Identifying influential energy stocks based on spillover network

Citations

Cited by:

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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).
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   • 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.
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11. Hu, Yunchao & Lu, Guibin & Gao, Wenyu, 2022. "A study on China’s systemically important financial institutions based on multi-time scale causality networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
12. Guannan Wang & Juan Meng & Bin Mo, 2023. "Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies," Mathematics, MDPI, vol. 11(4), pages 1-25, February.
13. Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
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15. Chen, Weidong & Xiong, Shi & Chen, Quanyu, 2022. "Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective," Energy, Elsevier, vol. 239(PA).
16. Gao, Yang & Li, Yangyang & Wang, Yaojun, 2021. "Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
17. 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).
18. 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).
19. Peng Qin & Manying Bai, 2024. "WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market," PLOS ONE, Public Library of Science, vol. 19(4), pages 1-15, April.
20. Gong, Xu & Liao, Qin, 2024. "Physical climate risk attention and dynamic volatility connectedness among new energy stocks," Energy Economics, Elsevier, vol. 136(C).
21. 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).
22. 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).
23. 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).
24. Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin & Li, Sai-Ping, 2024. "Influential risk spreaders and systemic risk in Chinese financial networks," Emerging Markets Review, Elsevier, vol. 60(C).
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26. 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).
27. 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.
28. 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).