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Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

Citations

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Cited by:

  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. Lee, Chien-Chiang & Hussain, Jafar, 2023. "An assessment of socioeconomic indicators and energy consumption by considering green financing," Resources Policy, Elsevier, vol. 81(C).
  3. Bai, Hengrui & Huang, Lingyu & Wang, Ziqi, 2024. "Supply chain financing, digital financial inclusion and enterprise innovation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).
  4. 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).
  5. 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).
  6. Lee, Chien-Chiang & Feng, Yi & Peng, Diyun, 2022. "A green path towards sustainable development: The impact of low-carbon city pilot on energy transition," Energy Economics, Elsevier, vol. 115(C).
  7. 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).
  8. Wei, Yu & Wang, Yizhi & Vigne, Samuel A. & Ma, Zhenyu, 2023. "Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  9. Liu, Min & Guo, Tongji & Ping, Weiying & Luo, Liangqing, 2023. "Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?," Energy Economics, Elsevier, vol. 121(C).
  10. Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024. "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  11. Wei Jiang & Ruijie Gao & Chao Lu, 2022. "The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures," IJERPH, MDPI, vol. 19(17), pages 1-16, August.
  12. 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).
  13. Ding, Shusheng & Wang, Kaihao & Cui, Tianxiang & Du, Min, 2023. "The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence," Resources Policy, Elsevier, vol. 86(PB).
  14. Albores, Isaac, 2025. "Quantile Connectedness and Tail Risks: Interactions between Energy and Agricultural Markets," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 360695, Agricultural and Applied Economics Association.
  15. Sun, Yiqun & Ji, Hao & Cai, Xiurong & Li, Jiangchen, 2023. "Joint extreme risk of energy prices-evidence from European energy markets," Finance Research Letters, Elsevier, vol. 56(C).
  16. Wang, Xinya & Rong, Xueyun & Yin, Lei, 2024. "Discerning the impact of global geopolitical risks on China's energy futures market spillovers: Evidence from higher-order moments," Energy Economics, Elsevier, vol. 140(C).
  17. Tii N. Nchofoung & Nathanael Ojong, 2023. "Natural resources, renewable energy, and governance: A path towards sustainable development," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(3), pages 1553-1569, June.
  18. Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad, 2025. "Who A(m) I? exploring quantile frequency connectedness in emerging AI and IoT token markets," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
  19. Liu, Zixin & Zou, Renhao & Zhang, Shuguang & Zhang, Cheng, 2025. "Risk spillovers among energy, metals, and agriculture commodity markets: A network perspective," Finance Research Letters, Elsevier, vol. 83(C).
  20. Salman, Muhammad & Wang, Guimei, 2024. "Rural energy poverty alleviation in OECD nations: An integrated analysis of renewable energy, green taxation, and the United Nations agenda 2030," Renewable Energy, Elsevier, vol. 237(PD).
  21. Shuifeng Hong & Mengya Li & Yimin Luo, 2024. "Multiple time-scales analyses of nickel futures and spot markets volatility spillovers effects," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 37(1), pages 25-34, March.
  22. Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024. "Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets," Papers 2409.19307, arXiv.org, revised Aug 2025.
  23. 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).
  24. 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).
  25. Nonelelo Vuba & Thobekile Qabhobho, 2024. "The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 287-298, March.
  26. Umar, Zaghum & Bossman, Ahmed, 2023. "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, vol. 83(C).
  27. repec:ags:ijag24:344838 is not listed on IDEAS
  28. 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.
  29. Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia, 2023. "Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures," Journal of Commodity Markets, Elsevier, vol. 30(C).
  30. 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.
  31. 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.
  32. Lee, Chien-Chiang & Zeng, Mingli & Luo, Kang, 2023. "Food security and digital economy in China: A pathway towards sustainable development," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1106-1125.
  33. Yingshan Sun & Rui Zhang & Xiaolu Du & Kang Zhao & Xiaotong Qie & Xiaoyi Zhang, 2023. "Does Low-Carbon City Construction Promote Integrated Economic, Energy, and Environmental Development? An Empirical Study Based on the Low-Carbon City Pilot Policy in China," Sustainability, MDPI, vol. 15(23), pages 1-23, November.
  34. Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025. "Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies," Economic Modelling, Elsevier, vol. 151(C).
  35. 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.
  36. 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).
  37. Owusu Amponsah, Dan & Abdullah, Mohammad & Joel Aikins Abakah, Emmanuel & Yindenaba Abor, Joshua & Lee, Chi-Chuan, 2025. "Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  38. 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).
  39. Niu, Hongli & Zhang, Shasha, 2024. "Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach," Renewable Energy, Elsevier, vol. 230(C).
  40. Rao, Amar & Lucey, Brian & Kumar, Satish & Lim, Weng Marc, 2025. "Corrigendum to “Do green energy markets catch cold when conventional energy markets sneeze?” [Energy Economics Volume 127, Part A, November 2023, 107035]," Energy Economics, Elsevier, vol. 148(C).
  41. Huang, Jionghao & Li, Hongqiao & Chen, Baifan & Liu, Mengai & An, Chaofan & Xia, Xiaohua, 2025. "Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks," International Review of Economics & Finance, Elsevier, vol. 98(C).
  42. Tiwari, Aviral Kumar & Trabelsi, Nader & Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Lee, Chien-Chiang, 2023. "An empirical analysis of the dynamic relationship between clean and dirty energy markets," Energy Economics, Elsevier, vol. 124(C).
  43. 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).
  44. Lee, Chien-Chiang & Wang, Chang-song, 2022. "Does natural resources matter for sustainable energy development in China: The role of technological progress," Resources Policy, Elsevier, vol. 79(C).
  45. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
  46. Fan, Lin & Peng, Binbin & Lin, Zhongguo & Zou, Hongyang & Du, Huibin, 2024. "The effects of green finance on pollution and carbon reduction: Evidence from China’s industrial firms," International Review of Economics & Finance, Elsevier, vol. 95(C).
  47. repec:ags:aaea22:343639 is not listed on IDEAS
  48. Wang, Chih-Wei & Lee, Chien-Chiang & Wu, Lin-Tan, 2023. "The relationship between cash flow uncertainty and extreme risk: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  49. 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).
  50. 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).
  51. Wang, Linjie & Etienne, Xiaoli & Li, Jian, 2024. "Food-fuel nexus beyond mean-variance: New evidence from a quantile approach," Journal of Commodity Markets, Elsevier, vol. 36(C).
  52. Yang, Yan-Hong & Shao, Ying-Hui & Zhou, Wei-Xing, 2025. "Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change," Finance Research Letters, Elsevier, vol. 71(C).
  53. Mensi, Walid & Rehman, Mobeen Ur & Gök, Remzi & Gemici, Eray & Vo, Xuan Vinh, 2025. "Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets," Research in International Business and Finance, Elsevier, vol. 73(PA).
  54. Han, SeungOh, 2025. "Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  55. 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.
  56. 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).
  57. Chiappari, Mattia & Scotti, Francesco & Flori, Andrea, 2024. "Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  58. Batra, Shallu & Tiwari, Aviral Kumar & Yadav, Mahender & Danso, Albert, 2025. "Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices," Technological Forecasting and Social Change, Elsevier, vol. 210(C).
  59. Omidi, Vahid & Goudarzi Farahani, Yazdan & Roudari, Soheil, 2022. "نرخ ارز، کسری دوگانه و اثر پاتینکین در اقتصاد ایران: آیا ارتباط مقیاس-زمانی مسئله است؟ [Exchange rate, twin deficit and Patinkin effect in Iran's economy: Is the time-scale relationship a problem?]," MPRA Paper 127008, University Library of Munich, Germany, revised 23 May 2023.
  60. 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).
  61. 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.
  62. Gao, Xing & Lai, Xinjie & Tang, Xuan & Li, Yue, 2024. "Does environmental regulation affect corporate environmental awareness? A quasi-natural experiment based on low-carbon city pilot policy," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1164-1184.
  63. Zhu, Chen & Lee, Chien-Chiang, 2022. "The effects of low-carbon pilot policy on technological innovation: Evidence from prefecture-level data in China," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
  64. Hyeon-Seok Kim & Hui-Sang Kim & Sun-Yong Choi, 2024. "Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis," Energies, MDPI, vol. 17(5), pages 1-24, February.
  65. Wang, Hao & Dong, Yizhe & Sun, Mingli & Shi, Baofeng & Ji, Hao, 2024. "Dynamic dependence of futures basis between the Chinese and international grains markets," Economic Modelling, Elsevier, vol. 130(C).
  66. 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).
  67. Lee, Chi-Chuan & Lee, Chien-Chiang, 2023. "International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets," Journal of Asian Economics, Elsevier, vol. 84(C).
  68. Lee, Chien-Chiang & Chen, Mei-Ping & Yuan, Zihao, 2023. "Is information and communication technology a driver for renewable energy?," Energy Economics, Elsevier, vol. 124(C).
  69. Sakiru Adebola Solarin & Eric Evans Osei Opoku & Mufutau Opeyemi Bello, 2025. "Energy Diversification and Its Determinants: Evidence from Developed and Developing Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(6), pages 18501-18526, December.
  70. 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.
  71. Lee, Chien-Chiang & Yuan, Zihao & Lee, Chi-Chuan & Chang, Yu-Fang, 2022. "The impact of renewable energy technology innovation on energy poverty: Does climate risk matter?," Energy Economics, Elsevier, vol. 116(C).
  72. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan & Vo, Xuan Vinh, 2023. "Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?," Journal of Financial Stability, Elsevier, vol. 65(C).
  73. Hu, Yang & Lang, Chunlin & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2023. "Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event," Energy Economics, Elsevier, vol. 125(C).
  74. Liu, Jian & Chen, Chaoqiang & Mao, Xiaodan, 2025. "Risk spillover effect and portfolio strategy between Chinese commodity futures market and international green finance market," Research in International Business and Finance, Elsevier, vol. 79(C).
  75. Karkowska, Renata & Urjasz, Szczepan, 2024. "Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets," Journal of Commodity Markets, Elsevier, vol. 36(C).
  76. Yanan Zheng & Henry An & Meng Yang & Feng Qiu, 2024. "The impact of COVID‐19 on price transmission and price volatility in the Canadian beef supply chain," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 72(3), pages 389-406, September.
  77. Dai, Xingyu & Li, Matthew C. & Xiao, Ling & Wang, Qunwei, 2022. "COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis," Resources Policy, Elsevier, vol. 79(C).
  78. Su, Xianfang & Zhao, Yachao, 2023. "What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials," Energy Economics, Elsevier, vol. 128(C).
  79. Derick Quintino & Cristiane Ogino & Inzamam Ul Haq & Paulo Ferreira & Márcia Oliveira, 2023. "An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis," Energies, MDPI, vol. 16(5), pages 1-14, February.
  80. Hu, Yang & Lang, Chunlin & Corbet, Shaen & Wang, Junchuan, 2024. "The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector," Research in International Business and Finance, Elsevier, vol. 68(C).
  81. 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).
  82. Kumar, Pawan & Singh, Vipul Kumar & Rao, Sandeep, 2023. "Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?," Energy Economics, Elsevier, vol. 119(C).
  83. Lee, Chien-Chiang & Wang, Fuhao & Lou, Runchi & Wang, Keying, 2023. "How does green finance drive the decarbonization of the economy? Empirical evidence from China," Renewable Energy, Elsevier, vol. 204(C), pages 671-684.
  84. Qi, Haozhi & Ma, Lijun & Peng, Pin & Chen, Hao & Li, Kang, 2022. "Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China," Resources Policy, Elsevier, vol. 79(C).
  85. Malhotra, Priya & Kumar, Sanjeev & Gubareva, Mariya & Mendes, José Zorro, 2026. "Dynamic nexus of clean energy metals, energy commodities and traditional assets: Multidimensional techniques and portfolio analysis," Research in International Business and Finance, Elsevier, vol. 81(C).
  86. Kyriazis, Nikolaos & Corbet, Shaen, 2024. "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, vol. 131(C).
  87. 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).
  88. 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).
  89. Asadi, Mehrad & Tiwari, Aviral Kumar & Gholami, Samad & Ghasemi, Hamid Reza & Roubaud, David, 2023. "Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology," International Review of Financial Analysis, Elsevier, vol. 89(C).
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  95. Tiantian Liu & Yulian Zhang & Wenting Zhang & Shigeyuki Hamori, 2024. "Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions," Energies, MDPI, vol. 17(22), pages 1-24, November.
  96. Su, Xianfang & Zhao, Yachao, 2025. "Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
  97. Ali, Shoaib & Cui, Jinxin, 2025. "Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens," Journal of Behavioral and Experimental Finance, Elsevier, vol. 46(C).
  98. Zhang, Yulian & Hamori, Shigeyuki, 2025. "Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets," Journal of Commodity Markets, Elsevier, vol. 39(C).
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  100. Yang, Jizhe & Jiang, Tingfeng & Wen, Xingchun & Dai, Lu, 2024. "Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China," Journal of Asian Economics, Elsevier, vol. 90(C).
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  102. 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).
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  106. Liya Hau & Huiming Zhu & Muhammad Shahbaz & Ke Huang, 2023. "Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market," Sustainability, MDPI, vol. 15(11), pages 1-17, June.
  107. Lee, Chien-Chiang & Lou, Runchi & Wang, Fuhao, 2023. "Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 418-434.
  108. Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Adeleke, Musefiu Adebowale & Abakah, Emmanuel Joel Aikins, 2023. "A time-varying Granger causality analysis between water stock and green stocks using novel approaches," Energy Economics, Elsevier, vol. 126(C).
  109. 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.
  110. Atik, Zehra & Guloglu, Bulent & Ulussever, Talat, 2024. "Nonlinear tail dependence between energy and agricultural commodities," Energy Economics, Elsevier, vol. 139(C).
  111. Liu, Jiahao & Zhu, Bo & Hu, Xin, 2024. "Systemic risk spillovers among global energy firms: Does geopolitical risk matter?," Energy Economics, Elsevier, vol. 140(C).
  112. Magner, Nicolás & Henríquez, Pablo A. & Sanhueza, Aliro, 2025. "Decoding risk sentiment in 10-K filings: Predictability for U.S. stock indices," Finance Research Letters, Elsevier, vol. 81(C).
  113. Jiang, Wei & Chen, Yunfei, 2024. "Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets," Resources Policy, Elsevier, vol. 88(C).
  114. 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).
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