Dagiliūtė, Renata, 2021. "Do positive aspects of renewable energy contribute to the willingness to pay more for green energy?," Energy, Elsevier, vol. 231(C).
    67. Su, Min & Wang, Qiang & Li, Rongrong & Wang, Lili, 2022. "Per capita renewable energy consumption in 116 countries: The effects of urbanization, industrialization, GDP, aging, and trade openness," Energy, Elsevier, vol. 254(PB).
    68. Syidy Ab Rasid & Konstantinos N. Gyftakis & Markus Mueller, 2023. "Comparative Investigation of Three Diagnostic Methods Applied to Direct-Drive Permanent Magnet Machines Suffering from Demagnetization," Energies, MDPI, vol. 16(6), pages 1-18, March.
    69. Yunlong Wang & Zhiting Liu & Xinru Huang & Haizhou Lv & Yun Wu & Kai Zhou, 2022. "A Method for Grading the Hidden Dangers of Urban Gas Polyethylene Pipelines Based on Improved PLC Methods," Energies, MDPI, vol. 15(16), pages 1-15, August.
    70. Gen Li & Jingwen Wang & Fan Liu & Tao Wang & Ying Zhou & Airui Tian, 2023. "Regional Differences and Convergence of Technical Efficiency in China’s Marine Economy under Carbon Emission Constraints," Sustainability, MDPI, vol. 15(9), pages 1-17, May.
    71. Hashemizadeh, Ali & Bui, Quocviet & Kongbuamai, Nattapan, 2021. "Unpacking the role of public debt in renewable energy consumption: New insights from the emerging countries," Energy, Elsevier, vol. 224(C).
    72. Zhang, Guoxing & Nuruzzaman, Md & Su, Bin, 2021. "Nexus between household energy consumption and economic growth in Bangladesh (1975–2018)," Energy Policy, Elsevier, vol. 156(C).
    73. Xu, Chong & Gao, Yuchen & Qin, Zengqiang & Li, Zhiwen & Pan, Shaojie & Qi, Linlin, 2024. "Historical characteristics and projection of global renewable energy consumption," Renewable Energy, Elsevier, vol. 234(C).
    74. Weiming Liu & Yating Qiu & Lijiang Jia & Hang Zhou, 2022. "Carbon Emissions Trading and Green Technology Innovation—A Quasi-natural Experiment Based on a Carbon Trading Market Pilot," IJERPH, MDPI, vol. 19(24), pages 1-13, December.
    75. Sun, Chuanwang & Li, Xiaozhe & Zuo, Xuguang, 2026. "Income distribution effect of renewable energy investment," Energy Policy, Elsevier, vol. 209(PA).
    76. Khan, Atif Maqbool & Wyrwa, Artur, 2025. "Integrating machine learning and econometric models to uncover macroeconomic determinants of renewable energy production in the selected European countries," Energy, Elsevier, vol. 333(C).
    77. Xu, Li & Zhang, Qin & Wang, Keying & Shi, Xunpeng, 2020. "Subsidies, loans, and companies' performance: evidence from China's photovoltaic industry," Applied Energy, Elsevier, vol. 260(C).
    78. Gang Kou & Hasan Dinçer & Serhat Yüksel, 2024. "Pattern recognition of financial innovation life cycle for renewable energy investments with integer code series and multiple technology S-curves based on Q-ROF DEMATEL," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-22, December.
    79. Xiaojun Dong & Tao Shi & Wei Zhang & Qian Zhou, 2020. "Temporal and Spatial Differences in the Resilience of Smart Cities and Their Influencing Factors: Evidence from Non-Provincial Cities in China," Sustainability, MDPI, vol. 12(4), pages 1-15, February.
    80. Zhang, Chenxi & Zhou, Dequn & Wang, Qunwei & Ding, Hao & Zhao, Siqi, 2022. "Will fiscal decentralization stimulate renewable energy development? Evidence from China," Energy Policy, Elsevier, vol. 164(C).
    81. Feng Dong & Yuling Pan, 2020. "Evolution of Renewable Energy in BRI Countries: A Combined Econometric and Decomposition Approach," IJERPH, MDPI, vol. 17(22), pages 1-18, November.
    82. Luis O. Lara-Cerecedo & Jesús F. Hinojosa & Nun Pitalúa-Díaz & Yasuhiro Matsumoto & Alvaro González-Angeles, 2023. "Prediction of the Electricity Generation of a 60-kW Photovoltaic System with Intelligent Models ANFIS and Optimized ANFIS-PSO," Energies, MDPI, vol. 16(16), pages 1-26, August.
    83. Li, Wanying & Ji, Zhengsen & Dong, Fugui & Yang, Yugui, 2024. "Evaluation of provincial renewable energy generation efficiency and spatio-temporal heterogeneity of influencing factors in China," Renewable Energy, Elsevier, vol. 226(C).
    84. Ankrah, Isaac & Lin, Boqiang, 2020. "Renewable energy development in Ghana: Beyond potentials and commitment," Energy, Elsevier, vol. 198(C).
    85. Wu, Xi & Wang, Yudong, 2021. "How does corporate investment react to oil prices changes? Evidence from China," Energy Economics, Elsevier, vol. 97(C).
    86. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    87. Kang, Kai & Su, Yifan & Yang, Peng & Wang, Zhaojian & Liu, Feng, 2025. "Securing long-term dispatch of isolated microgrids with high-penetration renewable generation: A controlled evolution-based framework," Applied Energy, Elsevier, vol. 381(C).
    88. Imran Ali & Mohammad Naushad, 2023. "Determinants of Green Energy Technology Purchase Intention: An Analytical Study," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 375-382, July.
    89. Narayan Parab & Ramashanti Naik & Y. V. Reddy, 2024. "Renewable energy, economic growth and sustainable development: A model development in the light of empirical insights," Natural Resources Forum, Blackwell Publishing, vol. 48(2), pages 572-593, May.
    90. Wei Zhang & Xinxin Zhang & Mingyang Zhang & Woyuan Li, 2020. "How to Coordinate Economic, Logistics and Ecological Environment? Evidences from 30 Provinces and Cities in China," Sustainability, MDPI, vol. 12(3), pages 1-23, February.
    91. Qian, Yu & Xu, Zeshui & Qin, Yong & Gou, Xunjie, 2025. "A critical review on the multidimensional complexity of sustainable energy development," Applied Energy, Elsevier, vol. 394(C).
    92. Zhang, Qianxiao & Shah, Syed Ale Raza & Yang, Ling, 2022. "Modeling the effect of disaggregated renewable energies on ecological footprint in E5 economies: Do economic growth and R&D matter?," Applied Energy, Elsevier, vol. 310(C).
    93. Bridger Altice & Edwin Nazario & Mason Davis & Mohammad Shekaramiz & Todd K. Moon & Mohammad A. S. Masoum, 2024. "Anomaly Detection on Small Wind Turbine Blades Using Deep Learning Algorithms," Energies, MDPI, vol. 17(5), pages 1-21, February.
    94. Iqbal, Shahid & Wang, Ying & Ali, Sharafat & Haider, Muhammad Afaq & Amin, Nabila, 2023. "Shifting to a green economy: Asymmetric macroeconomic determinants of renewable energy production in Pakistan," Renewable Energy, Elsevier, vol. 202(C), pages 234-241.
    95. Zhongxin Zhou & Minghu Ha & Hao Hu & Hongguang Ma, 2021. "Half Open Multi-Depot Heterogeneous Vehicle Routing Problem for Hazardous Materials Transportation," Sustainability, MDPI, vol. 13(3), pages 1-17, January.

  138. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.

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    1. Nurkhodzha Akbulaev & Elshan Mammadli & Gadir Bayramli, 2022. "The Effect of Energy Prices on Stock Indices in the Period of COVID-19: Evidence from Russia, Turkey, Brazil, and India," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 262-269, May.
    2. Wei, Jiangqiao & Ma, Zhe & Wang, Anjian & Li, Pengyuan & Sun, Xiaoyan & Yuan, Xiaojing & Hao, Hongchang & Jia, Hongxiang, 2022. "Multiscale nonlinear Granger causality and time-varying effect analysis of the relationship between iron ore futures and spot prices," Resources Policy, Elsevier, vol. 77(C).
    3. Mejri, Sami & Aloui, Chaker & Khan, Nasir, 2024. "The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches," Resources Policy, Elsevier, vol. 88(C).

  139. Xia, Yan & Kong, Yishu & Ji, Qiang & Zhang, Dayong, 2019. "Impacts of China-US trade conflicts on the energy sector," China Economic Review, Elsevier, vol. 58(C).

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    1. Xu, Jin & Huang, Shoujun & Shi, Lu & Sharma, Susan Sunila, 2021. "Trade conflicts and energy firms' market values: Evidence from China," Energy Economics, Elsevier, vol. 101(C).
    2. Xiaoxiao Hu & Ling He & Qi Cui, 2021. "How Do International Conflicts Impact China’s Energy Security and Economic Growth? A Case Study of the US Economic Sanctions on Iran," Sustainability, MDPI, vol. 13(12), pages 1-21, June.
    3. Zhao, Yujia & McLellan, Benjamin Craig & Wang, Chaofan & Shuai, Jing & Xiang, Wanting & Shuai, Chuanmin, 2026. "Risk dynamics and strategies of China's solar PV industry chain under trade frictions: A review," Energy Policy, Elsevier, vol. 208(C).
    4. Nong, Huifu, 2021. "Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?," Journal of Asian Economics, Elsevier, vol. 74(C).
    5. Obermeier, Tim, 2022. "Individual Welfare Analysis: What's the Role of Intra-Family Preference Heterogeneity?," VfS Annual Conference 2022 (Basel): Big Data in Economics 264101, Verein für Socialpolitik / German Economic Association.
    6. Yu, Taize & Chen, Xi & Liu, Xiaoran & Chen, Hongbo & Tang, Shiyi & Cui, Lihang & Liu, Haijiao & Niu, Kunyu & Deng, Xiaoshang, 2025. "Dynamic relationship between renewable energy, economic development, and energy security based on SVAR and ARDL-ECM models: Evidence from China," Applied Energy, Elsevier, vol. 402(PA).
    7. Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan, 2023. "Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach," Resources Policy, Elsevier, vol. 84(C).
    8. Chen, Chen & Hussain, Khadim & Hussain, Shakir, 2026. "From trade wars to energy markets: An examination of how US-China tensions reshape the US energy market using a Wavelet quantile-on-quantile approach," Energy Policy, Elsevier, vol. 209(PA).
    9. He, Shuying & Guo, Kun, 2021. "What factors contribute to the mutual dependence degree of China in its crude oil trading relationship with oil-exporting countries?," Energy, Elsevier, vol. 228(C).
    10. Nantembelele, Fatuma Abdallah & Yilmaz, Mustafa K. & Ari, Ali, 2023. "The effects of a US-China trade war on Sub-Saharan Africa: Pro-active domestic policies make the difference," Journal of Policy Modeling, Elsevier, vol. 45(6), pages 1296-1310.
    11. Yue Zhang, 2021. "The COVID-19 Outbreak and Oil Stock Price Fluctuations - Evidence From China," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-5.
    12. Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021. "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers 202147, University of Pretoria, Department of Economics.
    13. Rongrong Li & Feng Ren & Qiang Wang, 2024. "China–US scientific collaboration on sustainable development amidst geopolitical tensions," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-19, December.
    14. Chen, Xiangyu & Tongurai, Jittima, 2024. "Price spillovers and interdependences in China's agricultural commodity futures market: Evidence from the US-China trade dispute," International Review of Economics & Finance, Elsevier, vol. 96(PA).
    15. Yan Chen & Yuqi Hou & Jiayi Lyu, 2025. "Integrating the IoT and New Energy to Promote a Sustainable Low-Carbon Economy," Sustainability, MDPI, vol. 17(15), pages 1-21, July.
    16. Nie, Hongguang & Zhou, Ting & Lu, Haiyan & Huang, Shupeng, 2021. "Evaluation of the efficiency of Chinese energy-saving household appliance subsidy policy: An economic benefit perspective," Energy Policy, Elsevier, vol. 149(C).
    17. Hu, Liqi & Chen, Shanshan & Zhang, Chengjie & Zhou, Lijuan & Li, Aijun, 2025. "Understanding the heterogeneous roles of China's sectors under the shock of second Trump administration's new tariffs: A novel method of shock-based input-output data envelopment analysis," Energy, Elsevier, vol. 324(C).
    18. Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
    19. He, Wenjing & Yao, Xiaoyang & Sun, Xiaolei & Le, Wei & Yi, Ronghua, 2024. "Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China," Energy Economics, Elsevier, vol. 139(C).
    20. Jinwei Li & Qian Wei & Tianshu Jiang, 2025. "Impacts of supply and demand shocks on abnormal fluctuation of stock price: An analysis of US–China trade friction," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 46(4), pages 2206-2223, June.
    21. Wang, Jikai & Qiao, Gaoxiu, 2025. "Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets," Research in International Business and Finance, Elsevier, vol. 77(PA).
    22. Wang, Mudan & Xie, Zeyu, 2025. "International trade barriers, export and industrial resilience: An empirical study based on the EU and USA antidumping and countervailing policies on photovoltaic products," Energy Policy, Elsevier, vol. 201(C).
    23. Li, Yiliang & Bai, Xiwen & Wang, Qi & Ma, Zhongjun, 2022. "A big data approach to cargo type prediction and its implications for oil trade estimation," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 165(C).
    24. Chen, Xiangyu & Tongurai, Jittima, 2023. "Informational linkage and price discovery between China's futures and spot markets: Evidence from the US–China trade dispute," Global Finance Journal, Elsevier, vol. 55(C).
    25. Jie Wu & Jacob Wood & Keunyeob Oh & Haejin Jang, 2021. "Evaluating the cumulative impact of the US–China trade war along global value chains," The World Economy, Wiley Blackwell, vol. 44(12), pages 3516-3533, December.
    26. Tao, Yunqing & Yang, Wei & Ye, Yongwei & Kong, Dongmin, 2024. "The Shock of US-China trade war and the job Market: Downstream shrinkage and upstream employment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
    27. Lu, Man & Yin, Libo & Chen, Fengwen, 2025. "How does macroeconomic uncertainty influence energy futures?: Evidence from extraordinary events," Research in International Business and Finance, Elsevier, vol. 76(C).
    28. Kim, Dongseok, 2021. "Measuring the Impact of a Trade Dispute with a Supply-side Shock Using a Supply-driven Input-Output Analysis: Korea-Japan Dispute Case," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 43(1), pages 29-52.
    29. Yang, Cai & Zhang, Hongwei & Qin, Yun & Niu, Zibo, 2024. "Partisan conflict, trade policy uncertainty, and the energy market," Research in International Business and Finance, Elsevier, vol. 71(C).
    30. Yusri Yusup & Nur Kamila Ramli & John Stephen Kayode & Chee Su Yin & Sabiq Hisham & Hassim Mohamad Isa & Mardiana Idayu Ahmad, 2020. "Atmospheric Carbon Dioxide and Electricity Production Due to Lockdown," Sustainability, MDPI, vol. 12(22), pages 1-12, November.
    31. Danish, & Ulucak, Recep, 2021. "A revisit to the relationship between financial development and energy consumption: Is globalization paramount?," Energy, Elsevier, vol. 227(C).

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    2. Liming Chen & Zhi Zhang & Ziqing Du & Lingling Deng, 2021. "Heterogeneous determinants of the exchange rate market in China with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 53(59), pages 6839-6854, December.
    3. Rehman, Mobeen Ur & Katsiampa, Paraskevi & Zeitun, Rami & Vo, Xuan Vinh, 2023. "Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies," Emerging Markets Review, Elsevier, vol. 55(C).
    4. Lajos Horváth & Curtis Miller & Gregory Rice, 2021. "Detecting early or late changes in linear models with heteroscedastic errors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 577-609, June.
    5. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
    6. Guo, Ranran & Ye, Wuyi, 2021. "A model of dynamic tail dependence between crude oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    7. Afshan, Sahar & Yaqoob, Tanzeela & Zaied, Younes Ben & Mishra, Shekhar & Mishra, Sibanjan, 2024. "Oil shocks and currency behavior: A dual approach to digital and traditional currencies," Global Finance Journal, Elsevier, vol. 62(C).
    8. Li, Jingyu & Liu, Ranran & Yao, Yanzhen & Xie, Qiwei, 2022. "Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19," Resources Policy, Elsevier, vol. 77(C).
    9. Yuye ZOU & Jing XU & Yanhui CHEN, 2025. "Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models," PLOS ONE, Public Library of Science, vol. 20(1), pages 1-31, January.
    10. Qin Wang & Xianhua Li, 2025. "Risk Spillover Effects Between the U.S. and Chinese Green Bond Markets: A Threshold Time-Varying Copula-GARCHSK Approach," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3605-3631, June.
    11. Cheng, Dong & Shi, Xunpeng & Yu, Jian & Zhang, Dayong, 2019. "How does the Chinese economy react to uncertainty in international crude oil prices?," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 147-164.
    12. Mohd Jaffri Abu Bakar & Nanthakumar Loganathan & Tirta Nugraha Mursitama & Yogeeswari Subramaniam, 2024. "The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 810-828, December.
    13. Yang, Yajie & Zhao, Longfeng & Zhu, Yipin & Chen, Lin & Wang, Gangjin & Wang, Chao, 2023. "Spillovers from the Russia-Ukraine conflict," Research in International Business and Finance, Elsevier, vol. 66(C).
    14. Jin Shang & Shigeyuki Hamori, 2023. "Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods," Sustainability, MDPI, vol. 15(19), pages 1-24, October.
    15. Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023. "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    16. Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021. "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, vol. 102(C).
    17. Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024. "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, vol. 180(C).
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    2. Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    3. Boubaker, Heni & Zorgati, Mouna Ben Saad & Bannour, Nawres, 2021. "Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 592-608.
    4. Muntazir Hussain & Usman Bashir & Ramiz Ur Rehman, 2024. "Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 183-203, March.
    5. Ngo Thai Hung, 2022. "Spillover Effects Between Stock Prices and Exchange Rates for the Central and Eastern European Countries," Global Business Review, International Management Institute, vol. 23(2), pages 259-286, April.
    6. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
    7. Li, Kelong & Xie, Chi & Ouyang, Yingbo & Mo, Tingcheng & Feng, Yusen, 2024. "Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries," International Review of Financial Analysis, Elsevier, vol. 96(PB).
    8. Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020. "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, vol. 34(C).
    9. Wang, Qunwei & Liu, Mengmeng & Xiao, Ling & Dai, Xingyu & Li, Matthew C. & Wu, Fei, 2022. "Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
    10. David Umoru & Beauty Igbinovia & Benjamin Odegha, 2025. "Exchange rate volatility, stock prices and returns in BRICS: The moderating effect of inflation with wavelength analysis," E-Forum Working Papers, Economic Forum, vol. 15(1), pages 38-57, February.
    11. Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2019. "Forecasting stock returns with cycle-decomposed predictors," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 250-261.
    12. Wan, Li & Han, Liyan & Xu, Yang & Matousek, Roman, 2021. "Dynamic linkage between the Chinese and global stock markets: A normal mixture approach," Emerging Markets Review, Elsevier, vol. 49(C).
    13. Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022. "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, vol. 315(1), pages 429-461, August.
    14. John Weirstrass Muteba Mwamba & Sutene Mwambetania Mwambi, 2021. "Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula," IJFS, MDPI, vol. 9(2), pages 1-22, May.
    15. Liu, Xueyong & Chen, Zhihua & Chen, Zhensong & Yao, Yinhong, 2022. "The time-varying spillover effect of China’s stock market during the COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    16. Huang, Qian & Wang, Xiangning & Zhang, Shuguang, 2021. "The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    17. Baklaci, Hasan Fehmi & Aydoğan, Berna & Yelkenci, Tezer, 2020. "Impact of stock market trading on currency market volatility spillovers," Research in International Business and Finance, Elsevier, vol. 52(C).
    18. Thai Hung, Ngo & Nguyen, Linh Thi My & Vinh Vo, Xuan, 2022. "Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    19. Wen, Tiange & Wang, Gang-Jin, 2020. "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 54(C).
    20. Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023. "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    21. Jiang, Kunliang & Ye, Wuyi, 2022. "Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?," Economic Modelling, Elsevier, vol. 117(C).
    22. Jingbo Guo & Zhiyong Wang, 2023. "Spillover effects of RMB exchange rate among RCEP member countries: Empirical evidence from time-frequency domain approach," PLOS ONE, Public Library of Science, vol. 18(6), pages 1-27, June.
    23. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "COVID-19 and stock returns: Evidence from the Markov switching dependence approach," Research in International Business and Finance, Elsevier, vol. 64(C).
    24. Farzaneh Ahmadian-Yazdi & Amin Sokhanvar & Soheil Roudari & Aviral Kumar Tiwari, 2025. "Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.

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    2. Jiasha Fu & Hui Qiao, 2022. "The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 341-376, December.
    3. Hu, Genhua & Jiang, Haifeng, 2023. "Time-varying jumps in China crude oil futures market impacted by COVID-19 pandemic," Resources Policy, Elsevier, vol. 82(C).
    4. Liu, Zhenhua & Tseng, Hui-Kuan & Wu, Jy S. & Ding, Zhihua, 2020. "Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects," Resources Policy, Elsevier, vol. 66(C).
    5. Areola Hernandez, Jose & Uddin, Gazi Salah & Dutta, Anupam & Ahmed, Ali & Kang, Sang Hoon, 2020. "Are ethanol markets globalized or regionalized?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    6. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
    7. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2022. "Long-memory and volatility spillovers across petroleum futures," Energy, Elsevier, vol. 243(C).
    8. Yosra Ghabri & Luu Duc Toan Huynh & Muhammad Ali Nasir, 2024. "Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1318-1344, April.
    9. Dan Nie & Yanbin Li & Xiyu Li & Xuejiao Zhou & Feng Zhang, 2022. "The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains," Energies, MDPI, vol. 15(11), pages 1-28, May.
    10. Okorie, David Iheke & Lin, Boqiang, 2022. "Givers never lack: Nigerian oil & gas asymmetric network analyses," Energy Economics, Elsevier, vol. 108(C).
    11. Cheng, Dong & Shi, Xunpeng & Yu, Jian & Zhang, Dayong, 2019. "How does the Chinese economy react to uncertainty in international crude oil prices?," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 147-164.
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    2. Niu, Zibo & Liu, Yuanyuan & Gao, Wang & Zhang, Hongwei, 2021. "The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China," Resources Policy, Elsevier, vol. 73(C).
    3. Yulin Liu & Min Zhang & Rujia Liu, 2020. "The Impact of Income Inequality on Carbon Emissions in China: A Household-Level Analysis," Sustainability, MDPI, vol. 12(7), pages 1-22, March.
    4. Wu, X.F. & Chen, G.Q., 2019. "Global overview of crude oil use: From source to sink through inter-regional trade," Energy Policy, Elsevier, vol. 128(C), pages 476-486.
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    9. Cheng, Dong & Shi, Xunpeng & Yu, Jian & Zhang, Dayong, 2019. "How does the Chinese economy react to uncertainty in international crude oil prices?," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 147-164.
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    15. Ren, Xiaohang & He, Yue & Liu, Chuanwang & Tao, Lizhu, 2025. "Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test," Energy, Elsevier, vol. 320(C).
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    Cited by:

    1. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020. "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, vol. 54(C).
    2. Christou, Christina & Gupta, Rangan, 2020. "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 243-248.
    3. Gao, Shang & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2023. "Forecasting stock market volatility: The sum of the parts is more than the whole," Finance Research Letters, Elsevier, vol. 55(PA).
    4. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
    5. Mei, Dexiang & Zhao, Chenchen & Luo, Qin & Li, Yan, 2022. "Forecasting the Chinese low-carbon index volatility," Resources Policy, Elsevier, vol. 77(C).
    6. Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
    7. Alper Gormus & Saban Nazlioglu & Steven L. Beach, 2023. "Environmental, Social, and Governance Considerations in WTI Financialization through Energy Funds," JRFM, MDPI, vol. 16(4), pages 1-17, April.
    8. Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025. "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 102(C).
    9. Zhao, Zhengling & Sun, Shaolong & Sun, Jingyun & Wang, Shouyang, 2024. "A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting," Energy, Elsevier, vol. 288(C).
    10. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    11. Lv, Fei & Yang, Chen & Fang, Libing, 2020. "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, vol. 71(C).
    12. Mustafa Kocoglu & Phouphet Kyophilavong & Ashar Awan & So Young Lim, 2023. "Time-varying causality between oil price and exchange rate in five ASEAN economies," Economic Change and Restructuring, Springer, vol. 56(2), pages 1007-1031, April.
    13. Xingrui Jiao & Yuping Song & Yang Kong & Xiaolong Tang, 2022. "Volatility forecasting for crude oil based on text information and deep learning PSO‐LSTM model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 933-944, August.
    14. Xiao, Jihong & Wang, Yudong & Wen, Danyan, 2023. "The predictive effect of risk aversion on oil returns under different market conditions," Energy Economics, Elsevier, vol. 126(C).
    15. Dai, Zhifeng & Tang, Rui & Zhang, Xinhua, 2023. "Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets," Energy Economics, Elsevier, vol. 120(C).
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    17. Ma, Yan-Ran & Ji, Qiang & Wu, Fei & Pan, Jiaofeng, 2021. "Financialization, idiosyncratic information and commodity co-movements," Energy Economics, Elsevier, vol. 94(C).
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    19. Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024. "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, vol. 180(C).
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    33. Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2019. "Forecasting stock returns with cycle-decomposed predictors," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 250-261.
    34. Xu, Yan & Liu, Tianli & Du, Pei, 2024. "Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict," Resources Policy, Elsevier, vol. 88(C).
    35. Xiao, Jihong & Wang, Yudong, 2022. "Good oil volatility, bad oil volatility, and stock return predictability," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 953-966.
    36. Rajendran, Rajitha & Krishnaswamy, Jayaraman & Subramaniam, Nava, 2023. "Dynamics of macro-economic factors for energy transition and its reviews - A conceptual framework for G7 countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 187(C).
    37. José Antonio Núñez-Mora & Eduardo Sánchez-Ruenes, 2020. "Generalized Hyperbolic Distribution and Portfolio Efficiency in Energy and Stock Markets of BRIC Countries," IJFS, MDPI, vol. 8(4), pages 1-14, October.
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    42. Boqiang Lin & Tong Su, 2023. "Uncertainties and green bond markets: Evidence from tail dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4458-4475, October.
    43. Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping, 2020. "Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach," International Review of Financial Analysis, Elsevier, vol. 68(C).
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    45. Xu Zhang & Xian Yang & Jianping Li & Jun Hao, 2023. "Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 705-733, June.
    46. Zhang, Li & Liang, Chao & Huynh, Luu Duc Toan & Wang, Lu & Damette, Olivier, 2024. "Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies," Journal of Economic Behavior & Organization, Elsevier, vol. 223(C), pages 168-184.
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    49. Karim Belcaid & Sara El Aoufi & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1007-1033, December.
    50. Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan, 2019. "Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 51-55.
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    52. Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(4), pages 599-614, July.
    53. Zhang, Yue-Jun & Lin, Jia-Juan, 2019. "Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?," International Review of Financial Analysis, Elsevier, vol. 66(C).
    54. Xiafei Li & Dongxin Li & Xuhui Zhang & Guiwu Wei & Lan Bai & Yu Wei, 2021. "Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1501-1523, December.
    55. Zou, Yingchao & Yu, Lean & Tso, Geoffrey K.F. & He, Kaijian, 2020. "Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    56. Zhu, Zhaobo & Ji, Qiang & Sun, Licheng & Zhai, Pengxiang, 2020. "Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry," International Review of Financial Analysis, Elsevier, vol. 70(C).
    57. Huosong Xia & Xiaoyu Hou & Justin Zuopeng Zhang & Mohammad Zoynul Abedin, 2025. "A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(1), pages 112-135, January.
    58. Gong, Xu & Chen, Liqiang & Lin, Boqiang, 2020. "Analyzing dynamic impacts of different oil shocks on oil price," Energy, Elsevier, vol. 198(C).
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    60. Priya, Pragati & Pal, Debdatta, 2024. "Does crude oil price volatility respond asymmetrically to financial shocks?," Resources Policy, Elsevier, vol. 92(C).
    61. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    62. Xu, Jin-Hua & Guo, Jian-Feng & Peng, Binbin & Nie, Hongguang & Kemp, Rene, 2020. "Energy growth sources and future energy-saving potentials in passenger transportation sector in China," Energy, Elsevier, vol. 206(C).
    63. Wen, Danyan & Wang, Yudong & Zhang, Yaojie, 2021. "Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism," Economic Modelling, Elsevier, vol. 96(C), pages 209-219.
    64. Lin, Boqiang & Su, Tong, 2020. "Does oil price have similar effects on the exchange rates of BRICS?," International Review of Financial Analysis, Elsevier, vol. 69(C).
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    Cited by:

    1. Mohd Ziaur Rehman & Shabeer Khan & Uzair Abdullah Khan & Wadi B. Alonazi & Abul Ala Noman, 2023. "How Do Global Uncertainties Spillovers Affect Leading Renewable Energy Indices? Evidence from the Network Connectedness Approach," Sustainability, MDPI, vol. 15(18), pages 1-15, September.
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    214. Perry Sadorsky & Irene Henriques, 2024. "Time and frequency dynamics between NFT coins and economic uncertainty," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-26, December.
    215. Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024. "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, vol. 93(C).
    216. Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2020. "Do Bitcoin and other cryptocurrencies jump together?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 396-409.
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    220. Iqbal, Najaf & Naeem, Muhammad Abubakr & Suleman, Muhammed Tahir, 2022. "Quantifying the asymmetric spillovers in sustainable investments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
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    274. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
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    110. Ye Chen & Jian Li & Qiyuan Li, 2023. "Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 910-937, August.
    111. Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022. "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, vol. 79(C).
    112. Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
    113. Nasreen, Samia & Tiwari, Aviral Kumar & Goodell, John W. & Tedeschi, Marco, 2024. "Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1556-1592.
    114. Gupta, Rangan & Lau, Chi-Keung (Marco) & Sheng, Xin, 2020. "Graph theory-based network analysis of regional uncertainties of the US Economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    115. Chen, Peng & He, Limin & Yang, Xuan, 2021. "On interdependence structure of China's commodity market," Resources Policy, Elsevier, vol. 74(C).
    116. Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021. "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 195-209.
    117. Zhuo Chen & Bo Yan & Hanwen Kang, 2022. "Dynamic correlation between crude oil and agricultural futures markets," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1798-1849, August.
    118. Vo, Duc Hong & Tran, Minh Phuoc-Bao, 2024. "Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
    119. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    120. Xue, Jianhao & Dai, Xingyu & Zhang, Dongna & Nghiem, Xuan-Hoa & Wang, Qunwei, 2024. "Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios," International Review of Economics & Finance, Elsevier, vol. 96(PC).
    121. Ana Alzate-Ortega & Natalia Garzón & Jesús Molina-Muñoz, 2024. "Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold," Energies, MDPI, vol. 17(2), pages 1-19, January.
    122. Tan Ngoc Vu & Chi Minh Ho & Thang Cong Nguyen & Duc Hong Vo, 2020. "The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach," Agriculture, MDPI, vol. 10(4), pages 1-14, April.
    123. Yunfei Chen & Wei Jiang, 2024. "Time and frequency volatility spillovers among commodities: Evidence from pre and during the Russia-Ukraine war," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(2), pages 249-273, May.
    124. Luo, Jiawen & Wang, Shengquan, 2019. "The asymmetric high-frequency volatility transmission across international stock markets," Finance Research Letters, Elsevier, vol. 31(C), pages 104-109.
    125. Han-Yu Zhu & Peng-Fei Dai & Wei-Xing Zhou, 2024. "Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets," Papers 2403.01745, arXiv.org.
    126. Song, Yingjie & Ji, Qiang & Du, Ya-Juan & Geng, Jiang-Bo, 2019. "The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets," Energy Economics, Elsevier, vol. 84(C).
    127. Okhrin, Yarema & Uddin, Gazi Salah & Yahya, Muhammad, 2023. "Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets," Energy Economics, Elsevier, vol. 125(C).
    128. Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021. "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, vol. 100(C).
    129. Mehmet Balcilar & Ojonugwa Usman & Busra Agan, 2024. "On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 97-136, February.
    130. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies," International Economics, Elsevier, vol. 180(C).
    131. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022. "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 384-400, January.
    132. Sun, Guanglin & Li, Jianfeng & Shang, Zezhong, 2022. "Return and volatility linkages between international energy markets and Chinese commodity market," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
    133. Feng, Yun & Yang, Jie & Huang, Qian, 2023. "Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method," Finance Research Letters, Elsevier, vol. 53(C).
    134. Cui, Jinxin & Goh, Mark & Zou, Huiwen, 2021. "Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets," Energy, Elsevier, vol. 225(C).

  153. Jia, Jun-Jun & Xu, Jin-Hua & Fan, Ying & Ji, Qiang, 2018. "Willingness to accept energy-saving measures and adoption barriers in the residential sector: An empirical analysis in Beijing, China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 95(C), pages 56-73.

    Cited by:

    1. Gung, Roger R. & Huang, Chun-Che & Hung, Wen-I & Fang, Yu-Jie, 2020. "The use of hybrid analytics to establish effective strategies for household energy conservation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 133(C).
    2. Cunha, Paulo & Neves, Sónia Almeida & Marques, António Cardoso & Serrasqueiro, Zélia, 2020. "Adoption of energy efficiency measures in the buildings of micro-, small- and medium-sized Portuguese enterprises11The financial support of the NECE - Research Unit in Business Science and Economics, sponsored by the FCT - Fundação para a Ciência e a," Energy Policy, Elsevier, vol. 146(C).
    3. Fu, Xuemei, 2024. "Understanding the adoption intention for electric vehicles: The role of hedonic-utilitarian values," Energy, Elsevier, vol. 301(C).
    4. Sharma, Nitika & Paço, Arminda & Upadhyay, Deepika, 2023. "Option or necessity: Role of environmental education as transformative change agent," Evaluation and Program Planning, Elsevier, vol. 97(C).
    5. Yupei Lai & Yutong Li & Xinyi Feng & Tao Ma, 2022. "Green retrofit of existing residential buildings in China: An investigation on residents’ perceptions," Energy & Environment, , vol. 33(2), pages 332-353, March.
    6. Tu, Gengyang & Zhang, Ruzhen & Morrissey, Karyn, 2025. "Cross-country perspectives on electrified mobility adoption: Comprehensive insights into the impact of lifestyles and mobility needs," Journal of Transport Geography, Elsevier, vol. 128(C).
    7. Antonopoulos, Chrissi A. & Fuentes, Tracy L. & McCord, Kieren H. & Rackley, Adrienne L.S. & Biswas, Saurabh, 2024. "Regional assessment of household energy decision-making and technology adoption in the United States," Energy Policy, Elsevier, vol. 185(C).
    8. Jia, Ling & Qian, Queena K. & Meijer, Frits & Visscher, Henk, 2021. "How information stimulates homeowners’ cooperation in residential building energy retrofits in China," Energy Policy, Elsevier, vol. 157(C).
    9. Chunhong Sheng & Yun Cao & Bing Xue, 2018. "Residential Energy Sustainability in China and Germany: The Impact of National Energy Policy System," Sustainability, MDPI, vol. 10(12), pages 1-18, December.
    10. Nie, Hongguang & Zhou, Ting & Lu, Haiyan & Huang, Shupeng, 2021. "Evaluation of the efficiency of Chinese energy-saving household appliance subsidy policy: An economic benefit perspective," Energy Policy, Elsevier, vol. 149(C).
    11. Yang, Xiu'e & Liu, Shuli & Zou, Yuliang & Ji, Wenjie & Zhang, Qunli & Ahmed, Abdullahi & Han, Xiaojing & Shen, Yongliang & Zhang, Shaoliang, 2022. "Energy-saving potential prediction models for large-scale building: A state-of-the-art review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 156(C).
    12. Liu, Guo & Li, Xiaohu & Tan, Yongtao & Zhang, Guomin, 2020. "Building green retrofit in China: Policies, barriers and recommendations," Energy Policy, Elsevier, vol. 139(C).
    13. Woo, JongRoul & Moon, Sungho & Choi, Hyunhong, 2022. "Economic value and acceptability of advanced solar power systems for multi-unit residential buildings: The case of South Korea," Applied Energy, Elsevier, vol. 324(C).
    14. Yang, Zhenbing & Hao, Chunyan & Shao, Shuai & Chen, Zhuo & Yang, Lili, 2022. "Appropriate technology and energy security: From the perspective of biased technological change," Technological Forecasting and Social Change, Elsevier, vol. 177(C).
    15. Xu, Li & Zhang, Qin & Wang, Keying & Shi, Xunpeng, 2020. "Subsidies, loans, and companies' performance: evidence from China's photovoltaic industry," Applied Energy, Elsevier, vol. 260(C).
    16. Gui, Xuechen & Gou, Zhonghua, 2022. "Household energy technologies in New South Wales, Australia: Regional differences and renewables adoption rates," Renewable and Sustainable Energy Reviews, Elsevier, vol. 160(C).
    17. STANKUNIENE Gintare, 2021. "Energy Saving in Households: A Systematic Literature Review," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
    18. Fontecha, John E. & Nikolaev, Alexander & Walteros, Jose L. & Zhu, Zhenduo, 2022. "Scientists wanted? A literature review on incentive programs that promote pro-environmental consumer behavior: Energy, waste, and water," Socio-Economic Planning Sciences, Elsevier, vol. 82(PA).
    19. Lanlan Li & Huayang Ming & Ranran Yang & Xuan Luo, 2020. "The Impact of Policy Factors and Users’ Awareness on Electricity-Saving Behaviors: From the Perspective of Habits and Investment," Sustainability, MDPI, vol. 12(12), pages 1-23, June.

  154. Qiang Ji & Ying Fan & Mike Troilo & Ronald D. Ripple & Lianyong Feng, 2018. "China’s Natural Gas Demand Projections and Supply Capacity Analysis in 2030," The Energy Journal, , vol. 39(6), pages 53-70, November.

    Cited by:

    1. Eleni Himona & Andreas Poullikkas, 2025. "Modeling Gas Producibility and Hydrogen Potential—An Eastern Mediterranean Case Study," Energies, MDPI, vol. 18(20), pages 1-23, October.
    2. Gechert, Sebastian & Mey, Bianka & Prante, Franz & Schäfer, Teresa, 2025. "The Price Elasticity of Heating and Cooling Energy Demand," OSF Preprints 4sjy5_v2, Center for Open Science.

  155. Zhang, Yi & Ji, Qiang & Fan, Ying, 2018. "The price and income elasticity of China's natural gas demand: A multi-sectoral perspective," Energy Policy, Elsevier, vol. 113(C), pages 332-341.

    Cited by:

    1. Gejirifu De & Wangfeng Gao, 2018. "Forecasting China’s Natural Gas Consumption Based on AdaBoost-Particle Swarm Optimization-Extreme Learning Machine Integrated Learning Method," Energies, MDPI, vol. 11(11), pages 1-20, October.
    2. Gechert, Sebastian & Mey, Bianka & Prante, Franz & Schäfer, Teresa, 2025. "The Price Elasticity of Heating and Cooling Energy Demand," I4R Discussion Paper Series 265, The Institute for Replication (I4R).
    3. Halim Tatli, 2019. "Factors affecting industrial coal demand in Turkey," Energy & Environment, , vol. 30(6), pages 1027-1048, September.
    4. Zhu, Xinhua & Li, Yan & Zhang, Peifeng & Wei, Yigang & Zheng, Xuyang & Xie, Lingling, 2019. "Temporal–spatial characteristics of urban land use efficiency of China’s 35mega cities based on DEA: Decomposing technology and scale efficiency," Land Use Policy, Elsevier, vol. 88(C).
    5. Li, Yan & Chevallier, Julien & Wei, Yigang & Li, Jing, 2020. "Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach," Energy Economics, Elsevier, vol. 87(C).
    6. Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).
    7. Kostakis, Ioannis & Lolos, Sarantis & Sardianou, Eleni, 2021. "Residential natural gas demand: Assessing the evidence from Greece using pseudo-panels, 2012–2019," Energy Economics, Elsevier, vol. 99(C).
    8. Liu, Guixian & Dong, Xiucheng & Jiang, Qingzhe & Dong, Cong & Li, Jiaman, 2018. "Natural gas consumption of urban households in China and corresponding influencing factors," Energy Policy, Elsevier, vol. 122(C), pages 17-26.
    9. Mohamed Jaouad Malzi & Aziz Ettahir & Sa d Hanchane, 2019. "Responsiveness of Residential Natural Gas Demand to Elderly, Urban Population and Density: Evidence from Organization for Economic Co-operation and Development Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 388-395.
    10. Jian Chai & Huiting Shi & Xiaoyang Zhou & Shouyang Wang, 2018. "The Price Elasticity of Natural Gas Demand in China: A Meta-Regression Analysis," Energies, MDPI, vol. 11(12), pages 1-18, November.
    11. Cheng, Fenfen & Yang, Shanlin & Zhou, Kaile, 2020. "Quantile partial adjustment model with application to predicting energy demand in China," Energy, Elsevier, vol. 191(C).
    12. Wenyang Huang & Huiwen Wang & Yigang Wei, 2018. "Endogenous or Exogenous? Examining Trans-Boundary Air Pollution by Using the Air Quality Index (AQI): A Case Study of 30 Provinces and Autonomous Regions in China," Sustainability, MDPI, vol. 10(11), pages 1-20, November.
    13. Chansu Lim, 2019. "Estimating Residential and Industrial City Gas Demand Function in the Republic of Korea—A Kalman Filter Application," Sustainability, MDPI, vol. 11(5), pages 1-12, March.
    14. Jian Chai & Ying Jin, 2020. "The Dynamic Impacts of Oil Price on China’s Natural Gas Consumption under the Change of Global Oil Market Patterns: An Analysis from the Perspective of Total Consumption and Structure," Energies, MDPI, vol. 13(4), pages 1-16, February.
    15. Gautam, Tej K. & Paudel, Krishna P., 2018. "The demand for natural gas in the Northeastern United States," Energy, Elsevier, vol. 158(C), pages 890-898.
    16. Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
    17. Mufutau Opeyemi Bello & Sakiru Adebola Solarin & Yuen Yee Yen, 2018. "Interfuel Substitution, Hydroelectricity Consumption and CO2 Emissions Mitigation in Malaysia: Evidence from a Transcendental Logarithm (trans-log) Cost Function Framework," Working Papers 4, Department of Economics, University of Ilorin.
    18. Raymond Li & Chi-Keung Woo & Asher Tishler & Jay Zarnikau, 2022. "Price Responsiveness of Residential Demand for Natural Gas in the United States," Energies, MDPI, vol. 15(12), pages 1-22, June.
    19. Li, Boying & Zheng, Mingbo & Zhao, Xinxin & Chang, Chun-Ping, 2021. "An assessment of the effect of partisan ideology on shale gas production and the implications for environmental regulations," Economic Systems, Elsevier, vol. 45(3).
    20. Ding, Lili & Zhao, Zhongchao & Wang, Lei, 2022. "Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?," Applied Energy, Elsevier, vol. 312(C).
    21. Jing Li & Lingling Song & Yanchun Zhu, 2020. "Subsidies, Clean Heating Choices, and Policy Costs: Evidence from Rural Households in Northern China," Sustainability, MDPI, vol. 13(1), pages 1-18, December.
    22. D. Zhang & M. Zhao & Y. Wang & S. Vigne & R. Benkraiem, 2024. "Technological innovation and its influence on energy risk management: Unpacking China’s energy consumption structure optimisation amidst climate change," Post-Print hal-04864387, HAL.
    23. Lin, Boqiang & Li, Zhensheng, 2020. "Analysis of the natural gas demand and subsidy in China: A multi-sectoral perspective," Energy, Elsevier, vol. 202(C).
    24. Chai, Jian & Wei, Zhaohao & Hu, Yi & Su, Siping & Zhang, Zhe George, 2019. "Is China's natural gas market globally connected?," Energy Policy, Elsevier, vol. 132(C), pages 940-949.
    25. Xiaolin Wang & Xiangyi Lu & Na Zhou & Jianzhong Xiao & Jun Chen, 2020. "Does Environmental Regulation Affect Natural Gas Consumption? Evidence from China with Spatial Insights," Sustainability, MDPI, vol. 12(8), pages 1-18, April.
    26. Jian Chai & Liqiao Wang, 2020. "Analysis and Design of Interruptible Gas Contract in China under Energy Market Reform," Sustainability, MDPI, vol. 12(2), pages 1-15, January.
    27. Li, Fengyun & Li, Xingmei & Zheng, Haofeng & Yang, Fei & Dang, Ruinan, 2021. "How alternative energy competition shocks natural gas development in China: A novel time series analysis approach," Resources Policy, Elsevier, vol. 74(C).
    28. Gong, Chengzhu & Wu, Desheng & Gong, Nianjiao & Qi, Rui, 2020. "Multi-agent mixed complementary simulation of natural gas upstream market liberalization in China," Energy, Elsevier, vol. 200(C).
    29. Bello, Mufutau Opeyemi & Ch'ng, Kean Siang, 2024. "Path to clean and sustainable energy from nuclear and renewable sources: Evidence from France," Utilities Policy, Elsevier, vol. 88(C).
    30. Malzi, Mohamed Jaouad & Sohag, Kazi & Vasbieva, Dinara G. & Ettahir, Aziz, 2020. "Environmental policy effectiveness on residential natural gas use in OECD countries," Resources Policy, Elsevier, vol. 66(C).
    31. Jingxin, Gao & Jinbo, Song & Lufang, Wu, 2022. "A new methodology to measure the urban construction land-use efficiency based on the two-stage DEA model," Land Use Policy, Elsevier, vol. 112(C).
    32. Halim TATLI, 2022. "Long-term price and income elasticity of residential natural gas demand in Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(630), S), pages 101-122, Spring.
    33. Lin, Boqiang & Li, Zhensheng, 2021. "Does natural gas pricing reform establish an effective mechanism in China: A policy evaluation perspective," Applied Energy, Elsevier, vol. 282(PA).
    34. Javid, Muhammad & Khan, Farzana Naheed & Arif, Umaima, 2022. "Income and price elasticities of natural gas demand in Pakistan: A disaggregated analysis," Energy Economics, Elsevier, vol. 113(C).
    35. Weiwei Xiong & Liang Yan & Teng Wang & Yuguo Gao, 2020. "Substitution Effect of Natural Gas and the Energy Consumption Structure Transition in China," Sustainability, MDPI, vol. 12(19), pages 1-20, September.
    36. Favero, Filippo & Grossi, Luigi, 2023. "Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy," Energy Economics, Elsevier, vol. 118(C).
    37. Wu, Shu & Ding, Song, 2021. "Efficiency improvement, structural change, and energy intensity reduction: Evidence from Chinese agricultural sector," Energy Economics, Elsevier, vol. 99(C).

  156. Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, vol. 75(C), pages 14-27.

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    1. Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, vol. 202(C).
    2. Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021. "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, vol. 219(C).
    3. Mishra, Aswini Kumar & Ghate, Kshitish, 2022. "Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches," Resources Policy, Elsevier, vol. 76(C).
    4. Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021. "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, vol. 73(C).
    5. Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Papers 2310.16850, arXiv.org.
    6. Gaete, Michael & Herrera, Rodrigo, 2023. "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," Journal of Commodity Markets, Elsevier, vol. 32(C).
    7. Ouyang, Ruolan & Chen, Xiang & Fang, Yi & Zhao, Yang, 2022. "Systemic risk of commodity markets: A dynamic factor copula approach," International Review of Financial Analysis, Elsevier, vol. 82(C).
    8. Monika Roman & Aleksandra Górecka & Joanna Domagała, 2020. "The Linkages between Crude Oil and Food Prices," Energies, MDPI, vol. 13(24), pages 1-18, December.
    9. Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023. "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, vol. 85(PB).
    10. Zhou, Wei & Chen, Yan & Chen, Jin, 2022. "Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic," Energy, Elsevier, vol. 256(C).
    11. Lin, Anlan & Gong, Xu, 2025. "Does public climate attention affect the net return spillover from energy to non-energy commodities?," Energy Economics, Elsevier, vol. 143(C).
    12. Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025. "Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective," Papers 2510.24174, arXiv.org.
    13. Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain, 2020. "Revisiting the valuable roles of commodities for international stock markets," Resources Policy, Elsevier, vol. 66(C).
    14. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    15. Hau, Liya & Zhu, Huiming & Huang, Rui & Ma, Xiang, 2020. "Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression," Energy, Elsevier, vol. 213(C).
    16. Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019. "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 273-284.
    17. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
    18. Elie, Bouri & Naji, Jalkh & Dutta, Anupam & Uddin, Gazi Salah, 2019. "Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach," Energy, Elsevier, vol. 178(C), pages 544-553.
    19. Khadija Sherece Usher & Benjamin Craig McLellan, 2024. "Inherent Risk Analysis of Power Supply Management: Case of Belize’s System Operator and Third-Party Actors," Energies, MDPI, vol. 18(1), pages 1-35, December.
    20. Tian, Maoxi & Guo, Fei & Niu, Rong, 2022. "Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    21. Wei, Lu & Li, Guowen & Zhu, Xiaoqian & Sun, Xiaolei & Li, Jianping, 2019. "Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures," Energy Economics, Elsevier, vol. 80(C), pages 452-460.
    22. Abuzayed, Bana & Al-Fayoumi, Nedal, 2021. "Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    23. Shusheng Ding & Zhipan Yuan & Fan Chen & Xihan Xiong & Zheng Lu & Tianxiang Cui, 2021. "Impact persistence of stock market risks in commodity markets: Evidence from China," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-22, November.
    24. Yosra Ghabri & Luu Duc Toan Huynh & Muhammad Ali Nasir, 2024. "Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1318-1344, April.
    25. Alamah, Zein & Elgammal, Walid & Fakih, Ali, 2024. "Does twitter economic uncertainty matter for wheat prices?," Economics Letters, Elsevier, vol. 234(C).
    26. Liu, Jianing & Man, Yuanyuan & Dong, Xiuliang, 2023. "Tail dependence and risk spillover effects between China's carbon market and energy markets," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 553-567.
    27. Sun, Yunpeng & Gao, Pengpeng & Raza, Syed Ali & Shah, Nida & Sharif, Arshian, 2023. "The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach," Energy, Elsevier, vol. 270(C).
    28. Yuye ZOU & Jing XU & Yanhui CHEN, 2025. "Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models," PLOS ONE, Public Library of Science, vol. 20(1), pages 1-31, January.
    29. Shoukun Jiao & Wuyi Ye, 2022. "Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1203-1229, March.
    30. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    31. Bernardina Algieri & Arturo Leccadito, 2020. "CARL and His POT: Measuring Risks in Commodity Markets," Risks, MDPI, vol. 8(1), pages 1-15, March.
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    151. Soni, Rajat Kumar & Nandan, Tanuj, 2022. "Modeling Covid-19 contagious effect between asset markets and commodity futures in India," Resources Policy, Elsevier, vol. 79(C).
    152. Adlane Haffar & Éric Le Fur, 2022. "Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 297-309, July.
    153. Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023. "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, vol. 55(PB).
    154. Dejan Živkov & Marijana Joksimović & Suzana Balaban, 2021. "Measuring parametric and semiparametric downside risks of selected agricultural commodities," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 67(8), pages 305-315.
    155. Vo, Duc Hong & Tran, Minh Phuoc-Bao, 2024. "Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
    156. Sumanjay Dutta & Parthajit Kayal & G. Balasubramnaian, 2023. "Volatility Spillover and Directionality in Cryptocurrency and Metal Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(4), pages 464-485, December.
    157. Chai, Shanglei & Zhou, P., 2018. "The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems," Energy Economics, Elsevier, vol. 76(C), pages 64-75.
    158. Tarek Sadraoui & Rym Regaieg & Sabrine Abdelghani & Wajdi Moussa & Nidhal Mgadmi, 2025. "The Dependence and Risk Spillover Between Energy Market and BRICS Stock Markets: A Copula-MGARCH Model Approach," Global Business Review, International Management Institute, vol. 26(4), pages 1033-1058, August.
    159. Aizenman, Joshua & Lindahl, Robert & Stenvall, David & Uddin, Gazi Salah, 2024. "Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict," European Journal of Political Economy, Elsevier, vol. 85(C).
    160. Karel Janda & Ladislav Kristoufek, 2019. "The Relationship Between Fuel and Food Prices: Methods, Outcomes, and Lessons for Commodity Price Risk Management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    161. Han-Yu Zhu & Peng-Fei Dai & Wei-Xing Zhou, 2024. "Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets," Papers 2403.01745, arXiv.org.
    162. Rehman, Mobeen Ur & Bouri, Elie & Eraslan, Veysel & Kumar, Satish, 2019. "Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    163. Qingli Dong & Lanlan Lian & Qichuan Jiang, 2025. "Risk spillover measurement of carbon trading market considering susceptible factors: A network perspective," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 493-521, January.
    164. Chen, Yan & Bouri, Elie & Zhang, Lei, 2025. "Dynamics of co-bubble networks across commodity futures prices and portfolio performance," Energy Economics, Elsevier, vol. 150(C).
    165. Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021. "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, vol. 100(C).
    166. Mehmet Balcilar & Ojonugwa Usman & Busra Agan, 2024. "On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 97-136, February.
    167. Fei Wu & Zhiwei Zhang & Dayong Zhang & Qiang Ji, 2023. "Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach," Annals of Operations Research, Springer, vol. 330(1), pages 119-153, November.
    168. Liu, Xiang-dong & Pan, Fei & Cai, Wen-li & Peng, Rui, 2020. "Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach," Reliability Engineering and System Safety, Elsevier, vol. 197(C).
    169. Luo, Jiawen & Ji, Qiang, 2018. "High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets," Energy Economics, Elsevier, vol. 76(C), pages 424-438.
    170. Zofia Gródek-Szostak & Gabriela Malik & Danuta Kajrunajtys & Anna Szeląg-Sikora & Jakub Sikora & Maciej Kuboń & Marcin Niemiec & Joanna Kapusta-Duch, 2019. "Modeling the Dependency between Extreme Prices of Selected Agricultural Products on the Derivatives Market Using the Linkage Function," Sustainability, MDPI, vol. 11(15), pages 1-14, August.
    171. Xueyi Yu & Chi Mu & Dongdong Zhang, 2020. "Assessment of Land Reclamation Benefits in Mining Areas Using Fuzzy Comprehensive Evaluation," Sustainability, MDPI, vol. 12(5), pages 1-20, March.
    172. Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018. "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, vol. 76(C), pages 115-126.
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    174. Sun, Guanglin & Li, Jianfeng & Shang, Zezhong, 2022. "Return and volatility linkages between international energy markets and Chinese commodity market," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
    175. Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020. "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    176. Ha, Le Thanh & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, vol. 69(C).

  157. Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018. "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, vol. 69(C), pages 79-88.

    Cited by:

    1. Song-Zan Chiou-Wei & Sheng-Hung Chen & Wei-Hung Chen, 2023. "Asymmetric Effects of Prices and Storage on Rig Counts: Evidence from the US Natural Gas and Crude Oil Markets," Energies, MDPI, vol. 16(15), pages 1-25, August.
    2. Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019. "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, vol. 60(C), pages 118-124.
    3. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
    4. Yang, Kailing & Zhang, Xi & Luo, Haojia & Hou, Xianping & Lin, Yu & Wu, Jingyu & Yu, Liang, 2024. "Predicting energy prices based on a novel hybrid machine learning: Comprehensive study of multi-step price forecasting," Energy, Elsevier, vol. 298(C).
    5. Goetz, Cole & Miljkovic, Dragan & Barabanov, Nikita, 2021. "New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets," Energy Economics, Elsevier, vol. 100(C).
    6. Lin, Yu & Lu, Qin & Tan, Bin & Yu, Yuanyuan, 2022. "Forecasting energy prices using a novel hybrid model with variational mode decomposition," Energy, Elsevier, vol. 246(C).
    7. Liu, Shuyu & Huang, Shupei & Chi, Yuxi & Feng, Sida & Li, Yang & Sun, Qingru, 2020. "Three-level network analysis of the North American natural gas price: A multiscale perspective," International Review of Financial Analysis, Elsevier, vol. 67(C).
    8. Berndt Jesenko & Christian Schlögl, 2021. "The effect of web of science subject categories on clustering: the case of data-driven methods in business and economic sciences," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(8), pages 6785-6801, August.
    9. Shi, Xunpeng & Variam, Hari Malamakkavu Padinjare & Shen, Yifan, 2019. "Trans-ASEAN gas pipeline and ASEAN gas market integration: Insights from a scenario analysis," Energy Policy, Elsevier, vol. 132(C), pages 83-95.
    10. Xu, Weiju & Ma, Feng & Chen, Wang & Zhang, Bing, 2019. "Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States," Energy Economics, Elsevier, vol. 80(C), pages 310-320.
    11. Shi, Xunpeng & Shen, Yifan & Wu, Yanrui, 2019. "Energy market financialization: Empirical evidence and implications from East Asian LNG markets," Finance Research Letters, Elsevier, vol. 30(C), pages 414-419.
    12. Dong, Kangyin & Sun, Renjin & Wu, Jin & Hochman, Gal, 2018. "The growth and development of natural gas supply chains: The case of China and the US," Energy Policy, Elsevier, vol. 123(C), pages 64-71.
    13. Wang, Kui & Zhang, Yuanyuan & Sekelj, Gasper & Hopke, Philip K., 2019. "Economic analysis of a field monitored residential wood pellet boiler heating system in New York State," Renewable Energy, Elsevier, vol. 133(C), pages 500-511.
    14. Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Energy Economics, Elsevier, vol. 80(C), pages 267-276.
    15. Oleksandr Castello & Marina Resta, 2023. "A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling," Energies, MDPI, vol. 16(12), pages 1-22, June.
    16. Haisheng Yu & Shenhui Song, 2025. "Natural Gas Futures Price Prediction Based on Variational Mode Decomposition–Gated Recurrent Unit/Autoencoder/Multilayer Perceptron–Random Forest Hybrid Model," Sustainability, MDPI, vol. 17(6), pages 1-23, March.
    17. Miljkovic, Dragan & Goetz, Cole, 2020. "The effects of futures markets on oil spot price volatility in regional US markets," Applied Energy, Elsevier, vol. 273(C).
    18. Esmaeili, Parisa & Rafei, Meysam, 2021. "Dynamics analysis of factors affecting electricity consumption fluctuations based on economic conditions: Application of SVAR and TVP-VAR models," Energy, Elsevier, vol. 226(C).
    19. Bouri, Elie & Lei, Xiaojie & Xu, Yahua & Zhang, Hongwei, 2023. "Connectedness in implied higher-order moments of precious metals and energy markets," Energy, Elsevier, vol. 263(PB).
    20. Zhang, Yu & Yu, Xin & Zhang, Peng & Zhang, Haoran, 2025. "Price impacts of natural gas chokepoints on China: an energy security analysis of the Russia-Ukraine conflict," Utilities Policy, Elsevier, vol. 96(C).
    21. Moting Su & Zongyi Zhang & Ye Zhu & Donglan Zha & Wenying Wen, 2019. "Data Driven Natural Gas Spot Price Prediction Models Using Machine Learning Methods," Energies, MDPI, vol. 12(9), pages 1-17, May.
    22. Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).
    23. Sanin, Maria Eugenia & Özkan, Ayşegül Uçkun, 2024. "Attractiveness of clean energy stocks in Europe," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    24. Luis Aguiar-Conraria & Gilmar Conceigao & Maria Joana Soares, 2022. "How Far is Gas from becoming a Global Commodity?," The Energy Journal, , vol. 43(4), pages 179-198, May.
    25. Li, Xiuming & Sun, Mei & Gao, Cuixia & He, Huizi, 2019. "The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 306-324.
    26. Asadi, Mehrad & Roubaud, David & Tiwari, Aviral Kumar, 2022. "Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness," Energy Economics, Elsevier, vol. 109(C).
    27. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
    28. Shi, Xunpeng & Shen, Yifan, 2021. "Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium," Energy Economics, Elsevier, vol. 94(C).
    29. Dragan Miljkovic & Cole Goetz, 2023. "Futures markets and price stabilisation: An analysis of soybeans markets in North America," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 67(1), pages 104-117, January.
    30. Dragan Miljkovic & Cole Goetz, 2020. "Destabilizing role of futures markets on North American hard red spring wheat spot prices," Agricultural Economics, International Association of Agricultural Economists, vol. 51(6), pages 887-897, November.
    31. Octavian Jude & Avraham Turgeman & Claudiu Boțoc & Laura Raisa Miloș, 2023. "Volatility and Spillover Effects between Central–Eastern European Stock Markets and Energy Markets: An Emphasis on Crisis Periods," Energies, MDPI, vol. 16(17), pages 1-12, August.
    32. Wang, TianTian & Zhang, Dayong & Clive Broadstock, David, 2019. "Financialization, fundamentals, and the time-varying determinants of US natural gas prices," Energy Economics, Elsevier, vol. 80(C), pages 707-719.
    33. Yanting Chen & Peter R. Hartley & Yihui Lan, 2023. "Temperature, storage, and natural gas futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 549-575, April.
    34. Palma, Alessia & Paltrinieri, Andrea & Goodell, John W. & Oriani, Marco Ercole, 2024. "The black box of natural gas market: Past, present, and future," International Review of Financial Analysis, Elsevier, vol. 94(C).
    35. Wang, Rui & Qi, Zhongying & Shu, Yumin, 2020. "Multiple relationships between fixed-asset investment and industrial structure evolution in China–Based on Directed Acyclic Graph (DAG) analysis and VAR model," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 222-231.
    36. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    37. Qin Lu & Jingwen Liao & Kechi Chen & Yanhui Liang & Yu Lin, 2024. "Predicting Natural Gas Prices Based on a Novel Hybrid Model with Variational Mode Decomposition," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 639-678, February.
    38. Bouazizi, Tarek & Abid, Ilyes & Guesmi, Khaled & Makrychoriti, Panagiota, 2024. "Evolving energies: Analyzing stability amidst recent challenges in the natural gas market," International Review of Financial Analysis, Elsevier, vol. 95(PA).
    39. Mo, Bin & Nie, He & Zhao, Rongjie, 2024. "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, vol. 288(C).
    40. Lin, Yu & Dai, Dongsheng & Yu, Yuanyuan & Li, Zhaofeng & Huang, Wenhui & Zhao, Liangkai & Xing, Haiyang, 2025. "Forecasting natural gas prices using a novel hybrid model: Comparative study of different sliding windows," Energy, Elsevier, vol. 329(C).
    41. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
    42. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    43. Hailemariam, Abebe & Smyth, Russell, 2019. "What drives volatility in natural gas prices?," Energy Economics, Elsevier, vol. 80(C), pages 731-742.
    44. Jian Wang* & Guangshuai Zhou, 2018. "Research on the Linkage Effect of Natural Gas Price," Academic Journal of Applied Mathematical Sciences, Academic Research Publishing Group, vol. 4(9), pages 90-94, 09-2018.

  158. Zhang, Dayong & Ji, Qiang, 2018. "Further evidence on the debate of oil-gas price decoupling: A long memory approach," Energy Policy, Elsevier, vol. 113(C), pages 68-75.

    Cited by:

    1. Miao, Xiaoyu & Wang, Qunwei & Dai, Xingyu, 2022. "Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 450-470.
    2. Boeck, Maximilian & Zörner, Thomas O., 2025. "Natural gas prices, inflation expectations, and the pass-through to euro area inflation," Energy Economics, Elsevier, vol. 141(C).
    3. Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
    4. Sudeshna Ghosh & Aviral Kumar Tiwari & Buhari Doğan & Emmanuel Joel Aikins Abakah, 2024. "The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2501-2524, June.
    5. Geng, Jiang-Bo & Xu, Xiao-Yue & Ji, Qiang, 2020. "The time-frequency impacts of natural gas prices on US economic activity," Energy, Elsevier, vol. 205(C).
    6. Crescenzo, Ivan De & Mastroeni, Loretta & Quaresima, Greta & Vellucci, Pierluigi, 2025. "Geopolitical risk and uncertainty in energy markets: Evidence from wavelet-based methods," Energy Economics, Elsevier, vol. 143(C).
    7. Bouteska, Ahmed & Hajek, Petr & Fisher, Ben & Abedin, Mohammad Zoynul, 2023. "Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network," Research in International Business and Finance, Elsevier, vol. 64(C).
    8. Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019. "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, vol. 60(C), pages 118-124.
    9. Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping, 2020. "Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective," International Review of Financial Analysis, Elsevier, vol. 68(C).
    10. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management," Resources Policy, Elsevier, vol. 73(C).
    11. Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).
    12. Wang, Tiantian & Wu, Fei & Zhang, Dayong, 2025. "Evolution of the oil and gas price-linkage with multiple uncertainties," Energy Economics, Elsevier, vol. 151(C).
    13. Ramesh, Shietal & Low, Rand Kwong Yew & Faff, Robert, 2025. "Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market," Energy Economics, Elsevier, vol. 143(C).
    14. Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018. "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, vol. 76(C), pages 495-503.
    15. Zhang, Xiaokong & Chai, Jian & Tian, Lingyue & Pan, Yue & Wang, Jiaoyan, 2024. "What drives the high-risk spillover of benchmark oil prices into China's LNG market?," Energy, Elsevier, vol. 306(C).
    16. Roy Cerqueti & Viviana Fanelli, 2021. "Long memory and crude oil’s price predictability," Annals of Operations Research, Springer, vol. 299(1), pages 895-906, April.
    17. Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023. "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
    18. Wei, Zhaohao & Chai, Jian & Dong, Jichang & Lu, Quanying, 2022. "Understanding the linkage-dependence structure between oil and gas markets: A new perspective," Energy, Elsevier, vol. 257(C).
    19. Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Energy Economics, Elsevier, vol. 80(C), pages 267-276.
    20. Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2021. "Forecasting natural gas prices using highly flexible time-varying parameter models," Economic Modelling, Elsevier, vol. 105(C).
    21. Juan B'ogalo & Pilar Poncela & Eva Senra, 2020. "Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis," Papers 2007.07561, arXiv.org, revised Aug 2023.
    22. Zied Ftiti & Kais Tissaoui & Sahbi Boubaker, 2022. "On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach," Annals of Operations Research, Springer, vol. 313(2), pages 915-943, June.
    23. Tiwari, Aviral Kumar & Umar, Zaghum & Alqahtani, Faisal, 2021. "Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach," Research in International Business and Finance, Elsevier, vol. 57(C).
    24. Huszár, Zsuzsa R. & Kotró, Balázs B. & Tan, Ruth S.K., 2023. "Dynamic volatility transfer in the European oil and gas industry," Energy Economics, Elsevier, vol. 127(PA).
    25. Liu, Yang & Han, Liyan & Xu, Yang, 2021. "The impact of geopolitical uncertainty on energy volatility," International Review of Financial Analysis, Elsevier, vol. 75(C).
    26. Bouri, Elie & Lei, Xiaojie & Xu, Yahua & Zhang, Hongwei, 2023. "Connectedness in implied higher-order moments of precious metals and energy markets," Energy, Elsevier, vol. 263(PB).
    27. Szafranek, Karol & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2023. "How immune is the connectedness of European natural gas markets to exceptional shocks?," Resources Policy, Elsevier, vol. 85(PA).
    28. Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2019. "Forecasting stock returns with cycle-decomposed predictors," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 250-261.
    29. Chen, Yufeng & Wang, Chuwen & Zhu, Zhitao, 2022. "Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach," Energy Economics, Elsevier, vol. 114(C).
    30. Turdyeva, Natalia, 2019. "Effects of a terms of trade shock on the Russian economy," Conference papers 333094, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    31. Rubaszek, Michał & Uddin, Gazi Salah, 2020. "The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis," Energy Economics, Elsevier, vol. 87(C).
    32. Rubaszek Michal & Karolak Zuzanna & Kwas Marek & Uddin Gazi Salah, 2020. "The role of the threshold effect for the dynamics of futures and spot prices of energy commodities," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-20, December.
    33. Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).
    34. López, Lucia & Odendahl, Florens & Párraga Rodríguez, Susana & Silgado-Gómez, Edgar, 2026. "The pass-through to inflation of gas price shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
    35. Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020. "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers 2020-01, University of Tasmania, Tasmanian School of Business and Economics.
    36. Hupka, Yuri & Popova, Ivilina & Simkins, Betty & Lee, Thomas, 2023. "A review of the literature on LNG: Hubs development, market integration, and price discovery," Journal of Commodity Markets, Elsevier, vol. 31(C).
    37. Zhang, Dayong & Ji, Qiang & Kutan, Ali M., 2019. "Dynamic transmission mechanisms in global crude oil prices: Estimation and implications," Energy, Elsevier, vol. 175(C), pages 1181-1193.
    38. Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
    39. Liu, Yan & Shi, Xunpeng & Laurenceson, James, 2020. "Dynamics of Australia's LNG export performance: A modified constant market shares analysis," Energy Economics, Elsevier, vol. 89(C).
    40. Karol Szafranek & Marek Kwas & Grzegorz Szafrański & Zuzanna Wośko, 2020. "Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach," Energies, MDPI, vol. 13(23), pages 1-23, November.
    41. Zhang, Lingge & Yang, Dong & Wu, Shining & Luo, Meifeng, 2023. "Revisiting the pricing benchmarks for Asian LNG — An equilibrium analysis," Energy, Elsevier, vol. 262(PA).
    42. Li, Xiuming & Sun, Mei & Gao, Cuixia & He, Huizi, 2019. "The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 306-324.
    43. Shakya, Shishir & Li, Bingxin & Etienne, Xiaoli, 2022. "Shale revolution, oil and gas prices, and drilling activities in the United States," Energy Economics, Elsevier, vol. 108(C).
    44. Gogolin, Fabian & Kearney, Fearghal & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel A., 2018. "Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis," Energy Economics, Elsevier, vol. 76(C), pages 584-593.
    45. Wood, Dallas & Larson, Justin & Jones, Jason & Galperin, Diana & Shelby, Michael & Gonzalez, Manuel, 2022. "World oil price impacts on country-specific fuel markets: Evidence of a muted global rebound effect," Energy Economics, Elsevier, vol. 111(C).
    46. Hasanli, Mübariz, 2024. "Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models," Energy Economics, Elsevier, vol. 133(C).
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    Cited by:

    1. Zhu, Bo & Liu, Jiahao & Lin, Renda & Chevallier, Julien, 2021. "Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?," Energy Economics, Elsevier, vol. 101(C).
    2. Umar, Zaghum & Trabelsi, Nader & Zaremba, Adam, 2021. "Oil shocks and equity markets: The case of GCC and BRICS economies," Energy Economics, Elsevier, vol. 96(C).
    3. Evžen Kočenda & Michala Moravcová, 2024. "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series 10889, CESifo.
    4. Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019. "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
    5. Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
    6. Sun, Chuanwang & Min, Jialin & Sun, Jiacheng & Gong, Xu, 2023. "The role of China's crude oil futures in world oil futures market and China's financial market," Energy Economics, Elsevier, vol. 120(C).
    7. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2020. "Dynamic frequency connectedness between oil and natural gas volatilities," Economic Modelling, Elsevier, vol. 84(C), pages 181-189.
    8. Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022. "Risk Transmission between Green Markets and Commodities," Working Papers 2-2022, Copenhagen Business School, Department of Economics.
    9. Tadahiro Nakajima & Yuki Toyoshima, 2019. "Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets," Energies, MDPI, vol. 12(20), pages 1-15, October.
    10. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
    11. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
    12. Chen, Ling & He, Lingyun & Liu, Rongyan & Fu, Yating, 2025. "Mapping risk transmission in China's energy industry chain: Insights derived from the industry chain structure," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 971-996.
    13. Ozkan, Oktay & Olanipekun, Ifedolapo Olabisi & Olasehinde-Williams, Godwin, 2024. "Dynamic correlation among renewable energy, technology, and carbon markets: Evidence from a novel nonparametric time-frequency approach," Renewable Energy, Elsevier, vol. 237(PB).
    14. Li, Jingyu & Liu, Ranran & Yao, Yanzhen & Xie, Qiwei, 2022. "Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19," Resources Policy, Elsevier, vol. 77(C).
    15. Okorie, David Iheke & Lin, Boqiang, 2022. "Givers never lack: Nigerian oil & gas asymmetric network analyses," Energy Economics, Elsevier, vol. 108(C).
    16. Su, Hui & Zhou, Na & Wu, Qiaosheng & Bi, Zhiwei & Wang, Yuli, 2023. "Investigating price fluctuations in copper futures: Based on EEMD and Markov-switching VAR model," Resources Policy, Elsevier, vol. 82(C).
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    40. Fayc{c}al Djebari & Kahina Mehidi & Khelifa Mazouz & Philipp Otto, 2025. "Forecasting Oil Volatility through Network Models with GARCH-Informed Correlation Weights," Papers 2507.15046, arXiv.org, revised Feb 2026.
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    42. Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024. "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, vol. 33(C).
    43. Liu, Tangyong & Gong, Xu & Ge, Houyi & Wang, Jie, 2023. "Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
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    46. Kundan Mukhia & Anish Rai & SR Luwang & Md Nurujjaman & Sushovan Majhi & Chittaranjan Hens, 2024. "Complex network analysis of cryptocurrency market during crashes," Papers 2405.05642, arXiv.org.
    47. Guo, Yue & Yang, Yu & Wang, Chang, 2021. "Global energy networks: Geographies of mergers and acquisitions of worldwide oil companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 139(C).
    48. He, Kaijian & Tso, Geoffrey K.F. & Zou, Yingchao & Liu, Jia, 2018. "Crude oil risk forecasting: New evidence from multiscale analysis approach," Energy Economics, Elsevier, vol. 76(C), pages 574-583.
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    50. Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping, 2020. "Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach," International Review of Financial Analysis, Elsevier, vol. 68(C).
    51. Zhang, Yaojie & Tian, Linxing & Zhang, Zhikai, 2025. "Petroleum volatility spillover index and stock return predictability," Energy Economics, Elsevier, vol. 150(C).
    52. An, Sufang & Gao, Xiangyun & An, Haizhong & Liu, Siyao & Sun, Qingru & Jia, Nanfei, 2020. "Dynamic volatility spillovers among bulk mineral commodities: A network method," Resources Policy, Elsevier, vol. 66(C).
    53. Mukhia, Kundan & Rai, Anish & Luwang, S.R. & Nurujjaman, Md & Majhi, Sushovan & Hens, Chittaranjan, 2024. "Complex network analysis of cryptocurrency market during crashes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 653(C).
    54. Zhang, Dayong & Ji, Qiang & Kutan, Ali M., 2019. "Dynamic transmission mechanisms in global crude oil prices: Estimation and implications," Energy, Elsevier, vol. 175(C), pages 1181-1193.
    55. Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
    56. Yijin He & Tadahiro Nakajima & Shigeyuki Hamori, 2019. "Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains," Energies, MDPI, vol. 12(20), pages 1-28, October.
    57. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?," Resources Policy, Elsevier, vol. 91(C).
    58. Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020. "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, vol. 90(C), pages 209-220.
    59. Yan, Wan-Lin & (Wai Kong) Cheung, Adrian & Yuan, Jiawei, 2026. "The impact of green cryptocurrency and nongreen cryptocurrency on energy markets: Evidence from geopolitical risk and higher-order moment connectedness," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
    60. Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan, 2020. "Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective," Research in International Business and Finance, Elsevier, vol. 52(C).
    61. Li, Xiafei & Li, Bo & Wei, Guiwu & Bai, Lan & Wei, Yu & Liang, Chao, 2021. "Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US," Resources Policy, Elsevier, vol. 73(C).
    62. Wen, Fenghua & Zhao, Haocen & Zhao, Lili & Yin, Hua, 2022. "What drive carbon price dynamics in China?," International Review of Financial Analysis, Elsevier, vol. 79(C).
    63. Zhikai Zhang & Yaojie Zhang & Yudong Wang & Qunwei Wang, 2024. "The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 557-584, April.
    64. Palma, Alessia & Paltrinieri, Andrea & Goodell, John W. & Oriani, Marco Ercole, 2024. "The black box of natural gas market: Past, present, and future," International Review of Financial Analysis, Elsevier, vol. 94(C).
    65. Hau, Liya & Yang, Xiaomei & Zhang, Yongmin, 2024. "Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    66. Yang, Lu & Hamori, Shigeyuki, 2021. "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 142-158.
    67. Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Suleman, Tahir & Kang, Sang Hoon, 2021. "Asymmetric volatility connectedness among U.S. stock sectors," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    68. Iqbal, Najaf & Naeem, Muhammad Abubakr & Suleman, Muhammed Tahir, 2022. "Quantifying the asymmetric spillovers in sustainable investments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    69. Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
    70. Wu, Fei & Zhao, Wan-Li & Ji, Qiang & Zhang, Dayong, 2020. "Dependency, centrality and dynamic networks for international commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 118-132.
    71. Chen, Rongda & Xu, Jianjun, 2019. "Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model," Energy Economics, Elsevier, vol. 78(C), pages 379-391.
    72. Qifa Xu & Liukai Wang & Cuixia Jiang & Fu Jia & Lujie Chen, 2022. "Tail dependence network of new energy vehicle industry in mainland China," Annals of Operations Research, Springer, vol. 315(1), pages 565-590, August.
    73. Xizhao Wang & Mingzhe Pu & Shengxuan Sun & Yu Zhong, 2024. "Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model," Agriculture, MDPI, vol. 15(1), pages 1-21, December.
    74. Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
    75. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
    76. Radosław Puka & Bartosz Łamasz & Marek Michalski, 2021. "Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk," Energies, MDPI, vol. 14(11), pages 1-26, June.
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    1. Yu, Lean & Zha, Rui & Stafylas, Dimitrios & He, Kaijian & Liu, Jia, 2020. "Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models," International Review of Financial Analysis, Elsevier, vol. 68(C).
    2. Huthaifa Sameeh Alqaralleh & Ahmad Al-Saraireh & Alessandra Canepa, 2021. "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 130-137.
    3. Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021. "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, vol. 219(C).
    4. Liming Chen & Zhi Zhang & Ziqing Du & Lingling Deng, 2021. "Heterogeneous determinants of the exchange rate market in China with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 53(59), pages 6839-6854, December.
    5. Gong, Xu & Lin, Boqiang, 2018. "The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market," Energy Economics, Elsevier, vol. 74(C), pages 370-386.
    6. Jain, Prachi & Maitra, Debasish & Kang, Sang Hoon, 2023. "Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk," Energy Economics, Elsevier, vol. 119(C).
    7. Li, Jingyu & Liu, Ranran & Yao, Yanzhen & Xie, Qiwei, 2022. "Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19," Resources Policy, Elsevier, vol. 77(C).
    8. Yang, Yajie & Zhao, Longfeng & Zhu, Yipin & Chen, Lin & Wang, Gangjin & Wang, Chao, 2023. "Spillovers from the Russia-Ukraine conflict," Research in International Business and Finance, Elsevier, vol. 66(C).
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    40. Xu Wang & Xueyan Wu & Yingying Zhou, 2022. "Conditional Dynamic Dependence and Risk Spillover between Crude Oil Prices and Foreign Exchange Rates: New Evidence from a Dynamic Factor Copula Model," Energies, MDPI, vol. 15(14), pages 1-21, July.
    41. Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
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    1. Yoon, Seong-Min, 2022. "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, vol. 199(C), pages 536-545.
    2. Jonathan Berrisch & Florian Ziel, 2022. "Distributional modeling and forecasting of natural gas prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1065-1086, September.
    3. Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019. "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, vol. 60(C), pages 118-124.
    4. Su, Jian & Wang, Wenya & Bai, Yang & Zhou, Peng, 2025. "Measuring the natural gas price features of the Asia-Pacific market from a complex network perspective," Energy, Elsevier, vol. 314(C).
    5. Salim Lahmiri, 2025. "Causality Between Brent and West Texas Intermediate: The Effects of COVID-19 Pandemic and Russia–Ukraine War," Commodities, MDPI, vol. 4(1), pages 1-14, February.
    6. Su, Hui & Zhou, Na & Wu, Qiaosheng & Bi, Zhiwei & Wang, Yuli, 2023. "Investigating price fluctuations in copper futures: Based on EEMD and Markov-switching VAR model," Resources Policy, Elsevier, vol. 82(C).
    7. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management," Resources Policy, Elsevier, vol. 73(C).
    8. Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).
    9. Liu, Chang & Sun, Xiaolei & Wang, Jun & Li, Jianping & Chen, Jianming, 2021. "Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network," Research in International Business and Finance, Elsevier, vol. 55(C).
    10. Wang, Yilei & Cheng, Sheng & Cao, Yan, 2022. "How does economic policy uncertainty respond to the global oil price fluctuations? Evidence from BRICS countries," Resources Policy, Elsevier, vol. 79(C).
    11. Long, Huidian & Cao, Yafei, 2024. "A wavelet analysis of the relationship between carbon emissions rights and crude oil prices in China," Resources Policy, Elsevier, vol. 91(C).
    12. Xu Gong & Yujing Jin & Chuanwang Sun, 2022. "Time‐varying pure contagion effect between energy and nonenergy commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1960-1986, October.
    13. Wei, Zhaohao & Chai, Jian & Dong, Jichang & Lu, Quanying, 2022. "Understanding the linkage-dependence structure between oil and gas markets: A new perspective," Energy, Elsevier, vol. 257(C).
    14. Shao, Liuguo & Cao, Saisha & Zhang, Hua, 2024. "The impact of geopolitical risk on strategic emerging minerals prices: Evidence from MODWT-based Granger causality test," Resources Policy, Elsevier, vol. 88(C).
    15. Niu, Hongli, 2021. "Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis," Energy, Elsevier, vol. 221(C).
    16. Almeida, Dora & Ferreira, Paulo & Dionísio, Andreia & Aslam, Faheem, 2025. "Exploring the connection between geopolitical risks and energy markets," Energy Economics, Elsevier, vol. 141(C).
    17. Caporin, Massimiliano & Costola, Michele, 2022. "Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test," Energy Economics, Elsevier, vol. 111(C).
    18. Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018. "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 103-113.
    19. Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).
    20. Qing Peng & Fenghua Wen & Xu Gong, 2021. "Time‐dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 834-848, January.
    21. Ren, Yinghua & Zhao, Wanru & You, Wanhai & Zhai, Kaikai, 2021. "Multiscale and partial correlation networks analysis of risk connectedness in global equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    22. Ding, Lili & Zhao, Zhongchao & Wang, Lei, 2022. "Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?," Applied Energy, Elsevier, vol. 312(C).
    23. Shao, Liuguo & Zhang, Hua, 2020. "The impact of oil price on the clean energy metal prices: A multi-scale perspective," Resources Policy, Elsevier, vol. 68(C).
    24. Luis Aguiar-Conraria & Gilmar Conceigao & Maria Joana Soares, 2022. "How Far is Gas from becoming a Global Commodity?," The Energy Journal, , vol. 43(4), pages 179-198, May.
    25. Caporina, Massimiliano & Costola, Michele, 2021. "Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test," SAFE Working Paper Series 324, Leibniz Institute for Financial Research SAFE.
    26. Nurkhodzha Akbulaev & Elshan Mammadli & Gadir Bayramli, 2022. "The Effect of Energy Prices on Stock Indices in the Period of COVID-19: Evidence from Russia, Turkey, Brazil, and India," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 262-269, May.
    27. Wei, Jiangqiao & Ma, Zhe & Wang, Anjian & Li, Pengyuan & Sun, Xiaoyan & Yuan, Xiaojing & Hao, Hongchang & Jia, Hongxiang, 2022. "Multiscale nonlinear Granger causality and time-varying effect analysis of the relationship between iron ore futures and spot prices," Resources Policy, Elsevier, vol. 77(C).
    28. Qunwei Wang & Xingyu Dai & Dequn Zhou, 2020. "Dynamic Correlation and Risk Contagion Between “Black” Futures in China: A Multi-scale Variational Mode Decomposition Approach," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1117-1150, April.
    29. Ftiti, Zied & Hadhri, Sinda, 2019. "Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 40-55.
    30. Palma, Alessia & Paltrinieri, Andrea & Goodell, John W. & Oriani, Marco Ercole, 2024. "The black box of natural gas market: Past, present, and future," International Review of Financial Analysis, Elsevier, vol. 94(C).
    31. Hau, Liya & Yang, Xiaomei & Zhang, Yongmin, 2024. "Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    32. Kyritsis, Evangelos & Andersson, Jonas, 2019. "Causality in quantiles and dynamic relations in energy markets: (De)tails matter," Energy Policy, Elsevier, vol. 133(C).
    33. Zheng, Chengli & Zong, Hui & Huang, Bo, 2026. "Resonance and dispersion mechanisms of tail risks in energy markets based on explainable machine learning: A time-varying network perspective," Chaos, Solitons & Fractals, Elsevier, vol. 203(C).
    34. Hau, Liya & Liu, Xiaoli & Wu, Xinyu, 2025. "Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis," Research in International Business and Finance, Elsevier, vol. 73(PA).
    35. Xu, Bin & Lin, Boqiang, 2018. "Assessing the development of China's new energy industry," Energy Economics, Elsevier, vol. 70(C), pages 116-131.
    36. Liang, Qian & Lin, Qingyuan & Guo, Mengzhuo & Lu, Quanying & Zhang, Dayong, 2025. "Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model," International Review of Financial Analysis, Elsevier, vol. 102(C).
    37. Gaolu Zou & Kwong Wing Chau, 2020. "Effects of International Crude Oil Prices on Energy Consumption in China," Energies, MDPI, vol. 13(15), pages 1-17, July.
    38. Ferreira, Paulo & Almeida, Dora & Dionísio, Andreia & Bouri, Elie & Quintino, Derick, 2022. "Energy markets – Who are the influencers?," Energy, Elsevier, vol. 239(PA).
    39. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    40. Ji, Qiang & Geng, Jiang-Bo & Tiwari, Aviral Kumar, 2018. "Information spillovers and connectedness networks in the oil and gas markets," Energy Economics, Elsevier, vol. 75(C), pages 71-84.
    41. Shao, Liuguo & Hu, Wenqin & Yang, Danhui, 2020. "The price relationship between main-byproduct metals from a multiscale nonlinear Granger causality perspective," Resources Policy, Elsevier, vol. 69(C).
    42. Luo, Keyu & Guo, Qiang & Li, Xiafei, 2022. "Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?," Energy Economics, Elsevier, vol. 109(C).
    43. Jonathan Berrisch & Florian Ziel, 2020. "Distributional Modeling and Forecasting of Natural Gas Prices," Papers 2010.06227, arXiv.org, revised Aug 2021.

  164. Shaikh, Faheemullah & Ji, Qiang & Shaikh, Pervez Hameed & Mirjat, Nayyar Hussain & Uqaili, Muhammad Aslam, 2017. "Forecasting China’s natural gas demand based on optimised nonlinear grey models," Energy, Elsevier, vol. 140(P1), pages 941-951.

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    2. Song, Jiancai & Zhang, Liyi & Jiang, Qingling & Ma, Yunpeng & Zhang, Xinxin & Xue, Guixiang & Shen, Xingliang & Wu, Xiangdong, 2022. "Estimate the daily consumption of natural gas in district heating system based on a hybrid seasonal decomposition and temporal convolutional network model," Applied Energy, Elsevier, vol. 309(C).
    3. Qiao, Weibiao & Liu, Wei & Liu, Enbin, 2021. "A combination model based on wavelet transform for predicting the difference between monthly natural gas production and consumption of U.S," Energy, Elsevier, vol. 235(C).
    4. Ravnik, J. & Hriberšek, M., 2019. "A method for natural gas forecasting and preliminary allocation based on unique standard natural gas consumption profiles," Energy, Elsevier, vol. 180(C), pages 149-162.
    5. Wang, Yong & Zhang, Zejia & Wang, Yunhui & Sun, Lang & Yang, Rui & He, Wenao & Sapnken, Flavian Emmanuel & Li, Hong-Li, 2025. "A novel time-varying parameters structural adaptive Hausdorff fractional discrete grey model and its application in renewable energy production and consumption prediction," Energy, Elsevier, vol. 318(C).
    6. Ling-Ling Pei & Qin Li, 2019. "Forecasting Quarterly Sales Volume of the New Energy Vehicles Industry in China Using a Data Grouping Approach-Based Nonlinear Grey Bernoulli Model," Sustainability, MDPI, vol. 11(5), pages 1-15, February.
    7. Li, Wei & Lu, Can, 2019. "The multiple effectiveness of state natural gas consumption constraint policies for achieving sustainable development targets in China," Applied Energy, Elsevier, vol. 235(C), pages 685-698.
    8. Yu, Weichao & Gong, Jing & Song, Shangfei & Huang, Weihe & Li, Yichen & Zhang, Jie & Hong, Bingyuan & Zhang, Ye & Wen, Kai & Duan, Xu, 2019. "Gas supply reliability analysis of a natural gas pipeline system considering the effects of underground gas storages," Applied Energy, Elsevier, vol. 252(C), pages 1-1.
    9. Zhou, Xiaoyang & Chen, Hao & Chai, Jian & Wang, Shouyang & Lev, Benjamin, 2020. "Performance evaluation and prediction of the integrated circuit industry in China: A hybrid method," Socio-Economic Planning Sciences, Elsevier, vol. 69(C).
    10. Pan, Xunzhang & Wang, Lining & Dai, Jiaquan & Zhang, Qi & Peng, Tianduo & Chen, Wenying, 2020. "Analysis of China’s oil and gas consumption under different scenarios toward 2050: An integrated modeling," Energy, Elsevier, vol. 195(C).
    11. Mohamed Jaouad Malzi & Aziz Ettahir & Sa d Hanchane, 2019. "Responsiveness of Residential Natural Gas Demand to Elderly, Urban Population and Density: Evidence from Organization for Economic Co-operation and Development Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 388-395.
    12. Wu, Lifeng & Gao, Xiaohui & Xiao, Yanli & Yang, Yingjie & Chen, Xiangnan, 2018. "Using a novel multi-variable grey model to forecast the electricity consumption of Shandong Province in China," Energy, Elsevier, vol. 157(C), pages 327-335.
    13. Oleksandr Castello & Marina Resta, 2023. "A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling," Energies, MDPI, vol. 16(12), pages 1-22, June.
    14. Wu, Wen-Ze & Xu, Jie & Xie, Wanli & Zhang, Tao, 2025. "An innovative fractional grey system model and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 230(C), pages 68-79.
    15. Guo-Feng Fan & An Wang & Wei-Chiang Hong, 2018. "Combining Grey Model and Self-Adapting Intelligent Grey Model with Genetic Algorithm and Annual Share Changes in Natural Gas Demand Forecasting," Energies, MDPI, vol. 11(7), pages 1-21, June.
    16. J. Magnier, Hamza & Jrad, Asmaa, 2019. "A minimal simplified model for assessing and devising global LNG equilibrium trade portfolios while maximizing energy security," Energy, Elsevier, vol. 173(C), pages 1221-1233.
    17. Yan, Zhaojin & Yang, Guanghao & He, Rong & Yang, Hui & Ci, Hui, 2023. "“Ship-port-country” multi-dimensional research on the fine analysis of China's LNG trade," Journal of Transport Geography, Elsevier, vol. 110(C).
    18. Minglu Ma & Min Su & Shuyu Li & Feng Jiang & Rongrong Li, 2018. "Predicting Coal Consumption in South Africa Based on Linear (Metabolic Grey Model), Nonlinear (Non-Linear Grey Model), and Combined (Metabolic Grey Model-Autoregressive Integrated Moving Average Model) Models," Sustainability, MDPI, vol. 10(7), pages 1-15, July.
    19. Wang, Zheng-Xin & Wang, Zhi-Wei & Li, Qin, 2020. "Forecasting the industrial solar energy consumption using a novel seasonal GM(1,1) model with dynamic seasonal adjustment factors," Energy, Elsevier, vol. 200(C).
    20. Pan, Yinghao & Zhang, Chao-Chao & Lee, Chien-Chiang & Lv, Suxiang, 2024. "Environmental performance evaluation of electric enterprises during a power crisis: Evidence from DEA methods and AI prediction algorithms," Energy Economics, Elsevier, vol. 130(C).
    21. Peng Zhang & Xin Ma & Kun She, 2019. "Forecasting Japan’s Solar Energy Consumption Using a Novel Incomplete Gamma Grey Model," Sustainability, MDPI, vol. 11(21), pages 1-23, October.
    22. Tomasz Cieślik & Piotr Narloch & Adam Szurlej & Krzysztof Kogut, 2022. "Indirect Impact of the COVID-19 Pandemic on Natural Gas Consumption by Commercial Consumers in a Selected City in Poland," Energies, MDPI, vol. 15(4), pages 1-18, February.
    23. Peng Zhang & Xin Ma & Kun She, 2019. "A Novel Power-Driven Grey Model with Whale Optimization Algorithm and Its Application in Forecasting the Residential Energy Consumption in China," Complexity, Hindawi, vol. 2019, pages 1-22, November.
    24. Choi, Sung & Park, Jungjoon & Kang, Yong Tae, 2019. "Experimental investigation on CO2 hydrate formation/dissociation for cold thermal energy harvest and transportation applications," Applied Energy, Elsevier, vol. 242(C), pages 1358-1368.
    25. Li, Huanhuan & Chen, Diyi & Arzaghi, Ehsan & Abbassi, Rouzbeh & Xu, Beibei & Patelli, Edoardo & Tolo, Silvia, 2018. "Safety assessment of hydro-generating units using experiments and grey-entropy correlation analysis," Energy, Elsevier, vol. 165(PA), pages 222-234.
    26. Pingping Xiong & Xiaojie Wu & Jing Ye, 2023. "Building a novel multivariate nonlinear MGM(1,m,N|γ) model to forecast carbon emissions," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(9), pages 9647-9671, September.
    27. Yu, Weichao & Song, Shangfei & Li, Yichen & Min, Yuan & Huang, Weihe & Wen, Kai & Gong, Jing, 2018. "Gas supply reliability assessment of natural gas transmission pipeline systems," Energy, Elsevier, vol. 162(C), pages 853-870.
    28. Wang, Qiang & Li, Shuyu & Li, Rongrong & Ma, Minglu, 2018. "Forecasting U.S. shale gas monthly production using a hybrid ARIMA and metabolic nonlinear grey model," Energy, Elsevier, vol. 160(C), pages 378-387.
    29. Xiao, Jin & Li, Yuxi & Xie, Ling & Liu, Dunhu & Huang, Jing, 2018. "A hybrid model based on selective ensemble for energy consumption forecasting in China," Energy, Elsevier, vol. 159(C), pages 534-546.
    30. Gao, Yanyan & Zheng, Jianghuai, 2022. "Clearing the air through pipes? An evaluation of the air pollution reduction effect of China's natural gas pipeline projects," Energy Policy, Elsevier, vol. 160(C).
    31. Sahraei, Mohammad Ali & Duman, Hakan & Çodur, Muhammed Yasin & Eyduran, Ecevit, 2021. "Prediction of transportation energy demand: Multivariate Adaptive Regression Splines," Energy, Elsevier, vol. 224(C).
    32. Lu, Hongfang & Ma, Xin & Azimi, Mohammadamin, 2020. "US natural gas consumption prediction using an improved kernel-based nonlinear extension of the Arps decline model," Energy, Elsevier, vol. 194(C).
    33. Guo, Qing & Zou, Yihong, 2025. "Dynamic sustainability assessment of critical mineral resources for China's EV industry: A multi-national niche and grey model approach," Energy Policy, Elsevier, vol. 207(C).
    34. Victor Fernández-Guzmán & Edgardo R. Bravo, 2018. "Understanding Continuance Usage of Natural Gas: A Theoretical Model and Empirical Evaluation," Energies, MDPI, vol. 11(8), pages 1-17, August.
    35. Wang, Qiang & Jiang, Feng, 2019. "Integrating linear and nonlinear forecasting techniques based on grey theory and artificial intelligence to forecast shale gas monthly production in Pennsylvania and Texas of the United States," Energy, Elsevier, vol. 178(C), pages 781-803.
    36. Zhou, Weijie & Wu, Xiaoli & Ding, Song & Pan, Jiao, 2020. "Application of a novel discrete grey model for forecasting natural gas consumption: A case study of Jiangsu Province in China," Energy, Elsevier, vol. 200(C).
    37. Hafezi, Reza & Akhavan, AmirNaser & Pakseresht, Saeed & A. Wood, David, 2021. "Global natural gas demand to 2025: A learning scenario development model," Energy, Elsevier, vol. 224(C).
    38. Lifeng Wu & Xiaohui Gao & Yan Chen, 2019. "Memory Property of Grey Accumulation Generation Sequence," Complexity, Hindawi, vol. 2019, pages 1-10, July.
    39. Xu, Xiaofeng & Wei, Zhifei & Ji, Qiang & Wang, Chenglong & Gao, Guowei, 2019. "Global renewable energy development: Influencing factors, trend predictions and countermeasures," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    40. Xu, Bin & Lin, Boqiang, 2019. "Can expanding natural gas consumption reduce China's CO2 emissions?," Energy Economics, Elsevier, vol. 81(C), pages 393-407.
    41. Chia-Nan Wang & Tsang-Ta Tsai & Hsien-Pin Hsu & Le-Hoang Nguyen, 2019. "Performance Evaluation of Major Asian Airline Companies Using DEA Window Model and Grey Theory," Sustainability, MDPI, vol. 11(9), pages 1-20, May.
    42. Huanying Liu & Yulin Liu & Changhao Wang & Yanling Song & Wei Jiang & Cuicui Li & Shouxin Zhang & Bingyuan Hong, 2023. "Natural Gas Demand Forecasting Model Based on LASSO and Polynomial Models and Its Application: A Case Study of China," Energies, MDPI, vol. 16(11), pages 1-15, May.
    43. Xiaoqian Guo & Qiang Yan & Anjian Wang, 2017. "Assessment of Methods for Forecasting Shale Gas Supply in China Based on Economic Considerations," Energies, MDPI, vol. 10(11), pages 1-14, October.
    44. Federico Scarpa & Vincenzo Bianco, 2017. "Assessing the Quality of Natural Gas Consumption Forecasting: An Application to the Italian Residential Sector," Energies, MDPI, vol. 10(11), pages 1-13, November.

  165. Bing-Yue Liu & Qiang Ji & Ying Fan, 2017. "A new time-varying optimal copula model identifying the dependence across markets," Quantitative Finance, Taylor & Francis Journals, vol. 17(3), pages 437-453, March.

    Cited by:

    1. Yiguo Sun & Ximing Wu, 2018. "Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study," JRFM, MDPI, vol. 11(2), pages 1-20, June.
    2. Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    3. Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019. "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 273-284.
    4. Jin Zhang & Zhenqing Lin & Jinkai Li, 2024. "Analyzing the risk spillovers of international crude oil on China's corn and biofuel ethanol markets: A transition toward green economy and environmental sustainability," Energy & Environment, , vol. 35(3), pages 1216-1234, May.
    5. Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2018. "Trending Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201809, University of Kansas, Department of Economics, revised Sep 2018.
    6. Ji, Qiang & Liu, Bing-Yue & Fan, Ying, 2019. "Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model," Energy Economics, Elsevier, vol. 77(C), pages 80-92.
    7. Anandadeep Mandal & Sunil S. Poshakwale & Gabriel J. Power, 2021. "Do investors gain from forecasting the asymmetric return co‐movements of financial and real assets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3246-3268, July.
    8. Bazán-Palomino, Walter & Winkelried, Diego, 2025. "Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative," Emerging Markets Review, Elsevier, vol. 66(C).
    9. Yaling Chen & Qinnan Jiang & Zhifeng Dai, 2026. "Systemic Risk Spillover of Oil, Gold to China Financial Market: New Evidence From a Copula-CoVaR-MODWT Approach," Evaluation Review, , vol. 50(3), pages 384-422, June.
    10. Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023. "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    11. Kuang-Liang Chang, 2021. "A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 965-999, December.
    12. Tachibana, Minoru, 2022. "Safe haven assets for international stock markets: A regime-switching factor copula approach," Research in International Business and Finance, Elsevier, vol. 60(C).
    13. Cai, Yanpeng & Cai, Jianying & Xu, Linyu & Tan, Qian & Xu, Qiao, 2019. "Integrated risk analysis of water-energy nexus systems based on systems dynamics, orthogonal design and copula analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 99(C), pages 125-137.
    14. Yang, Kun & Wei, Yu & Li, Shouwei & He, Jianmin, 2020. "Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    15. Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
    16. Dilip Kumar, 2023. "European travel and leisure sector and uncertainties: A risk spillover analysis," Tourism Economics, , vol. 29(1), pages 48-67, February.
    17. Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain, 2021. "Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications," Resources Policy, Elsevier, vol. 74(C).
    18. He, Xiaojuan & Mishra, Shekhar & Aman, Ameenullah & Shahbaz, Muhammad & Razzaq, Asif & Sharif, Arshian, 2021. "The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach," Resources Policy, Elsevier, vol. 72(C).
    19. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
    20. Sera Şanlı & Mehmet Balcılar & Mehmet Özmen, 2025. "Predicting the volatility of Bitcoin returns based on kernel regression," Annals of Operations Research, Springer, vol. 352(3), pages 505-542, September.
    21. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Maherzi, Teja & Kayani, Umar Nawaz, 2024. "Can green investment funds hedge climate risk?," Finance Research Letters, Elsevier, vol. 60(C).
    22. Gao, Daquan & Li, Songsong & Tian, Zhihong, 2025. "Geopolitical risk, energy market volatility, and corporate energy dependence: The role of green Total factor productivity and decentralized top management team network," Energy Economics, Elsevier, vol. 148(C).
    23. Wen, Fenghua & Shui, Aojie & Cheng, Yuxiang & Gong, Xu, 2022. "Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 457-482.
    24. Shi, Huai-Long & Chen, Huayi, 2023. "Revisiting asset co-movement: Does network topology really matter?," Research in International Business and Finance, Elsevier, vol. 66(C).
    25. Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).
    26. Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping, 2020. "Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach," International Review of Financial Analysis, Elsevier, vol. 68(C).
    27. Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers of the African Governance and Development Institute. 19/092, African Governance and Development Institute..
    28. Naeem, Muhammad Abubakr & Karim, Sitara & Tiwari, Aviral Kumar, 2022. "Quantifying systemic risk in US industries using neural network quantile regression," Research in International Business and Finance, Elsevier, vol. 61(C).
    29. Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017. "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers 201759, University of Pretoria, Department of Economics.
    30. Ozan Evkaya & İsmail Gür & Bükre Yıldırım Külekci & Gülden Poyraz, 2024. "Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 2935-2980, November.
    31. Ahmet Akca & Ethem Çanakoğlu, 2021. "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(3), pages 463-504, September.
    32. Shyamal Ghosh & Prajamitra Bhuyan & Maxim Finkelstein, 2022. "On a bivariate copula for modeling negative dependence: application to New York air quality data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1329-1353, December.
    33. Li, Jie & Li, Ping, 2021. "Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks," Energy Economics, Elsevier, vol. 93(C).
    34. Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, vol. 75(C), pages 14-27.
    35. Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022. "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, vol. 313(1), pages 77-103, June.
    36. Xue, Jianhao & Dai, Xingyu & Xiao, Ling & Wang, Qunwei & Li, Matthew C., 2025. "Multi-objective carbon-energy portfolio optimization under investment horizon heterogeneity," Research in International Business and Finance, Elsevier, vol. 79(C).
    37. Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
    38. Ji, Qiang & Liu, Bing-Yue & Zhao, Wan-Li & Fan, Ying, 2020. "Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS," International Review of Financial Analysis, Elsevier, vol. 68(C).
    39. Markus J. Fülle & Helmut Herwartz, 2024. "Predicting tail risks by a Markov switching MGARCH model with varying copula regimes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2163-2186, September.
    40. Naeem, Muhammad Abubakr & Karim, Sitara, 2021. "Tail dependence between bitcoin and green financial assets," Economics Letters, Elsevier, vol. 208(C).
    41. Yuri Salazar Flores & Adán Díaz-Hernández, 2021. "Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 375-407, June.
    42. Zongwu Cai & Xiyuan Liu, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202017, University of Kansas, Department of Economics, revised Oct 2020.
    43. Karim, Sitara & Lucey, Brian M. & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2023. "The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?," Emerging Markets Review, Elsevier, vol. 54(C).
    44. Wang, Ze & Gao, Xiangyun & An, Haizhong & Tang, Renwu & Sun, Qingru, 2020. "Identifying influential energy stocks based on spillover network," International Review of Financial Analysis, Elsevier, vol. 68(C).
    45. Anubha Goel & Aparna Mehra, 2019. "Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 921-950, March.
    46. Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," MPRA Paper 101387, University Library of Munich, Germany, revised Jan 2020.
    47. Luo, Changqing & Fu, Xinxin & Chen, Carl R. & Dong, Liang, 2025. "Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    48. Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018. "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, vol. 76(C), pages 115-126.

  166. David C. Broadstock & Ying Fan & Qiang Ji & Dayong Zhang, 2016. "Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms," The Energy Journal, , vol. 37(1_suppl), pages 55-86, January.

    Cited by:

    1. Chai, Li & Wang, Yuqi & Qi, Xiaohong, 2024. "Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    2. Silva, Thiago Christiano & Braz, Tercio & Tabak, Benjamin Miranda, 2024. "Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning," Energy Economics, Elsevier, vol. 136(C).
    3. Shen, Yifan & Gu, Ziping & Abeysinghe, Tilak & Shi, Xunpeng, 2025. "Revisiting the impact of oil price shocks on macroeconomic performance: An international perspective," Economic Modelling, Elsevier, vol. 144(C).
    4. Zhou, Chengchen & Chen, Yajie & Ji, Qiang & Zhang, Dayong, 2025. "Does public attention to biodiversity matter to stock markets?," International Review of Financial Analysis, Elsevier, vol. 98(C).
    5. Nguyen, Bich Ngoc, 2025. "A sentiment-based approach to predict energy price volatility using distilRoBERTa and GARCH models," Energy Economics, Elsevier, vol. 149(C).

  167. Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2016. "The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective," Energy, Elsevier, vol. 101(C), pages 266-277.

    Cited by:

    1. Miao, Xiaoyu & Wang, Qunwei & Dai, Xingyu, 2022. "Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 450-470.
    2. Sudeshna Ghosh & Aviral Kumar Tiwari & Buhari Doğan & Emmanuel Joel Aikins Abakah, 2024. "The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2501-2524, June.
    3. Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019. "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, vol. 60(C), pages 118-124.
    4. Su, Jian & Wang, Wenya & Bai, Yang & Zhou, Peng, 2025. "Measuring the natural gas price features of the Asia-Pacific market from a complex network perspective," Energy, Elsevier, vol. 314(C).
    5. Huang, Xiaohong & Huang, Shupei, 2020. "Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective," International Review of Financial Analysis, Elsevier, vol. 72(C).
    6. Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018. "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, vol. 69(C), pages 79-88.
    7. Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).
    8. Zhu, Lin & He, Yangdong & Li, Luling & Wu, Pengbin, 2018. "Tech-economic assessment of second-generation CCS: Chemical looping combustion," Energy, Elsevier, vol. 144(C), pages 915-927.
    9. Liu, Shuyu & Huang, Shupei & Chi, Yuxi & Feng, Sida & Li, Yang & Sun, Qingru, 2020. "Three-level network analysis of the North American natural gas price: A multiscale perspective," International Review of Financial Analysis, Elsevier, vol. 67(C).
    10. Shi, Xunpeng & Variam, Hari Malamakkavu Padinjare & Shen, Yifan, 2019. "Trans-ASEAN gas pipeline and ASEAN gas market integration: Insights from a scenario analysis," Energy Policy, Elsevier, vol. 132(C), pages 83-95.
    11. Wei, Zhaohao & Chai, Jian & Dong, Jichang & Lu, Quanying, 2022. "Understanding the linkage-dependence structure between oil and gas markets: A new perspective," Energy, Elsevier, vol. 257(C).
    12. Zhang, Yu & Yu, Xin & Zhang, Peng & Zhang, Haoran, 2025. "Price impacts of natural gas chokepoints on China: an energy security analysis of the Russia-Ukraine conflict," Utilities Policy, Elsevier, vol. 96(C).
    13. Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).
    14. Moting Su & Zongyi Zhang & Ye Zhu & Donglan Zha & Wenying Wen, 2019. "Data Driven Natural Gas Spot Price Prediction Models Using Machine Learning Methods," Energies, MDPI, vol. 12(9), pages 1-17, May.
    15. Li, Xiuming & Sun, Mei & Gao, Cuixia & He, Huizi, 2019. "The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 306-324.
    16. Seo, Kyeongjun & Edgar, Thomas F. & Baldea, Michael, 2020. "Optimal demand response operation of electric boosting glass furnaces," Applied Energy, Elsevier, vol. 269(C).
    17. Yang, Boyu & Sun, Yuying & Wang, Shouyang, 2020. "A novel two-stage approach for cryptocurrency analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
    18. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    19. Saleh Mothana Obadi & Matej Korcek, 2020. "Driving Fundamentals of Natural Gas Price in Europe," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 318-324.
    20. Xia, Tongshui & Ji, Qiang & Geng, Jiang-Bo, 2020. "Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    21. Xie, Gang & Jiang, Fuxin & Zhang, Chengyuan, 2023. "A secondary decomposition-ensemble methodology for forecasting natural gas prices using multisource data," Resources Policy, Elsevier, vol. 85(PA).
    22. Xizhao Wang & Mingzhe Pu & Shengxuan Sun & Yu Zhong, 2024. "Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model," Agriculture, MDPI, vol. 15(1), pages 1-21, December.
    23. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    24. Pablo Cansado-Bravo & Carlos Rodríguez-Monroy, 2018. "Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices," Energies, MDPI, vol. 11(12), pages 1-17, December.
    25. Ji, Qiang & Geng, Jiang-Bo & Tiwari, Aviral Kumar, 2018. "Information spillovers and connectedness networks in the oil and gas markets," Energy Economics, Elsevier, vol. 75(C), pages 71-84.
    26. Chai, Jian & Zhang, Xiaokong & Lu, Quanying & Zhang, Xuejun & Wang, Yabo, 2021. "Research on imbalance between supply and demand in China's natural gas market under the double-track price system," Energy Policy, Elsevier, vol. 155(C).
    27. Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2017. "The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective," Energy Economics, Elsevier, vol. 67(C), pages 98-110.
    28. Li, Jinchao & Wu, Qianqian & Tian, Yu & Fan, Liguo, 2021. "Monthly Henry Hub natural gas spot prices forecasting using variational mode decomposition and deep belief network," Energy, Elsevier, vol. 227(C).
    29. Zhang, Dayong & Ji, Qiang, 2018. "Further evidence on the debate of oil-gas price decoupling: A long memory approach," Energy Policy, Elsevier, vol. 113(C), pages 68-75.
    30. Zhang, Dayong & Shi, Min & Shi, Xunpeng, 2018. "Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade," Energy Economics, Elsevier, vol. 69(C), pages 33-41.

  168. Ji, Qiang & Fan, Ying, 2016. "How do China's oil markets affect other commodity markets both domestically and internationally?," Finance Research Letters, Elsevier, vol. 19(C), pages 247-254.

    Cited by:

    1. Chi Zhang & Zhengning Pu & Qin Zhou, 2018. "Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market," Sustainability, MDPI, vol. 10(1), pages 1-14, January.
    2. Uddin, Gazi Salah & Luo, Tianqi & Yahya, Muhammad & Jayasekera, Ranadeva & Rahman, Md Lutfur & Okhrin, Yarema, 2023. "Risk network of global energy markets," Energy Economics, Elsevier, vol. 125(C).
    3. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 229-242.
    4. Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018. "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 203-213.
    5. Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018. "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, vol. 69(C), pages 79-88.
    6. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 167-179.
    7. Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).
    8. Ye, Wuyi & Guo, Ranran & Deschamps, Bruno & Jiang, Ying & Liu, Xiaoquan, 2021. "Macroeconomic forecasts and commodity futures volatility," Economic Modelling, Elsevier, vol. 94(C), pages 981-994.
    9. Hou, Yang & Li, Steven & Wen, Fenghua, 2019. "Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach," Energy Economics, Elsevier, vol. 83(C), pages 119-143.
    10. Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers of the African Governance and Development Institute. 19/092, African Governance and Development Institute..
    11. Zhang, Qi & Di, Peng & Farnoosh, Arash, 2021. "Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models," Energy, Elsevier, vol. 223(C).
    12. Zhang, Dayong & Ji, Qiang & Kutan, Ali M., 2019. "Dynamic transmission mechanisms in global crude oil prices: Estimation and implications," Energy, Elsevier, vol. 175(C), pages 1181-1193.
    13. Chen, Hao & Xu, Chao & Peng, Yun, 2022. "Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China," Resources Policy, Elsevier, vol. 78(C).
    14. Wood, Dallas & Larson, Justin & Jones, Jason & Galperin, Diana & Shelby, Michael & Gonzalez, Manuel, 2022. "World oil price impacts on country-specific fuel markets: Evidence of a muted global rebound effect," Energy Economics, Elsevier, vol. 111(C).
    15. Afees A. Salisu & Kazeem Isah, 2017. "Predicting US Inflation: Evidence from a New Approach," Working Papers 039, Centre for Econometric and Allied Research, University of Ibadan.
    16. Ping, Li & Ziyi, Zhang & Tianna, Yang & Qingchao, Zeng, 2018. "The relationship among China’s fuel oil spot, futures and stock markets," Finance Research Letters, Elsevier, vol. 24(C), pages 151-162.
    17. Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, vol. 75(C), pages 14-27.
    18. Meng, Juan & Nie, He & Mo, Bin & Jiang, Yonghong, 2020. "Risk spillover effects from global crude oil market to China’s commodity sectors," Energy, Elsevier, vol. 202(C).
    19. Xiangcai Meng, 2018. "Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea," International Journal of Energy Economics and Policy, Econjournals, vol. 8(4), pages 125-133.
    20. Wu, Fei & Zhao, Wan-Li & Ji, Qiang & Zhang, Dayong, 2020. "Dependency, centrality and dynamic networks for international commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 118-132.
    21. Babalos, Vassilios & Balcilar, Mehmet, 2017. "Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, vol. 21(C), pages 126-131.
    22. Chen, Peng & He, Limin & Yang, Xuan, 2021. "On interdependence structure of China's commodity market," Resources Policy, Elsevier, vol. 74(C).
    23. Xue, Jianhao & Dai, Xingyu & Zhang, Dongna & Nghiem, Xuan-Hoa & Wang, Qunwei, 2024. "Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios," International Review of Economics & Finance, Elsevier, vol. 96(PC).
    24. Luo, Jiawen & Ji, Qiang, 2018. "High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets," Energy Economics, Elsevier, vol. 76(C), pages 424-438.

  169. Jiang-Bo Geng & Qiang Ji, 2016. "Technological innovation and renewable energy development: evidence based on patent counts," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 15(3), pages 217-234.

    Cited by:

    1. Modhurima Dey Amin & Syed Badruddoza & Jill J. McCluskey, 2021. "Does conventional energy pricing induce innovation in renewable energy? New evidence from a nonlinear approach," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(2), pages 659-679, June.
    2. Elvis K. Ofori & Festus V. Bekun & Bright A. Gyamfi & Ali E. Baba & Stephen T. Onifade & Simplice A. Asongu, 2024. "Prospect of Trade and Innovation in Renewable Energy Deployment: A Comparative analysis between BRICS and MINT Countries," Working Papers 24/022, European Xtramile Centre of African Studies (EXCAS).
    3. Alam, Mohammad Mahtab & Murshed, Muntasir & Ozturk, Ilhan & Khudoykulov, Kurshid, 2024. "Macroeconomic determinants of non-renewable and renewable energy consumption in India: The roles of international trade, innovative technologies, financial globalization, carbon emissions, financial development, and urbanization," Energy, Elsevier, vol. 308(C).
    4. Shiyue Su & Md. Qamruzzaman & Salma Karim, 2023. "Charting a Sustainable Future: The Impact of Economic Policy, Environmental Taxation, Innovation, and Natural Resources on Clean Energy Consumption," Sustainability, MDPI, vol. 15(18), pages 1-34, September.
    5. Li, Jiaman & Dong, Kangyin & Dong, Xiucheng, 2022. "Green energy as a new determinant of green growth in China: The role of green technological innovation," Energy Economics, Elsevier, vol. 114(C).
    6. Zheng, Shuhong & Yang, Juan & Yu, Shiwei, 2021. "How renewable energy technological innovation promotes renewable power generation: Evidence from China's provincial panel data," Renewable Energy, Elsevier, vol. 177(C), pages 1394-1407.
    7. Zhang, Dongyang & Kong, Qunxi, 2022. "Green energy transition and sustainable development of energy firms: An assessment of renewable energy policy," Energy Economics, Elsevier, vol. 111(C).
    8. Ostadzad, Ali Hossein, 2022. "Innovation and carbon emissions: Fixed-effects panel threshold model estimation for renewable energy," Renewable Energy, Elsevier, vol. 198(C), pages 602-617.
    9. Horvey, Sylvester Senyo & Odei-Mensah, Jones & Moloi, Tankiso & Bokpin, Godfred A., 2024. "Digital economy, financial development and energy transition in Africa: Exploring for synergies and nonlinearities," Applied Energy, Elsevier, vol. 376(PB).
    10. Xiaoyan Shi & Daimin Shi, 2025. "Impact of Green Finance on Renewable Energy Technology Innovation: Empirical Evidence from China," Sustainability, MDPI, vol. 17(5), pages 1-19, March.
    11. Najia Saqib & Ivan A. Duran & Nazia Hashmi, 2022. "Impact of Financial Deepening, Energy Consumption and Total Natural Resource Rent on CO2 Emission in the GCC Countries: Evidence from Advanced Panel Data Simulation," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 400-409, March.
    12. Bekhet, Hussain Ali & Latif, Nurul Wahilah Abdul, 2018. "The impact of technological innovation and governance institution quality on Malaysia's sustainable growth: Evidence from a dynamic relationship," Technology in Society, Elsevier, vol. 54(C), pages 27-40.
    13. Bruns, Stephan B. & Kalthaus, Martin, 2020. "Flexibility in the selection of patent counts: Implications for p-hacking and evidence-based policymaking," Research Policy, Elsevier, vol. 49(1).
    14. Albiona Pestisha & Zoltán Gabnai & Aidana Chalgynbayeva & Péter Lengyel & Attila Bai, 2023. "On-Farm Renewable Energy Systems: A Systematic Review," Energies, MDPI, vol. 16(2), pages 1-25, January.
    15. Siddik, Abu Bakkar & Khan, Samiha & Khan, Uzma & Yong, Li & Murshed, Muntasir, 2023. "The role of renewable energy finance in achieving low-carbon growth: contextual evidence from leading renewable energy-investing countries," Energy, Elsevier, vol. 270(C).
    16. He, Zhi-Wen & Lee, Chien-Chiang & Sharma, Susan Sunila, 2025. "The impact of geopolitical risks on the renewable energy transition," Energy Economics, Elsevier, vol. 143(C).
    17. Saadaoui, Haifa & Omri, Emna & Chtourou, Nouri, 2024. "The transition to renewable energies in Tunisia: The asymmetric impacts of technological innovation, government stability, and democracy," Energy, Elsevier, vol. 293(C).
    18. Khan, Anwar & Chenggang, Yang & Hussain, Jamal & Kui, Zhou, 2021. "Impact of technological innovation, financial development and foreign direct investment on renewable energy, non-renewable energy and the environment in belt & Road Initiative countries," Renewable Energy, Elsevier, vol. 171(C), pages 479-491.
    19. Zhu, Xuehong & Ding, Qian & Chen, Jinyu, 2022. "How does critical mineral trade pattern affect renewable energy development? The mediating role of renewable energy technological progress," Energy Economics, Elsevier, vol. 112(C).
    20. John Wiredu & Qian Yang & Agyemang Kwasi Sampene & Shadi Saljoughipour, 2025. "Economic Advancement and Renewable Energy Transition: Exploring the Integral Role of Trade Openness, Digital Transition, and Urbanization Among the NAFTA Economies," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(5), pages 15785-15822, November.
    21. Limei Ma & Qianying Wang & Dan Shi & Qinglong Shao, 2023. "Spatiotemporal patterns and determinants of renewable energy innovation: Evidence from a province-level analysis in China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
    22. Yang, Tianjian & Qian, Peng & Lei, Tianyi, 2025. "Does ease of doing business promote renewable energy development? Evidence from 162 economies," Journal of Asian Economics, Elsevier, vol. 97(C).
    23. Bourcet, Clémence, 2020. "Empirical determinants of renewable energy deployment: A systematic literature review," Energy Economics, Elsevier, vol. 85(C).
    24. Ayşegül Özkan, 2026. "Exploring the Drivers of Renewable Energy Consumption: The Roles of Innovation, Financial Globalization, and Uncertainty in Next-11 Countries," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 11(1), pages 120-139.
    25. Itbar Khan & Ruoyu Zhong & Hayat Khan & Florian Marcel Nuţă, 2025. "The effect of technological innovation, trademark application, economic growth, and CO2 emissions on renewable energy consumption in Asian Belt and Road initiative countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(12), pages 29603-29624, December.
    26. Hemrit, Wael & Benlagha, Noureddine, 2021. "Does renewable energy index respond to the pandemic uncertainty?," Renewable Energy, Elsevier, vol. 177(C), pages 336-347.
    27. Nabila Abid & Jianzu Wu & Fayyaz Ahmad & Muhammad Umar Draz & Abbas Ali Chandio & Hui Xu, 2020. "Incorporating Environmental Pollution and Human Development in the Energy-Growth Nexus: A Novel Long Run Investigation for Pakistan," IJERPH, MDPI, vol. 17(14), pages 1-22, July.
    28. Qin, Yong & Xu, Zeshui & Wang, Xinxin & Škare, Marinko, 2023. "The effects of financial institutions on the green energy transition: A cross-sectional panel study," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 524-542.

  170. Ji, Qiang & Fan, Ying, 2016. "Evolution of the world crude oil market integration: A graph theory analysis," Energy Economics, Elsevier, vol. 53(C), pages 90-100.

    Cited by:

    1. Zhu, Bo & Liu, Jiahao & Lin, Renda & Chevallier, Julien, 2021. "Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?," Energy Economics, Elsevier, vol. 101(C).
    2. Tam Hoang-Nhat Dang & Nhan Thien Nguyen & Duc Hong Vo, 2023. "Sectoral volatility spillovers and their determinants in Vietnam," Economic Change and Restructuring, Springer, vol. 56(1), pages 681-700, February.
    3. Yin, Libo & Yang, Sen, 2023. "Oil price returns and firm's fixed investment: A production pattern," Energy Economics, Elsevier, vol. 125(C).
    4. Wu, X.F. & Chen, G.Q., 2019. "Global overview of crude oil use: From source to sink through inter-regional trade," Energy Policy, Elsevier, vol. 128(C), pages 476-486.
    5. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
    6. Sanusi Yakubu Muhammad & Isah Auwal & Bello Abdulmajeed Kumo & Yusuf Fadimah, 2023. "Oil Price and Stock Market Nexus in Nigeria: An Asymmetric Cointegration Based on Non-Linear Ardl Approach," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(11), pages 573-591, November.
    7. Yu, Jia-Wei & Xie, Wen-Jie & Jiang, Zhi-Qiang, 2018. "Early warning model based on correlated networks in global crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1335-1343.
    8. Su, Jian & Wang, Wenya & Bai, Yang & Zhou, Peng, 2025. "Measuring the natural gas price features of the Asia-Pacific market from a complex network perspective," Energy, Elsevier, vol. 314(C).
    9. Mirza, Nawazish & Naeem, Muhammad Abubakr & Ha Nguyen, Thi Thu & Arfaoui, Nadia & Oliyide, Johnson A., 2023. "Are sustainable investments interdependent? The international evidence," Economic Modelling, Elsevier, vol. 119(C).
    10. Feng, Jiabao & Wang, Yudong & Yin, Libo, 2017. "Oil volatility risk and stock market volatility predictability: Evidence from G7 countries," Energy Economics, Elsevier, vol. 68(C), pages 240-254.
    11. Liu, Zhenhua & Ji, Qiang & Zhai, Pengxiang & Ding, Zhihua, 2023. "Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications," Research in International Business and Finance, Elsevier, vol. 66(C).
    12. Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Dependence dynamics of US REITs," International Review of Financial Analysis, Elsevier, vol. 81(C).
    13. Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022. "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, vol. 38(1), pages 51-73.
    14. Ji, Qiang & Fan, Ying, 2016. "How do China's oil markets affect other commodity markets both domestically and internationally?," Finance Research Letters, Elsevier, vol. 19(C), pages 247-254.
    15. Fotios Gkatzoglou & Theophilos Papadimitriou & Periklis Gogas, 2024. "Fuel Price Networks in the EU," Economies, MDPI, vol. 12(5), pages 1-24, April.
    16. Zhu, Bo & Lin, Renda & Liu, Jiahao, 2020. "Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective," Energy Economics, Elsevier, vol. 89(C).
    17. Sun, Chuanwang & Peng, Yiqi & Zhan, Yanhong, 2023. "How does China's crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 204-222.
    18. Sun, Chuanwang & Zhan, Yanhong & Peng, Yiqi & Cai, Weiyi, 2022. "Crude oil price and exchange rate: Evidence from the period before and after the launch of China's crude oil futures," Energy Economics, Elsevier, vol. 105(C).
    19. Bilal Ahmed Memon & Rabia Tahir, 2021. "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 329-344.
    20. Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Ahmad, Nasir & Vo, Xuan Vinh, 2021. "Dependence among metals and mining companies of the US and Europe during normal and crises periods," Resources Policy, Elsevier, vol. 73(C).
    21. Duan, Kun & Ren, Xiaohang & Wen, Fenghua & Chen, Jinyu, 2023. "Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework," Journal of Commodity Markets, Elsevier, vol. 29(C).
    22. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Wen, Shaobo & Jia, Xiaoliang, 2016. "The global interdependence among oil-equity nexuses," Energy, Elsevier, vol. 107(C), pages 259-271.
    23. Lee, Chien-Chiang & Zhou, Hegang & Xu, Chao & Zhang, Xiaoming, 2023. "Dynamic spillover effects among international crude oil markets from the time-frequency perspective," Resources Policy, Elsevier, vol. 80(C).
    24. Liu, Jiahao & Zhu, Bo & Hu, Xin, 2024. "Systemic risk spillovers among global energy firms: Does geopolitical risk matter?," Energy Economics, Elsevier, vol. 140(C).
    25. Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020. "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 53(C).
    26. Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
    27. Shao, Liuguo & Kou, Wenwen & Zhang, Hua, 2022. "The evolution of the global cobalt and lithium trade pattern and the impacts of the low-cobalt technology of lithium batteries based on multiplex network," Resources Policy, Elsevier, vol. 76(C).
    28. Yang, Jie & Feng, Yun & Yang, Hao, 2025. "Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    29. Ji, Qiang & Bouri, Elie & Roubaud, David, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 1-12.
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    31. Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers of the African Governance and Development Institute. 19/092, African Governance and Development Institute..
    32. Le, Thai Hong & Pham, Dat Thanh & Le, Khanh Ngoc & Le, Anh Chi & Nguyen, Huong Mai Thi, 2026. "Mapping information flows among digital assets: An entropy and network-based study of cryptocurrencies, DeFi, and NFTs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 681(C).
    33. Zhang, Qi & Di, Peng & Farnoosh, Arash, 2021. "Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models," Energy, Elsevier, vol. 223(C).
    34. Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
    35. Zhang, Dayong & Ji, Qiang & Kutan, Ali M., 2019. "Dynamic transmission mechanisms in global crude oil prices: Estimation and implications," Energy, Elsevier, vol. 175(C), pages 1181-1193.
    36. Lu, Xinjie & Ma, Feng & Li, Haibo & Wang, Jianqiong, 2023. "INE oil futures volatility prediction: Exchange rates or international oil futures volatility?," Energy Economics, Elsevier, vol. 126(C).
    37. Rehman, Mobeen Ur & Ahmad, Nasir & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2022. "Dependence dynamics of stock markets during COVID-19," Emerging Markets Review, Elsevier, vol. 51(PB).
    38. Ouyang, Ruolan & Zhuang, Chengkai & Wang, Tingting & Zhang, Xuan, 2022. "Network analysis of risk transmission among energy futures: An industrial chain perspective," Energy Economics, Elsevier, vol. 107(C).
    39. Qiao, Sen & Dang, Yi Jing & Ren, Zheng Yu & Zhang, Kai Quan, 2023. "The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method," Energy, Elsevier, vol. 266(C).
    40. Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2020. "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, Elsevier, vol. 164(C), pages 18-35.
    41. Cui, Jinxin & Maghyereh, Aktham, 2023. "Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective," Journal of Commodity Markets, Elsevier, vol. 30(C).
    42. Arfaoui, Nadia & Naeem, Muhammad Abubakr & Boubaker, Sabri & Mirza, Nawazish & Karim, Sitara, 2023. "Interdependence of clean energy and green markets with cryptocurrencies," Energy Economics, Elsevier, vol. 120(C).
    43. Dong, Chao & Yin, Qiuju & Lane, Kevin J. & Yan, Zhijun & Shi, Tianyu & Liu, Yan & Bell, Michelle L., 2018. "Competition and transmission evolution of global food trade: A case study of wheat," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 998-1008.
    44. Zhou, Jinlan & Li, Zhensheng & Liu, Zhuang, 2025. "Oil market uncertainty and China's macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis," Energy Economics, Elsevier, vol. 148(C).
    45. Gronwald, Marc & Jin, Xin, 2024. "Measuring world oil market integration with a Thick Pen," Energy Economics, Elsevier, vol. 130(C).
    46. Román Ferrer & Rafael Benítez & Vicente J. Bolós, 2021. "Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis," Mathematics, MDPI, vol. 9(8), pages 1-20, April.
    47. Zsuzsanna Bacsi & Mária Fekete-Farkas & Muhammad Imam Ma’ruf, 2023. "A Graph-Based Network Analysis of Global Coffee Trade—The Impact of COVID-19 on Trade Relations in 2020," Sustainability, MDPI, vol. 15(4), pages 1-32, February.
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    49. Gong, Xiao-Li & Jia, Kai-Wen & Xiong, Xiong, 2025. "How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict," International Review of Economics & Finance, Elsevier, vol. 103(C).
    50. Liu, Litao & Cao, Zhi & Liu, Xiaojie & Shi, Lei & Cheng, Shengkui & Liu, Gang, 2020. "Oil security revisited: An assessment based on complex network analysis," Energy, Elsevier, vol. 194(C).
    51. Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023. "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, vol. 86(PA).
    52. Wu, Fei & Zhao, Wan-Li & Ji, Qiang & Zhang, Dayong, 2020. "Dependency, centrality and dynamic networks for international commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 118-132.
    53. Zhiwei Zhang & Dayong Zhang & Fei Wu & Qiang Ji, 2021. "Systemic risk in the Chinese financial system: A copula‐based network approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2044-2063, April.
    54. Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.
    55. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Mensi, Walid & Tiwari, Aviral, 2024. "Exploring the ripple effect: Time-frequency dynamics of uncertainty indexes, green bonds, oil, and stocks," MPRA Paper 126835, University Library of Munich, Germany.
    56. He, Chengying & Huang, Ke & Lin, Jianwu & Wang, Tianqi & Zhang, Zuominyang, 2023. "Explain systemic risk of commodity futures market by dynamic network," International Review of Financial Analysis, Elsevier, vol. 88(C).
    57. Wenlong Yang & Wentian Shi & Weidong Guo, 2026. "Evolution and proximity analysis of oil and natural gas trade networks among the Belt and Road Initiative countries," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-18, December.
    58. He, Chengying & Wen, Zhang & Huang, Ke & Ji, Xiaoqin, 2022. "Sudden shock and stock market network structure characteristics: A comparison of past crisis events," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
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    62. Guo, Sui & Li, Huajiao & An, Haizhong & Ma, Ning & Sun, Qingru & Feng, Sida & Sun, Guangzhao & Liu, Yanxin, 2024. "Detecting the horizontal/vertical price relationship patterns in the global oil industry chain through network analysis," Energy, Elsevier, vol. 296(C).
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  171. Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2016. "The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model," Energy Policy, Elsevier, vol. 96(C), pages 167-178.

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    1. Boeck, Maximilian & Zörner, Thomas O., 2025. "Natural gas prices, inflation expectations, and the pass-through to euro area inflation," Energy Economics, Elsevier, vol. 141(C).
    2. Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
    3. Sudeshna Ghosh & Aviral Kumar Tiwari & Buhari Doğan & Emmanuel Joel Aikins Abakah, 2024. "The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2501-2524, June.
    4. Michał Rubaszek & Karol Szafranek, 2025. "The European energy crisis and the US natural gas market dynamics: a structural VAR investigation," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-22, February.
    5. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2020. "Dynamic frequency connectedness between oil and natural gas volatilities," Economic Modelling, Elsevier, vol. 84(C), pages 181-189.
    6. Masoud Shirazi & José Alberto Fuinhas & Nuno Silva, 2023. "Sustainable economic development and geopolitics: The role of energy trilemma policies," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(4), pages 2471-2491, August.
    7. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2017. "The dynamic linkages between crude oil and natural gas markets," Energy Economics, Elsevier, vol. 62(C), pages 155-170.
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    21. Millot, Ariane & Maïzi, Nadia, 2021. "From open-loop energy revolutions to closed-loop transition: What drives carbon neutrality?," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
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    26. Rubaszek, Michał & Uddin, Gazi Salah, 2020. "The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis," Energy Economics, Elsevier, vol. 87(C).
    27. Theodosios Perifanis & Athanasios Dagoumas, 2018. "Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets," Energies, MDPI, vol. 11(10), pages 1-25, October.
    28. Li, Boying & Zheng, Mingbo & Zhao, Xinxin & Chang, Chun-Ping, 2021. "An assessment of the effect of partisan ideology on shale gas production and the implications for environmental regulations," Economic Systems, Elsevier, vol. 45(3).
    29. Hupka, Yuri & Popova, Ivilina & Simkins, Betty & Lee, Thomas, 2023. "A review of the literature on LNG: Hubs development, market integration, and price discovery," Journal of Commodity Markets, Elsevier, vol. 31(C).
    30. Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
    31. Vitor Miguel Ribeiro & Gustavo Soutinho & Isabel Soares, 2023. "Natural Gas Prices in the Framework of European Union’s Energy Transition: Assessing Evolution and Drivers," Energies, MDPI, vol. 16(4), pages 1-46, February.
    32. Kumar, Suresh & Choudhary, Sangita & Singh, Gurcharan & Singhal, Shelly, 2021. "Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model," Resources Policy, Elsevier, vol. 73(C).
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    34. Shi, Xunpeng & Shen, Yifan, 2021. "Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium," Energy Economics, Elsevier, vol. 94(C).
    35. Hasanli, Mübariz, 2024. "Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models," Energy Economics, Elsevier, vol. 133(C).
    36. Shirazi, Masoud, 2022. "Assessing energy trilemma-related policies: The world's large energy user evidence," Energy Policy, Elsevier, vol. 167(C).
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    38. Yanting Chen & Peter R. Hartley & Yihui Lan, 2023. "Temperature, storage, and natural gas futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 549-575, April.
    39. Wen Li & Yuxi Liu & Siqi Xiao & Yu Zhang & Lihe Chai, 2018. "An Investigation of the Underlying Evolution of Shale Gas Research’s Domain Based on the Co-Word Network," Sustainability, MDPI, vol. 10(1), pages 1-23, January.
    40. Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
    41. Yusong Wu & Xiao Li & Jianming He & Bo Zheng, 2016. "Mechanical Properties of Longmaxi Black Organic-Rich Shale Samples from South China under Uniaxial and Triaxial Compression States," Energies, MDPI, vol. 9(12), pages 1-24, December.
    42. Xia, Tongshui & Ji, Qiang & Geng, Jiang-Bo, 2020. "Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
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    44. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    45. Pablo Cansado-Bravo & Carlos Rodríguez-Monroy, 2018. "Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices," Energies, MDPI, vol. 11(12), pages 1-17, December.
    46. Marwane El Alaoui & Elie Bouri & Nehme Azoury, 2020. "The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models," IJFS, MDPI, vol. 8(3), pages 1-13, July.
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    49. Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021. "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, vol. 103(C).
    50. Uribe, Jorge M. & Mosquera-López, Stephanía & Guillen, Montserrat, 2020. "Characterizing electricity market integration in Nord Pool," Energy, Elsevier, vol. 208(C).
    51. Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2017. "The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective," Energy Economics, Elsevier, vol. 67(C), pages 98-110.
    52. Zhang, Dayong & Ji, Qiang, 2018. "Further evidence on the debate of oil-gas price decoupling: A long memory approach," Energy Policy, Elsevier, vol. 113(C), pages 68-75.
    53. Zhang, Dayong & Shi, Min & Shi, Xunpeng, 2018. "Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade," Energy Economics, Elsevier, vol. 69(C), pages 33-41.

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    1. Gong, Xu & Lin, Boqiang, 2018. "The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market," Energy Economics, Elsevier, vol. 74(C), pages 370-386.
    2. Maghyereh, Aktham & Abdoh, Hussein & Awartani, Basel, 2022. "Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?," Journal of Commodity Markets, Elsevier, vol. 26(C).
    3. Liu, Zhenhua & Tseng, Hui-Kuan & Wu, Jy S. & Ding, Zhihua, 2020. "Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects," Resources Policy, Elsevier, vol. 66(C).
    4. Maud Korley & Evangelos Giouvris, 2022. "The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries," Economies, MDPI, vol. 10(11), pages 1-29, November.
    5. Tareq Saeed & Elie Bouri & Dang Khoa Tran, 2020. "Hedging Strategies of Green Assets against Dirty Energy Assets," Energies, MDPI, vol. 13(12), pages 1-17, June.
    6. Fassas, Athanasios P. & Siriopoulos, Costas, 2021. "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 303-329.
    7. Qadan, Mahmoud & Nama, Hazar, 2018. "Investor sentiment and the price of oil," Energy Economics, Elsevier, vol. 69(C), pages 42-58.
    8. Saeed, Tareq & Bouri, Elie & Alsulami, Hamed, 2021. "Extreme return connectedness and its determinants between clean/green and dirty energy investments," Energy Economics, Elsevier, vol. 96(C).
    9. Ji, Qiang & Li, Jianping & Sun, Xiaolei, 2019. "Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports," Finance Research Letters, Elsevier, vol. 30(C), pages 420-425.
    10. He, Zhifang & Dong, Tianqi & Qian, Wanchuan & Xu, Wei, 2024. "Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices," International Review of Economics & Finance, Elsevier, vol. 95(C).
    11. Yang, Kun & Wei, Yu & Li, Shouwei & Liu, Liang & Wang, Lei, 2021. "Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics," Energy Economics, Elsevier, vol. 96(C).
    12. Xiao, Jihong & Wen, Fenghua & He, Zhifang, 2023. "Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis," Energy, Elsevier, vol. 267(C).
    13. Xiao, Jihong & Liu, Hong, 2023. "The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?," Resources Policy, Elsevier, vol. 82(C).
    14. Wang, Lu & Ma, Feng & Niu, Tianjiao & Liang, Chao, 2021. "The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market," Energy Economics, Elsevier, vol. 99(C).
    15. Li, Di & Wu, Zhige & Tang, Yixuan, 2024. "Do climate risks affect dirty–clean energy stock price dynamic correlations?," Energy Economics, Elsevier, vol. 136(C).
    16. Li, Sufang & Zhang, Hu & Yuan, Di, 2019. "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, vol. 84(C).
    17. Lin, Boqiang & Bai, Rui, 2021. "Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective," Research in International Business and Finance, Elsevier, vol. 56(C).
    18. Gongyue Jiang & Gaoxiu Qiao & Lu Wang & Feng Ma, 2024. "Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2378-2398, September.
    19. Hardik A. Marfatia & Qiang Ji & Jiawen Luo, 2022. "Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 383-404, March.
    20. Liao, Jianhui & Zhu, Xuehong & Chen, Jinyu, 2021. "Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies," International Review of Financial Analysis, Elsevier, vol. 77(C).
    21. Pakrooh, Parisa & Manera, Matteo, 2024. "Causality, Connectedness, and Volatility pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU," Resources Policy, Elsevier, vol. 99(C).
    22. Krzysztof Echaust & Małgorzata Just, 2021. "Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic," Energies, MDPI, vol. 14(14), pages 1-21, July.
    23. Ji, Qiang & Bouri, Elie & Roubaud, David, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 1-12.
    24. Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017. "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, vol. 68(C), pages 53-65.
    25. Jeng-Bau Lin & Wei Tsai, 2019. "The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment," Energies, MDPI, vol. 12(15), pages 1-17, August.
    26. Yu, Yue & Wang, Jianzhou & Jiang, He & Lu, Haiyan, 2025. "How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective," Resources Policy, Elsevier, vol. 100(C).
    27. Alomari, Mohammed & Selmi, Refk & Mensi, Walid & Ko, Hee-Un & Kang, Sang Hoon, 2024. "Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 210-228.
    28. Chen, Yu & Lin, Boqiang, 2022. "Quantifying the extreme spillovers on worldwide ESG leaders' equity," International Review of Financial Analysis, Elsevier, vol. 84(C).
    29. Dutta, Anupam & Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh, 2020. "Impact of energy sector volatility on clean energy assets," Energy, Elsevier, vol. 212(C).
    30. Bechir Raggad & Elie Bouri, 2023. "Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests," Mathematics, MDPI, vol. 11(3), pages 1-23, January.
    31. Geng, Jiang-Bo & Chen, Fu-Rui & Ji, Qiang & Liu, Bing-Yue, 2021. "Network connectedness between natural gas markets, uncertainty and stock markets," Energy Economics, Elsevier, vol. 95(C).
    32. Jeng-Bau Lin & Chin-Chia Liang & Wei Tsai, 2019. "Nonlinear Relationships between Oil Prices and Implied Volatilities: Providing More Valuable Information," Sustainability, MDPI, vol. 11(14), pages 1-15, July.
    33. Li, Shuping & Li, Jianfeng & Lu, Xinsheng & Sun, Yihong, 2022. "Exploring the dynamic nonlinear relationship between crude oil price and implied volatility indices: A new perspective from MMV-MFDFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    34. Lian, Ziying & Cai, Jun & Webb, Robert I., 2020. "Oil stocks, risk factors, and tail behavior," Energy Economics, Elsevier, vol. 91(C).
    35. Raggad, Bechir, 2023. "Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach," Resources Policy, Elsevier, vol. 80(C).
    36. Zhang, Hongwei & Jin, Chen & Bouri, Elie & Gao, Wang & Xu, Yahua, 2023. "Realized higher-order moments spillovers between commodity and stock markets: Evidence from China," Journal of Commodity Markets, Elsevier, vol. 30(C).
    37. Alexey Mikhaylov & Ishaq M. Bhatti & Hasan Dinçer & Serhat Yüksel, 2024. "Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 305-338, January.
    38. Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.
    39. Adrian Fernandez‐Perez & Raquel López, 2023. "The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1499-1530, November.
    40. Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018. "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, vol. 76(C), pages 115-126.

  173. Shaikh, Faheemullah & Ji, Qiang & Fan, Ying, 2016. "Prospects of Pakistan–China Energy and Economic Corridor," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 253-263.

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    1. Wen, Xin & Ma, Hoi-Lam & Choi, Tsan-Ming & Sheu, Jiuh-Biing, 2019. "Impacts of the Belt and Road Initiative on the China-Europe trading route selections," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 122(C), pages 581-604.
    2. Zhao, Yujia & Shuai, Jing & Shi, Yin & Lu, Yang & Zhang, Zumeng, 2022. "Exploring the co-opetition mechanism of renewable energy trade between China and the “Belt and Road” countries: A dynamic game approach," Renewable Energy, Elsevier, vol. 191(C), pages 998-1008.
    3. Sheu, Jiuh Biing & Kundu, Tanmoy, 2018. "Forecasting time-varying logistics distribution flows in the One Belt-One Road strategic context," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 117(C), pages 5-22.
    4. Shazia Kousar & Saeed Ahmad Sabir & Farhan Ahmed & Štefan Bojnec, 2022. "Climate Change, Exchange Rate, Twin Deficit, and Energy Inflation: Application of VAR Model," Energies, MDPI, vol. 15(20), pages 1-21, October.
    5. Abdullah, Fahad Bin & Iqbal, Rizwan & Hyder, Syed Irfan & Jawaid, Mohammad, 2020. "Energy security indicators for Pakistan: An integrated approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 133(C).
    6. Zhou, Na & Wu, Qiaosheng & Hu, Xiangping & Xu, Deyi & Wang, Xiaolin, 2020. "Evaluation of Chinese natural gas investment along the Belt and Road Initiative using super slacks-based measurement of efficiency method," Resources Policy, Elsevier, vol. 67(C).
    7. Zhao, Yabo & Liu, Xiaofeng & Wang, Shaojian & Ge, Yuejing, 2019. "Energy relations between China and the countries along the Belt and Road: An analysis of the distribution of energy resources and interdependence relationships," Renewable and Sustainable Energy Reviews, Elsevier, vol. 107(C), pages 133-144.
    8. Navid Khan & Riaz Ahmad & Ke Xing, 2018. "China Pakistan Economic Corridor (CPEC): Regional Development, Employment Opportunities and Policy Challenges," Global Political Review, Humanity Only, vol. 3(1), pages 12-23, June.
    9. Ur Rehman, Obaid & Ali, Yousaf, 2021. "Optimality study of China’s crude oil imports through China Pakistan economic corridor using fuzzy TOPSIS and Cost-Benefit analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 148(C).
    10. Yuan, Jiahang & Wang, Li & Li, Yating & Wang, Yuwei & Ma, Tao & Luo, Xinggang, 2022. "Set pair prediction for Chinese natural gas energy security based on higher-order Markov chain with risk attitude," Resources Policy, Elsevier, vol. 77(C).
    11. Boyd, Roger & Ufimtseva, Anastasia, 2021. "Facilitating peaceful rise: The increasing role of geopolitics and domestic legitimacy in China's energy policy," Energy Policy, Elsevier, vol. 158(C).
    12. Valasai, Gordhan Das & Uqaili, Muhammad Aslam & Memon, HafeezUr Rahman & Samoo, Saleem Raza & Mirjat, Nayyar Hussain & Harijan, Khanji, 2017. "Overcoming electricity crisis in Pakistan: A review of sustainable electricity options," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 734-745.
    13. Abas, N. & Kalair, A. & Khan, N. & Kalair, A.R., 2017. "Review of GHG emissions in Pakistan compared to SAARC countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 80(C), pages 990-1016.
    14. Weidong Li & Olli-Pekka Hilmola, 2019. "Belt and Road Initiative and Railway Sector Efficiency—Application of Networked Benchmarking Analysis," Sustainability, MDPI, vol. 11(7), pages 1-21, April.
    15. Irfan, Muhammad & Iqbal, Jamshed & Iqbal, Adeel & Iqbal, Zahid & Riaz, Raja Ali & Mehmood, Adeel, 2017. "Opportunities and challenges in control of smart grids – Pakistani perspective," Renewable and Sustainable Energy Reviews, Elsevier, vol. 71(C), pages 652-674.

  174. Qiang Ji & Ming-Lei Liu & Ying Fan, 2015. "Effects of Structural Oil Shocks on Output, Exchange Rate, and Inflation in the BRICS Countries: A Structural Vector Autoregression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1129-1140, November.

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    1. Yonghong Jiang & Gengyu Tian & Bin Mo, 2020. "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-26, December.
    2. Liming Chen & Zhi Zhang & Ziqing Du & Lingling Deng, 2021. "Heterogeneous determinants of the exchange rate market in China with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 53(59), pages 6839-6854, December.
    3. Tiwari, Aviral Kumar & Trabelsi, Nader & Alqahtani, Faisal & Bachmeier, Lance, 2019. "Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches," Energy Economics, Elsevier, vol. 81(C), pages 1011-1028.
    4. Lam, Eddery & Ojede, Andrew, 2025. "Exchange rate movements and oil price expectation shocks in selected African countries: Evidence from a recursive methodology," Energy Economics, Elsevier, vol. 148(C).
    5. Pönkä, Harri & Zheng, Yi, 2019. "The role of oil prices on the Russian business cycle," Research in International Business and Finance, Elsevier, vol. 50(C), pages 70-78.
    6. Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).
    7. Rufei Zhang & Haizhen Zhang & Wang Gao & Ting Li & Shixiong Yang, 2022. "The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective," Sustainability, MDPI, vol. 14(14), pages 1-20, July.
    8. Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021. "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, vol. 100(C).
    9. Li Ping & Li Jie & Zhang Ziyi, 2021. "The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy," Journal of Systems Science and Information, De Gruyter, vol. 9(5), pages 469-497, October.
    10. Parul Bhatia, 2021. "Sustainability Of Exchange Rates And Crude Oil Prices Connection With Covid-19: An Investigation For Brics," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 5, pages 19-29, October.
    11. Gong, Xiao-Li & Liu, Jian-Min & Xiong, Xiong & Zhang, Wei, 2021. "The dynamic effects of international oil price shocks on economic fluctuation," Resources Policy, Elsevier, vol. 74(C).
    12. Coşkun Akdeniz & Abdurrahman Nazif Çatık & Esra Ballı, 2022. "Inflationary effects of oil price and exchange rate shocks in South Africa: Evidence from time‐varying pass‐through coefficients," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 301-328, September.
    13. Zhu, Zhaobo & Ji, Qiang & Sun, Licheng & Zhai, Pengxiang, 2020. "Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry," International Review of Financial Analysis, Elsevier, vol. 70(C).
    14. Han, Liyan & Wan, Li & Xu, Yang, 2020. "Can the Baltic Dry Index predict foreign exchange rates?," Finance Research Letters, Elsevier, vol. 32(C).
    15. Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2612-2636, April.
    16. Aina B. Aidarova & Aissulu Nurmambekovna Ramashova & Karlygash Baisholanova & Galiya Jaxybekova & Aliy Imanbayev & Indira Kenzhebekova & Dinmukhamed Kelesbayev, 2024. "Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 24-31, November.
    17. Qiang Ji & Syed Jawad Hussain Shahzad & Elie Bouri & Muhammad Tahir Suleman, 2020. "Dynamic structural impacts of oil shocks on exchange rates: lessons to learn," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-19, December.

  175. Zhang, Hai-Ying & Ji, Qiang & Fan, Ying, 2015. "What drives the formation of global oil trade patterns?," Energy Economics, Elsevier, vol. 49(C), pages 639-648.

    Cited by:

    1. Guo, Kun & Luan, Liyuan & Cai, Xiaoli & Zhang, Dayong & Ji, Qiang, 2024. "Energy trade stability of China: Policy options with increasing climate risks," Energy Policy, Elsevier, vol. 184(C).
    2. Zhao, Zhen-Yu & Yang, Hui-Jia & Zuo, Jian, 2017. "Evolution of international trade for photovoltaic cells: A spatial structure study," Energy, Elsevier, vol. 124(C), pages 435-446.
    3. Zhang, Jing, 2019. "Oil and gas trade between China and countries and regions along the ‘Belt and Road’: A panoramic perspective," Energy Policy, Elsevier, vol. 129(C), pages 1111-1120.
    4. Wu, X.F. & Chen, G.Q., 2019. "Global overview of crude oil use: From source to sink through inter-regional trade," Energy Policy, Elsevier, vol. 128(C), pages 476-486.
    5. Xiaoyu Niu & Wei Chen & Nyuying Wang, 2023. "Spatiotemporal Dynamics and Topological Evolution of the Global Crude Oil Trade Network," Energies, MDPI, vol. 16(4), pages 1-18, February.
    6. Chen, Jinyu & Luo, Qian & Sun, Xin & Zhang, Zitao & Dong, Xuesong, 2023. "The impact of renewable energy consumption on lithium trade patterns: An industrial chain perspective," Resources Policy, Elsevier, vol. 85(PA).
    7. Fu, Qiang & Liu, Qi & Song, Yunting & Wu, Jiajie & Zhao, Fangqing & Zhao, Ruijia & Wang, Lei, 2025. "The evolution and causality of global bauxite flow since the 21st century: Based on the resource flow field model," Journal of Transport Geography, Elsevier, vol. 128(C).
    8. Wenlong Yang & Wentian Shi & Dongcheng Chen, 2024. "Unveiling the nexus: exploring the influence of terrorism on energy trade in China and the Belt and Road countries," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-16, December.
    9. Song, Zhouying & Zhu, Qiaoling & Han, Mengyao, 2021. "Tele-connection of global crude oil network: Comparisons between direct trade and embodied flows," Energy, Elsevier, vol. 217(C).
    10. Xuanru Zhou & Hua Zhang & Shuxian Zheng & Wanli Xing & Pei Zhao & Haiying Li, 2022. "The Crude Oil International Trade Competition Networks: Evolution Trends and Estimating Potential Competition Links," Energies, MDPI, vol. 15(7), pages 1-20, March.
    11. Fen Li & Cunyi Yang & Zhenghui Li & Pierre Failler, 2021. "Does Geopolitics Have an Impact on Energy Trade? Empirical Research on Emerging Countries," Sustainability, MDPI, vol. 13(9), pages 1-24, May.
    12. Zhang, Hongwei & Wang, Ying & Zhu, Xuehong & Guo, Yaoqi, 2020. "The impact of energy trade patterns on CO2 emissions: An emergy and network analysis," Energy Economics, Elsevier, vol. 92(C).
    13. Franco Ruzzenenti & Francesco Picciolo & Andreas Papandreou, 2015. "A network analysis of the global energy market: an insight on the entanglement between crude oil and the world economy," Papers 1509.05894, arXiv.org, revised Sep 2015.
    14. Zhang, Chuanguo & Yu, Xiaoxue & Zhou, Juncen, 2024. "China's embodied oil outflow in GVC participation: Patterns and drivers," Resources Policy, Elsevier, vol. 91(C).
    15. He, Shuying & Guo, Kun, 2021. "What factors contribute to the mutual dependence degree of China in its crude oil trading relationship with oil-exporting countries?," Energy, Elsevier, vol. 228(C).
    16. Jayson Beckman & Getachew Nigatu, 2021. "Do Political Factors Influence U.S. Crude Oil Imports?," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 288-297.
    17. Na Wei & Wen-Jie Xie & Wei-Xing Zhou, 2024. "Resilience of international oil trade networks under extreme event shock-recovery simulations," Papers 2406.11467, arXiv.org.
    18. Fen Li & Cunyi Yang & Zhenghui Li & Pierre Failler, 2021. "Does Geopolitics Have an Impact on Energy Trade? Empirical Research on Emerging Countries," Papers 2105.11077, arXiv.org.
    19. Xie, Wen-Jie & Wei, Na & Zhou, Wei-Xing, 2023. "An interpretable machine-learned model for international oil trade network," Resources Policy, Elsevier, vol. 82(C).
    20. Zhong, Weiqiong & An, Haizhong & Fang, Wei & Gao, Xiangyun & Dong, Di, 2016. "Features and evolution of international fossil fuel trade network based on value of emergy," Applied Energy, Elsevier, vol. 165(C), pages 868-877.
    21. Shuhan Du & Wenhui Fan & Yi Liu, 2022. "A novel multi-agent simulation based particle swarm optimization algorithm," PLOS ONE, Public Library of Science, vol. 17(10), pages 1-22, October.
    22. Asna Ashari, Parsa & Blind, Knut, 2024. "The effects of hydrogen research and innovation on international hydrogen trade," Energy Policy, Elsevier, vol. 186(C).
    23. N. Wei & W. -J. Xie & W. -X. Zhou, 2021. "Robustness of the international oil trade network under targeted attacks to economies," Papers 2101.10679, arXiv.org, revised Jan 2021.
    24. Zhang, Hongwei & Wang, Ying & Yang, Cai & Guo, Yaoqi, 2021. "The impact of country risk on energy trade patterns based on complex network and panel regression analyses," Energy, Elsevier, vol. 222(C).
    25. Xu, Bin & Lin, Boqiang, 2016. "Differences in regional emissions in China's transport sector: Determinants and reduction strategies," Energy, Elsevier, vol. 95(C), pages 459-470.
    26. Chao Zhou & Dongyu Liu & Pengfei Zhou & Jie Luo & Serhat Yuksel & Hasan Dincer, 2020. "Hybrid Predictive Decision-Making Approach to Emission Reduction Policies for Sustainable Energy Industry," Energies, MDPI, vol. 13(9), pages 1-21, May.
    27. Shao, Yanmin & Qiao, Han & Wang, Shouyang, 2017. "What determines China's crude oil importing trade patterns? Empirical evidences from 55 countries between 1992 and 2015," Energy Policy, Elsevier, vol. 109(C), pages 854-862.
    28. Masoud Shirazi Abdolrasoul Ghasemi Teymour Mohammadi Jurica Šimurina Ali Faridzad Atefeh Taklif, 2020. "A Dynamic Network Comparison Analysis of Crude Oil Trade: Evidence from Eastern Europe and Eurasia," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 23(1), pages 95-119, May.
    29. Wei, Na & Xie, Wen-Jie & Zhou, Wei-Xing, 2022. "Robustness of the international oil trade network under targeted attacks to economies," Energy, Elsevier, vol. 251(C).

  176. Ji, Qiang & Guo, Jian-Feng, 2015. "Market interdependence among commodity prices based on information transmission on the Internet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 35-44.

    Cited by:

    1. Luo, Jiawen & Marfatia, Hardik A. & Ji, Qiang & Klein, Tony, 2023. "Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets," Energy Economics, Elsevier, vol. 117(C).
    2. Liu, Yuanyuan & Niu, Zibo & Suleman, Muhammad Tahir & Yin, Libo & Zhang, Hongwei, 2022. "Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework," Energy, Elsevier, vol. 238(PA).
    3. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 167-179.
    4. Li, Sufang & Zhang, Hu & Yuan, Di, 2019. "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, vol. 84(C).
    5. Lahmiri, Salim, 2017. "Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 405-414.
    6. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018. "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
    7. Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024. "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, vol. 140(C).
    8. Cui, Jinxin & Maghyereh, Aktham & Goh, Mark & Zou, Huiwen, 2022. "Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments," Energy, Elsevier, vol. 238(PB).
    9. Lu Wang & Shan Li & Chao Liang, 2024. "Exploring the impact of oil security attention on oil volatility: A new perspective," International Finance, Wiley Blackwell, vol. 27(1), pages 61-80, April.
    10. Liu, Xueyong & Chen, Zhihua & Chen, Zhensong & Yao, Yinhong, 2022. "The time-varying spillover effect of China’s stock market during the COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    11. Bonaccolto, G. & Caporin, M. & Gupta, R., 2018. "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 446-469.
    12. Li, Sufang & Xu, Qiufan & Lv, Yixue & Yuan, Di, 2022. "Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis," Resources Policy, Elsevier, vol. 78(C).
    13. Han, Liyan & Lv, Qiuna & Yin, Libo, 2017. "Can investor attention predict oil prices?," Energy Economics, Elsevier, vol. 66(C), pages 547-558.
    14. Wang, Yilin & Zhang, Zeming & Li, Xiafei & Chen, Xiaodan & Wei, Yu, 2020. "Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    15. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
    16. Borjigin, Sumuya & Gao, Ting & Sun, Yafei & An, Biao, 2020. "For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    17. Luo, Jiawen & Ji, Qiang, 2018. "High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets," Energy Economics, Elsevier, vol. 76(C), pages 424-438.
    18. Prange, Philipp, 2021. "Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches," Energy Economics, Elsevier, vol. 99(C).
    19. Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017. "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 640-653.
    20. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "How the supply and demand of steam coal affect the investment in clean energy industry? Evidence from China," Resources Policy, Elsevier, vol. 69(C).

  177. Shaikh, Faheemullah & Ji, Qiang & Fan, Ying, 2015. "The diagnosis of an electricity crisis and alternative energy development in Pakistan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1172-1185.

    Cited by:

    1. Syed Aziz Ur Rehman & Yanpeng Cai & Rizwan Fazal & Gordhan Das Walasai & Nayyar Hussain Mirjat, 2017. "An Integrated Modeling Approach for Forecasting Long-Term Energy Demand in Pakistan," Energies, MDPI, vol. 10(11), pages 1-23, November.
    2. Khan, Muhammad Arshad & Abbas, Faisal, 2016. "The dynamics of electricity demand in Pakistan: A panel cointegration analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 1159-1178.
    3. Sophia Akhtar & M Khurram Hashmi & Ishaq Ahmad & Rizwan Raza, 2018. "Advances and significance of solar reflectors in solar energy technology in Pakistan," Energy & Environment, , vol. 29(4), pages 435-455, June.
    4. Azmi, A. & Jasni, J. & Azis, N. & Kadir, M.Z.A. Ab., 2017. "Evolution of transformer health index in the form of mathematical equation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 76(C), pages 687-700.
    5. Brown, Alistair, 2016. "The need for improved financial reporting of a developing country energy utility," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 1448-1454.
    6. Sadiqa, Ayesha & Gulagi, Ashish & Breyer, Christian, 2018. "Energy transition roadmap towards 100% renewable energy and role of storage technologies for Pakistan by 2050," Energy, Elsevier, vol. 147(C), pages 518-533.
    7. Lin, Boqiang & Raza, Muhammad Yousaf, 2020. "Analysis of energy security indicators and CO2 emissions. A case from a developing economy," Energy, Elsevier, vol. 200(C).
    8. Fazal, Rizwan & Rehman, Syed Aziz Ur & Bhatti, M. Ishaq, 2022. "Graph theoretic approach to expose the energy-induced crisis in Pakistan," Energy Policy, Elsevier, vol. 169(C).
    9. Aized, Tauseef & Shahid, Muhammad & Bhatti, Amanat Ali & Saleem, Muhammad & Anandarajah, Gabrial, 2018. "Energy security and renewable energy policy analysis of Pakistan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 84(C), pages 155-169.
    10. Amanullah Mengal & Katsuichiro Goda & Muhammad Ashraf & Ghulam Murtaza, 2021. "Social vulnerability to seismic-tsunami hazards in district Gwadar, Balochistan, Pakistan," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 108(1), pages 1159-1181, August.
    11. Cheng, Dong & Shi, Xunpeng & Yu, Jian, 2021. "The impact of green energy infrastructure on firm productivity: Evidence from the Three Gorges Project in China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 385-406.
    12. Rohan Zafar Butt & Syed Ali Abbas Kazmi & Mohammed Alghassab & Zafar A. Khan & Abdullah Altamimi & Muhammad Imran & Fahad F. Alruwaili, 2022. "Techno-Economic and Environmental Impact Analysis of Large-Scale Wind Farms Integration in Weak Transmission Grid from Mid-Career Repowering Perspective," Sustainability, MDPI, vol. 14(5), pages 1-31, February.
    13. Liu, Xi & Du, Huibin & Brown, Marilyn A. & Zuo, Jian & Zhang, Ning & Rong, Qian & Mao, Guozhu, 2018. "Low-carbon technology diffusion in the decarbonization of the power sector: Policy implications," Energy Policy, Elsevier, vol. 116(C), pages 344-356.
    14. Shahid, Muhammad & Ali, Amjad & Qadir, Sikandar Abdul & Islam, Md Tasbirul, 2025. "Empowering Saudi Arabia's sustainable energy future: A LEAP-Based approach for balancing energy supply and demand," Utilities Policy, Elsevier, vol. 95(C).
    15. Khatri, Krishan Lal & Muhammad, Amir Raza & Soomro, Shakir Ali & Tunio, Nadeem Ahmed & Ali, Muhammad Mubarak, 2021. "Investigation of possible solid waste power potential for distributed generation development to overcome the power crises of Karachi city," Renewable and Sustainable Energy Reviews, Elsevier, vol. 143(C).
    16. Mirjat, Nayyar Hussain & Uqaili, Mohammad Aslam & Harijan, Khanji & Valasai, Gordhan Das & Shaikh, Faheemullah & Waris, M., 2017. "A review of energy and power planning and policies of Pakistan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 79(C), pages 110-127.
    17. Tahir MAHMOOD* & Muhammed Tayyab AYAZ**, 2018. "Energy Security And Economic Growth In Pakistan," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 28(1), pages 47-64.
    18. Ullah, Kafait & Raza, Muhammad Shabbar & Mirza, Faisal Mehmood, 2019. "Barriers to hydro-power resource utilization in Pakistan: A mixed approach," Energy Policy, Elsevier, vol. 132(C), pages 723-735.
    19. Syed Aziz Ur Rehman & Yanpeng Cai & Nayyar Hussain Mirjat & Gordhan Das Walasai & Izaz Ali Shah & Sharafat Ali, 2017. "The Future of Sustainable Energy Production in Pakistan: A System Dynamics-Based Approach for Estimating Hubbert Peaks," Energies, MDPI, vol. 10(11), pages 1-24, November.
    20. Shaikh, Faheemullah & Ji, Qiang & Fan, Ying, 2016. "Prospects of Pakistan–China Energy and Economic Corridor," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 253-263.
    21. Wajahat Ullah Khan Tareen & Zuha Anjum & Nabila Yasin & Leenah Siddiqui & Ifzana Farhat & Suheel Abdullah Malik & Saad Mekhilef & Mehdi Seyedmahmoudian & Ben Horan & Mohamed Darwish & Muhammad Aamir &, 2018. "The Prospective Non-Conventional Alternate and Renewable Energy Sources in Pakistan—A Focus on Biomass Energy for Power Generation, Transportation, and Industrial Fuel," Energies, MDPI, vol. 11(9), pages 1-49, September.
    22. Nie, Hongguang & Zhou, Ting & Lu, Haiyan & Huang, Shupeng, 2021. "Evaluation of the efficiency of Chinese energy-saving household appliance subsidy policy: An economic benefit perspective," Energy Policy, Elsevier, vol. 149(C).
    23. Ahmad, Hafsa & Jamil, Faisal, 2024. "Investigating power outages in Pakistan," Energy Policy, Elsevier, vol. 189(C).
    24. Safder, Usman & Hai, Tra Nguyen & Loy-Benitez, Jorge & Yoo, ChangKyoo, 2022. "Nationwide policymaking strategies to prevent future electricity crises in developing countries using data-driven forecasting and fuzzy-SWOT analyses," Energy, Elsevier, vol. 259(C).
    25. Jamil, Faisal & Islam, Tanweer Ul, 2023. "Outage-induced power backup choice in Pakistan," Utilities Policy, Elsevier, vol. 82(C).
    26. Jabeen, Gul & Yan, Qingyou & Ahmad, Munir & Fatima, Nousheen & Jabeen, Maria & Li, Heng & Qamar, Shoaib, 2020. "Household-based critical influence factors of biogas generation technology utilization: A case of Punjab province of Pakistan," Renewable Energy, Elsevier, vol. 154(C), pages 650-660.
    27. Ali, Muhammad Rizwan & Shafiq, Muhammad, 2021. "Revealing expert perspectives on challenges to electricity Demand-Side Management in Pakistan: An application of Q-Methodology," Utilities Policy, Elsevier, vol. 70(C).
    28. Hongguang Nie & René Kemp & Véronique Vasseur, 2020. "Exploring the Changing Gap of Residential Energy Consumption per Capita in China and the Netherlands: A Comparative Analysis of Driving Forces," Sustainability, MDPI, vol. 12(11), pages 1-17, June.
    29. Abbas Ali Chandio & Abdul Rauf & Yuansheng Jiang & Ilhan Ozturk & Fayyaz Ahmad, 2019. "Cointegration and Causality Analysis of Dynamic Linkage between Industrial Energy Consumption and Economic Growth in Pakistan," Sustainability, MDPI, vol. 11(17), pages 1-18, August.
    30. Tahir, Z.R. & Asim, Muhammad, 2018. "Surface measured solar radiation data and solar energy resource assessment of Pakistan: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 2839-2861.
    31. Qazi, Usama & Jahanzaib, Mirza & Ahmad, Wasim & Hussain, Salman, 2017. "An institutional framework for the development of sustainable and competitive power market in Pakistan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 70(C), pages 83-95.
    32. Abbasi, Kashif & Jiao, Zhilun & Khan, Arman & Shahbaz, Muhammad, 2020. "Asymmetric impact of renewable and non-renewable energy on economic growth in Pakistan: New evidence from a nonlinear analysis," MPRA Paper 101854, University Library of Munich, Germany, revised 13 Jul 2020.

  178. Ji, Qiang & Guo, Jian-Feng, 2015. "Oil price volatility and oil-related events: An Internet concern study perspective," Applied Energy, Elsevier, vol. 137(C), pages 256-264.

    Cited by:

    1. Wei, He & Guo, Yaoqi & Yu, Zhuling & Cheng, Hui, 2021. "The impact of events on metal futures based on the perspective of Google Trends," Resources Policy, Elsevier, vol. 74(C).
    2. Ghassan, Hassan Belkacem & AlHajhoj, Hassan Rafdan, 2016. "Long run dynamic volatilities between OPEC and non-OPEC crude oil prices," Applied Energy, Elsevier, vol. 169(C), pages 384-394.
    3. Wang, Jue & Zhou, Hao & Hong, Tao & Li, Xiang & Wang, Shouyang, 2020. "A multi-granularity heterogeneous combination approach to crude oil price forecasting," Energy Economics, Elsevier, vol. 91(C).
    4. Qi Zhang & Yi Hu & Jianbin Jiao & Shouyang Wang, 2024. "The impact of Russia–Ukraine war on crude oil prices: an EMC framework," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
    5. Kökény, László & Kelemen, Hunor, 2025. "A háborús szankciós bejelentések hatásai a nyersolajárfolyamokra [The impact of sanction announcements on the prices of various crude oils in the shadow of war]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 20-49.
    6. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
    7. Edgardo Cayon & Natalia Andrea Garzon & Juan Sebastian Perez, 2019. "The Effects of Global, Regional, and Local Macroeconomic Events on the Price of the Colombian Castilla Blend," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 118-123.
    8. Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018. "Financial risk network architecture of energy firms," Applied Energy, Elsevier, vol. 215(C), pages 630-642.
    9. Nan, Yu & Sun, Renjin & Zhen, Zhao & Fangjing, Chu, 2022. "Measurement of international crude oil price cyclical fluctuations and correlation with the world economic cyclical changes," Energy, Elsevier, vol. 260(C).
    10. Zhu, Fangfei & Zhu, Yabei & Jin, Xuejun & Luo, Xingguo, 2018. "Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets," Finance Research Letters, Elsevier, vol. 24(C), pages 25-33.
    11. Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022. "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, vol. 109(C).
    12. An, Sufang & An, Feng & Gao, Xiangyun & Wang, Anjian, 2023. "Early warning of critical transitions in crude oil price," Energy, Elsevier, vol. 280(C).
    13. Song, Zhouying & Zhu, Qiaoling & Han, Mengyao, 2021. "Tele-connection of global crude oil network: Comparisons between direct trade and embodied flows," Energy, Elsevier, vol. 217(C).
    14. Ji, Qiang & Li, Jianping & Sun, Xiaolei, 2019. "Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports," Finance Research Letters, Elsevier, vol. 30(C), pages 420-425.
    15. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers 202009, University of Pretoria, Department of Economics.
    16. Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B., 2023. "Climate change and fossil fuel prices: A GARCH-MIDAS analysis," Energy Economics, Elsevier, vol. 124(C).
    17. Gao, Wang & He, Miao & Zhang, Hongwei, 2025. "Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets," International Review of Financial Analysis, Elsevier, vol. 104(PA).
    18. van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019. "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, vol. 233, pages 612-621.
    19. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020. "OPEC News and Jumps in the Oil Market," Working Papers 202053, University of Pretoria, Department of Economics.
    20. Yongjie Zhang & Yue Li & Dehua Shen, 2022. "Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(1), pages 123-137, March.
    21. James Ming Chen & Mobeen Ur Rehman, 2021. "A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities," Energies, MDPI, vol. 14(19), pages 1-58, September.
    22. Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021. "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    23. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 167-179.
    24. Zhuo, Xingxuan & Ye, Jianjiang & Liu, Han & Lin, Feng, 2025. "Analyzing dynamics of crude oil price amid sudden events and intervention measures: Insights from a Prophet-QR model," Applied Energy, Elsevier, vol. 401(PB).
    25. Zhong, Weiqiong & An, Haizhong & Shen, Lei & Fang, Wei & Gao, Xiangyun & Dong, Di, 2017. "The roles of countries in the international fossil fuel trade: An emergy and network analysis," Energy Policy, Elsevier, vol. 100(C), pages 365-376.
    26. Liu, Chang & Liu, Linlin & Zhang, Dayong & Fu, Jiasha, 2021. "How does the capital market respond to policy shocks? Evidence from listed solar photovoltaic companies in China," Energy Policy, Elsevier, vol. 151(C).
    27. Ji, Qiang & Fan, Ying, 2016. "Modelling the joint dynamics of oil prices and investor fear gauge," Research in International Business and Finance, Elsevier, vol. 37(C), pages 242-251.
    28. Antonio Jose Garzon Gordon & Luis Angel Hierro Recio, 2019. "External Effects of the War in Ukraine: The Impact on the Price of Oil in the Short-term," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 267-276.
    29. Li, Sufang & Zhang, Hu & Yuan, Di, 2019. "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, vol. 84(C).
    30. Liu, Siyao & Fang, Wei & Gao, Xiangyun & Wang, Ze & An, Feng & Wen, Shaobo, 2020. "Self-similar behaviors in the crude oil market," Energy, Elsevier, vol. 211(C).
    31. Miljkovic, Dragan & Goetz, Cole, 2020. "The effects of futures markets on oil spot price volatility in regional US markets," Applied Energy, Elsevier, vol. 273(C).
    32. Chen, Zhonglu & Ye, Yong & Li, Xiafei, 2022. "Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic," Resources Policy, Elsevier, vol. 75(C).
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    2. Min Fu & Yang Yang & Lixin Tian & Zaili Zhen, 2017. "The Spatiotemporal Dynamics of Natural Gas Imports in OECD Countries," Sustainability, MDPI, vol. 9(11), pages 1-19, November.
    3. Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022. "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, vol. 107(C).
    4. Li, Yan & Chevallier, Julien & Wei, Yigang & Li, Jing, 2020. "Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach," Energy Economics, Elsevier, vol. 87(C).
    5. Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018. "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, vol. 69(C), pages 79-88.
    6. Theodosios Perifanis & Athanasios Dagoumas, 2020. "Price and Volatility Spillovers between Crude Oil and Natural Gas markets in Europe and Japan-Korea," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 432-446.
    7. Wang, Tiantian & Wu, Fei & Zhang, Dayong, 2025. "Evolution of the oil and gas price-linkage with multiple uncertainties," Energy Economics, Elsevier, vol. 151(C).
    8. Wiggins, Seth & Etienne, Xiaoli, 2015. "US Natural Gas Price Determination: Fundamentals and the Development of Shale," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205788, Agricultural and Applied Economics Association.
    9. Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018. "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, vol. 76(C), pages 495-503.
    10. Loi, Tian Sheng Allan & Jindal, Gautam, 2019. "Electricity market deregulation in Singapore – Initial assessment of wholesale prices," Energy Policy, Elsevier, vol. 127(C), pages 1-10.
    11. Wei, Zhaohao & Chai, Jian & Dong, Jichang & Lu, Quanying, 2022. "Understanding the linkage-dependence structure between oil and gas markets: A new perspective," Energy, Elsevier, vol. 257(C).
    12. Bartosz Łamasz & Natalia Iwaszczuk, 2020. "The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market," Energies, MDPI, vol. 13(20), pages 1-23, October.
    13. Choi, Gobong & Heo, Eunnyeong, 2017. "Estimating the price premium of LNG in Korea and Japan: The price formula approach," Energy Policy, Elsevier, vol. 109(C), pages 676-684.
    14. Wang, Minggang & Tian, Lixin & Du, Ruijin, 2016. "Research on the interaction patterns among the global crude oil import dependency countries: A complex network approach," Applied Energy, Elsevier, vol. 180(C), pages 779-791.
    15. Liu, Xianglong Locky & Nassios, Jason & Giesecke, James, 2024. "To tax or to spend? Modelling tax policy responses to oil price shocks," Energy Policy, Elsevier, vol. 185(C).
    16. Franco Ruzzenenti, 2015. "Changes in the relationship between the financial and real sector and the present economic financial crisis: study of energy sector and market," Working papers wpaper105, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    17. Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2016. "The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective," Energy, Elsevier, vol. 101(C), pages 266-277.
    18. Theodosios Perifanis & Athanasios Dagoumas, 2018. "Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets," Energies, MDPI, vol. 11(10), pages 1-25, October.
    19. Feng, Gen-Fu & Wang, Quan-Jing & Chu, Yin & Wen, Jun & Chang, Chun-Ping, 2021. "Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market," Energy Economics, Elsevier, vol. 93(C).
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    21. Wang, Jiqian & Ma, Feng & Bouri, Elie & Zhong, Juandan, 2022. "Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions," Energy Economics, Elsevier, vol. 108(C).
    22. Ding, Lili & Zhao, Zhongchao & Wang, Lei, 2022. "Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?," Applied Energy, Elsevier, vol. 312(C).
    23. Gatfaoui, Hayette, 2015. "Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas," Energy Policy, Elsevier, vol. 87(C), pages 270-283.
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    26. Li, Fengyun & Li, Xingmei & Zheng, Haofeng & Yang, Fei & Dang, Ruinan, 2021. "How alternative energy competition shocks natural gas development in China: A novel time series analysis approach," Resources Policy, Elsevier, vol. 74(C).
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    28. Radosław Puka & Bartosz Łamasz & Marek Michalski, 2021. "Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk," Energies, MDPI, vol. 14(11), pages 1-26, June.
    29. Halser, Christoph & Paraschiv, Florentina & Russo, Marianna, 2023. "Oil–gas price relationships on three continents: Disruptions and equilibria," Journal of Commodity Markets, Elsevier, vol. 31(C).
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    31. Pablo Cansado-Bravo & Carlos Rodríguez-Monroy, 2018. "Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices," Energies, MDPI, vol. 11(12), pages 1-17, December.
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    2. Lu, Weiwei & Su, Meirong & Fath, Brian D. & Zhang, Mingqi & Hao, Yan, 2016. "A systematic method of evaluation of the Chinese natural gas supply security," Applied Energy, Elsevier, vol. 165(C), pages 858-867.
    3. Chen, Wei & Niu, Xiaoyu & Ke, Wenqian & Yu, Zhaoyuan, 2023. "Investigating the energy trade networks in the Belt and Road regions: Structures and evolution," Energy, Elsevier, vol. 283(C).
    4. Lin, Jing & Mou, Dunguo, 2021. "Analysis of the optimal spatial distribution of natural gas under ‘transition from coal to gas’ in China," Resource and Energy Economics, Elsevier, vol. 66(C).
    5. Xiao, Renrong & Zhao, Pengjun & Huang, Kangzheng & Ma, Tianyu & He, Zhangyuan & Zhang, Caixia & Lyu, Di, 2025. "Liquefied natural gas trade network changes and its mechanism in the context of the Russia–Ukraine conflict," Journal of Transport Geography, Elsevier, vol. 123(C).
    6. Zhang, Jing, 2019. "Oil and gas trade between China and countries and regions along the ‘Belt and Road’: A panoramic perspective," Energy Policy, Elsevier, vol. 129(C), pages 1111-1120.
    7. Su, Jian & Wang, Wenya & Bai, Yang & Zhou, Peng, 2025. "Measuring the natural gas price features of the Asia-Pacific market from a complex network perspective," Energy, Elsevier, vol. 314(C).
    8. Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).
    9. Theodosios Perifanis & Athanasios Dagoumas, 2020. "Price and Volatility Spillovers between Crude Oil and Natural Gas markets in Europe and Japan-Korea," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 432-446.
    10. Balali, Amirhossein & Valipour, Alireza & Edwards, Rodger & Moehler, Robert, 2021. "Ranking effective risks on human resources threats in natural gas supply projects using ANP-COPRAS method: Case study of Shiraz," Reliability Engineering and System Safety, Elsevier, vol. 208(C).
    11. Kan, Siyi & Chen, Bin & Meng, Jing & Chen, Guoqian, 2020. "An extended overview of natural gas use embodied in world economy and supply chains: Policy implications from a time series analysis," Energy Policy, Elsevier, vol. 137(C).
    12. Liu, Nairong & An, Haizhong & Hao, Xiaoqing & Feng, Sida, 2017. "The stability of the international heat pump trade pattern based on complex networks analysis," Applied Energy, Elsevier, vol. 196(C), pages 100-117.
    13. Konstantinos I. Savvakis & Tatiana P. Moschovou, 2025. "European LNG Import Network Analysis and Investigation of Supply Security," Energies, MDPI, vol. 18(3), pages 1-20, January.
    14. Barbara Tchórzewska-Cieślak & Katarzyna Pietrucha-Urbanik & Marek Urbanik & Janusz R. Rak, 2018. "Approaches for Safety Analysis of Gas-Pipeline Functionality in Terms of Failure Occurrence: A Case Study," Energies, MDPI, vol. 11(6), pages 1-13, June.
    15. Hao, Xiaoqing & An, Haizhong & Qi, Hai & Gao, Xiangyun, 2016. "Evolution of the exergy flow network embodied in the global fossil energy trade: Based on complex network," Applied Energy, Elsevier, vol. 162(C), pages 1515-1522.
    16. Jianxiong Xiao & Chao Xiong & Wei Deng & Guihai Yu, 2022. "Evolution Features and Robustness of Global Photovoltaic Trade Network," Sustainability, MDPI, vol. 14(21), pages 1-18, October.
    17. Xibo Wang & Jianping Ge & Wendong Wei & Hanshi Li & Chen Wu & Ge Zhu, 2016. "Spatial Dynamics of the Communities and the Role of Major Countries in the International Rare Earths Trade: A Complex Network Analysis," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-22, May.
    18. Zhang, Qi & Li, Zhan & Wang, Ge & Li, Hailong, 2016. "Study on the impacts of natural gas supply cost on gas flow and infrastructure deployment in China," Applied Energy, Elsevier, vol. 162(C), pages 1385-1398.
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    20. Zhong, Weiqiong & An, Haizhong & Shen, Lei & Fang, Wei & Gao, Xiangyun & Dong, Di, 2017. "The roles of countries in the international fossil fuel trade: An emergy and network analysis," Energy Policy, Elsevier, vol. 100(C), pages 365-376.
    21. SOYYIGIT Semanur & TOPUZ Huseyin & ÖZEKİCİOĞLU Halil, 2020. "An Alternative View To The Global Coal Trade:Complex Network Approach," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 15(1), pages 270-288, April.
    22. Wang, Xiaolin & Lu, Xiangyi & Chen, Jun & Hu, Xiangping, 2024. "The border effects and choices of competitive strategies of the provincial natural gas markets in China," Resources Policy, Elsevier, vol. 89(C).
    23. Yaya Li & Yongtao Peng & Jianqiang Luo & Yihan Cheng & Eleonora Veglianti, 2019. "Spatial-temporal variation characteristics and evolution of the global industrial robot trade: A complex network analysis," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-14, September.
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    25. Liu, Haiping & Li, Huajiao & Qi, Yajie & An, Pengli & Shi, Jianglan & Liu, Yanxin, 2021. "Identification of high-risk agents and relationships in nickel, cobalt, and lithium trade based on resource-dependent networks," Resources Policy, Elsevier, vol. 74(C).
    26. J. Magnier, Hamza & Jrad, Asmaa, 2019. "A minimal simplified model for assessing and devising global LNG equilibrium trade portfolios while maximizing energy security," Energy, Elsevier, vol. 173(C), pages 1221-1233.
    27. Guangyong Zhang & Lixin Tian & Wenbin Zhang & Xu Yan & Bingyue Wan & Zaili Zhen, 2020. "A Study on the Similarities and Differences of the Conventional Gasoline Spot Price Fluctuation Network between Different Harbors," Sustainability, MDPI, vol. 12(2), pages 1-25, January.
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    29. Zeyu Hou & Xiaoyu Niu & Zhaoyuan Yu & Wei Chen, 2023. "Spatiotemporal Evolution and Market Dynamics of the International Liquefied Natural Gas Trade: A Multilevel Network Analysis," Energies, MDPI, vol. 17(1), pages 1-16, December.
    30. Yan, Zhaojin & Yang, Guanghao & He, Rong & Yang, Hui & Ci, Hui, 2023. "“Ship-port-country” multi-dimensional research on the fine analysis of China's LNG trade," Journal of Transport Geography, Elsevier, vol. 110(C).
    31. Zhang, Guangyong & Jiang, Le & Tian, Lixin & Fu, Min, 2021. "Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
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    34. Kong, Zhaoyang & Lu, Xi & Jiang, Qingzhe & Dong, Xiucheng & Liu, Guixian & Elbot, Noah & Zhang, Zhonghua & Chen, Shi, 2019. "Assessment of import risks for natural gas and its implication for optimal importing strategies: A case study of China," Energy Policy, Elsevier, vol. 127(C), pages 11-18.
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    39. Huan Chen & Lixin Tian & Minggang Wang & Zaili Zhen, 2017. "Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks," Sustainability, MDPI, vol. 9(4), pages 1-29, April.
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    1. Lu, Hongfang & Xu, FengYing & Liu, Hongxiao & Wang, Jun & Campbell, Daniel E. & Ren, Hai, 2019. "Emergy-based analysis of the energy security of China," Energy, Elsevier, vol. 181(C), pages 123-135.
    2. Ren, Jingzheng & Sovacool, Benjamin K., 2014. "Quantifying, measuring, and strategizing energy security: Determining the most meaningful dimensions and metrics," Energy, Elsevier, vol. 76(C), pages 838-849.
    3. Narula, Kapil & Reddy, B. Sudhakara, 2016. "A SES (sustainable energy security) index for developing countries," Energy, Elsevier, vol. 94(C), pages 326-343.
    4. Radovanović, Mirjana & Filipović, Sanja & Pavlović, Dejan, 2017. "Energy security measurement – A sustainable approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 68(P2), pages 1020-1032.
    5. Soršak, Marko & Leskovar, Vesna Žegarac & Premrov, Miroslav & Goričanec, Darko & Pšunder, Igor, 2014. "Economical optimization of energy-efficient timber buildings: Case study for single family timber house in Slovenia," Energy, Elsevier, vol. 77(C), pages 57-65.
    6. Xiaolei Sun & Jun Hao & Jianping Li, 2022. "Multi-objective optimization of crude oil-supply portfolio based on interval prediction data," Annals of Operations Research, Springer, vol. 309(2), pages 611-639, February.
    7. Gasser, Patrick, 2020. "A review on energy security indices to compare country performances," Energy Policy, Elsevier, vol. 139(C).
    8. Song, Yan & Zhang, Ming & Sun, Ruifeng, 2019. "Using a new aggregated indicator to evaluate China's energy security," Energy Policy, Elsevier, vol. 132(C), pages 167-174.
    9. Wang, Shuang & Wang, Yan & Li, Jing, 2025. "Impact of geopolitical risks on crude oil security: A copula-based assessment framework," Energy, Elsevier, vol. 318(C).
    10. Zhang, Long & Yu, Jing & Sovacool, Benjamin K. & Ren, Jingzheng, 2017. "Measuring energy security performance within China: Toward an inter-provincial prospective," Energy, Elsevier, vol. 125(C), pages 825-836.
    11. Huang, Shi-Wei & Chung, Yung-Fu & Wu, Tai-Hsi, 2021. "Analyzing the relationship between energy security performance and decoupling of economic growth from CO2 emissions for OECD countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 152(C).
    12. Wang, Deqing & Tian, Sihua & Fang, Lei & Xu, Yan, 2020. "A functional index model for dynamically evaluating China's energy security," Energy Policy, Elsevier, vol. 147(C).
    13. Wang, Shengyan & Li, Bingkang & Zhao, Xudong & Hu, Qianchen & Liu, Da, 2024. "Assessing fossil energy supply security in China using ecological network analysis from a supply chain perspective," Energy, Elsevier, vol. 288(C).
    14. Wang, Xiaolin & Qiu, Yangyang & Chen, Jun & Hu, Xiangping, 2022. "Evaluating natural gas supply security in China: An exhaustible resource market equilibrium model," Resources Policy, Elsevier, vol. 76(C).
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    17. Peng, Cheng & Chen, Heng & Lin, Chaoran & Guo, Shuang & Yang, Zhi & Chen, Ke, 2021. "A framework for evaluating energy security in China: Empirical analysis of forecasting and assessment based on energy consumption," Energy, Elsevier, vol. 234(C).
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    21. Shao, Yanmin & Qiao, Han & Wang, Shouyang, 2017. "What determines China's crude oil importing trade patterns? Empirical evidences from 55 countries between 1992 and 2015," Energy Policy, Elsevier, vol. 109(C), pages 854-862.
    22. Yang, Yuying & Li, Jianping & Sun, Xiaolei & Chen, Jianming, 2014. "Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports," Energy, Elsevier, vol. 68(C), pages 930-938.
    23. Li, Pin & He, Qi & Zhang, Jinsuo & Xia, Qiyuan, 2024. "Analyzing the impact of energy synergy and renewable energy generation on energy security: Empirical evidence from China's Yangtze River Delta region," Energy, Elsevier, vol. 302(C).
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    1. Lu, Hongfang & Xu, FengYing & Liu, Hongxiao & Wang, Jun & Campbell, Daniel E. & Ren, Hai, 2019. "Emergy-based analysis of the energy security of China," Energy, Elsevier, vol. 181(C), pages 123-135.
    2. Hu, Jun & Zhang, Yujie & Wu, Peng & Li, Huijia, 2022. "An analysis of the global fuel-trading market based on the visibility graph approach," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
    3. Stergios Athanassoglou, 2015. "Revisiting Worst-case DEA for Composite Indicators," Working Papers 2015.13, Fondazione Eni Enrico Mattei.
    4. Hao, Xiaoqing, 2023. "Import competition and pressure in the international crude oil trade: A network analysis," Resources Policy, Elsevier, vol. 82(C).
    5. Ren, Jingzheng & Sovacool, Benjamin K., 2014. "Quantifying, measuring, and strategizing energy security: Determining the most meaningful dimensions and metrics," Energy, Elsevier, vol. 76(C), pages 838-849.
    6. Pan, Lingying & Liu, Pei & Li, Zheng, 2017. "A system dynamic analysis of China’s oil supply chain: Over-capacity and energy security issues," Applied Energy, Elsevier, vol. 188(C), pages 508-520.
    7. Narula, Kapil & Reddy, B. Sudhakara, 2016. "A SES (sustainable energy security) index for developing countries," Energy, Elsevier, vol. 94(C), pages 326-343.
    8. Geng, Jiang-Bo & Ji, Qiang, 2014. "Multi-perspective analysis of China's energy supply security," Energy, Elsevier, vol. 64(C), pages 541-550.
    9. Sun, Mei & Gao, Cuixia & Shen, Bo, 2014. "Quantifying China's oil import risks and the impact on the national economy," Energy Policy, Elsevier, vol. 67(C), pages 605-611.
    10. Long Zhang & Wuliyasu Bai, 2020. "Risk Assessment of China’s Natural Gas Importation: A Supply Chain Perspective," SAGE Open, , vol. 10(3), pages 21582440209, July.
    11. Getao Hu & Jun Yang & Jun Li, 2022. "The Dynamic Evolution of Global Energy Security and Geopolitical Games: 1995~2019," IJERPH, MDPI, vol. 19(21), pages 1-25, November.
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    13. Xiaolei Sun & Jun Hao & Jianping Li, 2022. "Multi-objective optimization of crude oil-supply portfolio based on interval prediction data," Annals of Operations Research, Springer, vol. 309(2), pages 611-639, February.
    14. Su, Chi-Wei & Yang, Shengyao & Dumitrescu Peculea, Adelina & Ioana Biţoiu, Teodora & Qin, Meng, 2024. "Energy imports in turbulent eras: Evidence from China," Energy, Elsevier, vol. 306(C).
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    26. Gong, Chengzhu & Gong, Nianjiao & Qi, Rui & Yu, Shiwei, 2020. "Assessment of natural gas supply security in Asia Pacific: Composite indicators with compromise Benefit-of-the-Doubt weights," Resources Policy, Elsevier, vol. 67(C).
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    42. Wan, Kaidi & Fan, Ying & Liu, Bing-Yue, 2025. "Energy supply resilience under low-carbon transition: Long-term multi-national assessment," Energy, Elsevier, vol. 326(C).
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    46. Ur Rehman, Obaid & Ali, Yousaf, 2021. "Optimality study of China’s crude oil imports through China Pakistan economic corridor using fuzzy TOPSIS and Cost-Benefit analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 148(C).
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    Cited by:

    1. Wei, He & Guo, Yaoqi & Yu, Zhuling & Cheng, Hui, 2021. "The impact of events on metal futures based on the perspective of Google Trends," Resources Policy, Elsevier, vol. 74(C).
    2. Yılmaz, Emrah Sıtkı & Ozpolat, Aslı & Destek, Mehmet Akif, 2022. "Do Twitter Sentiments Really Effective on Energy Stocks? Evidence from Intercompany Dependency," MPRA Paper 114155, University Library of Munich, Germany.
    3. Ji, Qiang & Guo, Jian-Feng, 2015. "Oil price volatility and oil-related events: An Internet concern study perspective," Applied Energy, Elsevier, vol. 137(C), pages 256-264.
    4. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
    5. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
    6. Xia Li, 2024. "Spiral of Silence: Consumer Attention, Media Emotion, and Pork Price Fluctuations," Agriculture, MDPI, vol. 14(11), pages 1-17, November.
    7. Bouteska, A. & Ha, Le Thanh & Hassan, M. Kabir & Safa, M. Faisal, 2024. "Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era," Journal of Behavioral and Experimental Finance, Elsevier, vol. 44(C).
    8. Zhu, Fangfei & Zhu, Yabei & Jin, Xuejun & Luo, Xingguo, 2018. "Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets," Finance Research Letters, Elsevier, vol. 24(C), pages 25-33.
    9. Massimiliano Caporin & Francesco Poli, 2017. "Building News Measures from Textual Data and an Application to Volatility Forecasting," Econometrics, MDPI, vol. 5(3), pages 1-46, August.
    10. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers 202009, University of Pretoria, Department of Economics.
    11. Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 469-484.
    12. Husam Abbas Ali & Hiba Youssef Taha, 2023. "The Impact of the Development of the Banking Sector in Rentier Countries on Economic Growth in Light of Recurrent Crises," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 13(3), pages 113-130.
    13. Xiao, Jihong & Wen, Fenghua & He, Zhifang, 2023. "Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis," Energy, Elsevier, vol. 267(C).
    14. Li, Xin & Ma, Jian & Wang, Shouyang & Zhang, Xun, 2015. "How does Google search affect trader positions and crude oil prices?," Economic Modelling, Elsevier, vol. 49(C), pages 162-171.
    15. Gu, Fu & Wang, Jiqiang & Guo, Jianfeng & Fan, Ying, 2020. "Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 167-179.
    16. Li, Sufang & Zhang, Hu & Yuan, Di, 2019. "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, vol. 84(C).
    17. Liu, Siyao & Fang, Wei & Gao, Xiangyun & Wang, Ze & An, Feng & Wen, Shaobo, 2020. "Self-similar behaviors in the crude oil market," Energy, Elsevier, vol. 211(C).
    18. Yu, Lean & Zhao, Yaqing & Tang, Ling & Yang, Zebin, 2019. "Online big data-driven oil consumption forecasting with Google trends," International Journal of Forecasting, Elsevier, vol. 35(1), pages 213-223.
    19. Afkhami, Mohamad & Cormack, Lindsey & Ghoddusi, Hamed, 2017. "Google search keywords that best predict energy price volatility," Energy Economics, Elsevier, vol. 67(C), pages 17-27.
    20. Iregui, Ana María & Núñez, Héctor M. & Otero, Jesús, 2025. "Testing the efficiency of oil price forecast revisions in times of COVID-19 and the Russia–Ukraine conflict," Journal of Commodity Markets, Elsevier, vol. 40(C).
    21. Daekook Kang, 2021. "Box-office forecasting in Korea using search trend data: a modified generalized Bass diffusion model," Electronic Commerce Research, Springer, vol. 21(1), pages 41-72, March.
    22. Nikkinen, Jussi & Rothovius, Timo, 2019. "The EIA WPSR release, OVX and crude oil internet interest," Energy, Elsevier, vol. 166(C), pages 131-141.
    23. Zhao, Lu-Tao & Wang, Dai-Song & Ren, Zhong-Yuan, 2024. "The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model," Economic Modelling, Elsevier, vol. 130(C).
    24. Jianfeng Guo & Bin Su & Guang Yang & Lianyong Feng & Yinpeng Liu & Fu Gu, 2018. "How Do Verified Emissions Announcements Affect the Comoves between Trading Behaviors and Carbon Prices? Evidence from EU ETS," Sustainability, MDPI, vol. 10(9), pages 1-17, September.
    25. Nikkinen, Jussi & Rothovius, Timo, 2019. "Energy sector uncertainty decomposition: New approach based on implied volatilities," Applied Energy, Elsevier, vol. 248(C), pages 141-148.
    26. Miao, Miao & Khaskheli, Asadullah & Raza, Syed Ali & Yousufi, Sara Qamar, 2022. "Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 75(C).
    27. Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter, 2023. "Attention to oil prices and its impact on the oil, gold and stock markets and their covariance," Energy Economics, Elsevier, vol. 120(C).
    28. Xiao, Jihong & Wang, Yudong, 2021. "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, vol. 97(C).
    29. Khaskheli, Asadullah & Zhang, Hongyu & Raza, Syed Ali & Khan, Komal Akram, 2022. "Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period," Resources Policy, Elsevier, vol. 79(C).
    30. An, Haizhong & Gao, Xiangyun & Fang, Wei & Ding, Yinghui & Zhong, Weiqiong, 2014. "Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach," Applied Energy, Elsevier, vol. 136(C), pages 1067-1075.
    31. Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2014. "Internet, noise trading and commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 82-89.
    32. Zhenhua Liu & Zhihua Ding & Tao Lv & Jy S. Wu & Wei Qiang, 2019. "Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 95(1), pages 207-225, January.
    33. Tang, Ling & Zhang, Chengyuan & Li, Ling & Wang, Shouyang, 2020. "A multi-scale method for forecasting oil price with multi-factor search engine data," Applied Energy, Elsevier, vol. 257(C).
    34. Paravee Maneejuk & Woraphon Yamaka, 2019. "Predicting Contagion from the US Financial Crisis to International Stock Markets Using Dynamic Copula with Google Trends," Mathematics, MDPI, vol. 7(11), pages 1-29, November.
    35. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    36. Bašta, Milan & Molnár, Peter, 2018. "Oil market volatility and stock market volatility," Finance Research Letters, Elsevier, vol. 26(C), pages 204-214.
    37. Zhao, Lu-Tao & Zheng, Zhi-Yi & Wei, Yi-Ming, 2023. "Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model," Energy Economics, Elsevier, vol. 120(C).
    38. Haukvik, Nicole & Cheraghali, Hamid & Molnár, Peter, 2024. "The role of investors’ fear in crude oil volatility forecasting," Research in International Business and Finance, Elsevier, vol. 70(PB).
    39. González-Fernández, Marcos & González-Velasco, Carmen, 2020. "A sentiment index to measure sovereign risk using Google data," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 406-418.
    40. Zhao, Lu-Tao & Wang, Yi & Guo, Shi-Qiu & Zeng, Guan-Rong, 2018. "A novel method based on numerical fitting for oil price trend forecasting," Applied Energy, Elsevier, vol. 220(C), pages 154-163.
    41. Ji, Qiang & Guo, Jian-Feng, 2015. "Market interdependence among commodity prices based on information transmission on the Internet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 35-44.
    42. Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
    43. Li Jingjing & Tang Ling & Li Ling, 2020. "The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain," Journal of Systems Science and Information, De Gruyter, vol. 8(3), pages 224-239, June.
    44. Song, Yingjie & Ji, Qiang & Du, Ya-Juan & Geng, Jiang-Bo, 2019. "The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets," Energy Economics, Elsevier, vol. 84(C).
    45. Jiaying Peng & Zhenghui Li & Benjamin M. Drakeford, 2020. "Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism," Energies, MDPI, vol. 13(17), pages 1-19, August.
    46. Shahriyar Mukhtarov & Sugra Humbatova & Mubariz Mammadli & Natig Gadim‒Oglu Hajiyev, 2021. "The Impact of Oil Price Shocks on National Income: Evidence from Azerbaijan," Energies, MDPI, vol. 14(6), pages 1-11, March.
    47. Fu Gu & Yingwen Wu & Xinyu Hu & Jianfeng Guo & Xiaohan Yang & Xinze Zhao, 2021. "The Role of Conspiracy Theories in the Spread of COVID-19 across the United States," IJERPH, MDPI, vol. 18(7), pages 1-14, April.
    48. Reboredo, Juan C. & Ugolini, Andrea, 2018. "The impact of Twitter sentiment on renewable energy stocks," Energy Economics, Elsevier, vol. 76(C), pages 153-169.
    49. Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova, 2015. "Forecasting Commodity Price Volatility with Internet Search Activity," 2015 Conference, April 20-21, 2015, St. Louis, Missouri 285827, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    50. Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
    51. Li, Qiming & Cheng, Ke & Yang, Xiaoguang, 2017. "Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain," Applied Energy, Elsevier, vol. 185(P2), pages 1821-1831.
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  186. Ji, Qiang & Fan, Ying, 2011. "A dynamic hedging approach for refineries in multiproduct oil markets," Energy, Elsevier, vol. 36(2), pages 881-887.

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    1. Quintino, António & Catalão-Lopes, Margarida & Lourenço, João Carlos, 2019. "Can switching from gasoline to aromatics mitigate the price risk of refineries?," Energy Policy, Elsevier, vol. 134(C).
    2. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    3. Martínez, Beatriz & Torró, Hipòlit, 2018. "Hedging spark spread risk with futures," Energy Policy, Elsevier, vol. 113(C), pages 731-746.
    4. Čech, František & Zítek, Michal, 2022. "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, vol. 113(C).
    5. Vedenov, Dmitry & Power, Gabriel J., 2022. "We don't need no fancy hedges! Or do we?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    6. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2016. "Hedging the Crack Spread during Periods of High Volatility in Oil Prices," 2016 Conference, April 18-19, 2016, St. Louis, Missouri 285860, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    7. George E. Halkos & Apostolos S. Tsirivis, 2019. "Energy Commodities: A Review of Optimal Hedging Strategies," Energies, MDPI, vol. 12(20), pages 1-19, October.
    8. You-How Go & Wee-Yeap Lau, 2019. "Palm oil spot-futures relation: Evidence from unrefined and refined products," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(3), pages 133-142.
    9. Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013. "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, vol. 36(C), pages 698-707.
    10. Power, Gabriel J. & Vedenov, Dmitry, 2023. "Who's afraid of a Texas hedge?," Energy Economics, Elsevier, vol. 127(PB).
    11. Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
    12. W. Blake Marsh & David Rodziewicz & Rajdeep Sengupta, 2024. "Examining the Financial Accelerator: Bank Responses to the 2014 Oil Price Shock," Research Working Paper RWP 24-14, Federal Reserve Bank of Kansas City.
    13. Sukcharoen, Kunlapath & Leatham, David J., 2017. "Hedging downside risk of oil refineries: A vine copula approach," Energy Economics, Elsevier, vol. 66(C), pages 493-507.
    14. Chai, Shanglei & Zhou, P., 2018. "The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems," Energy Economics, Elsevier, vol. 76(C), pages 64-75.
    15. Krzysztof Osiewalski & Jacek Osiewalski, 2013. "A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 5(1), pages 65-83, March.

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