Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach

J Zhao, L Cui, W Liu, Q Zhang - Resources Policy, 2023 - Elsevier
As one of the world's largest oil importer, China's economy is significantly influenced by oil
price fluctuations. This study investigates the risk spillover effect of international oil price on …

Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries

H Zhu, X Huang, F Ye, S Li - The North American Journal of Economics and …, 2024 - Elsevier
This study investigates the lead-lag nonlinear dependence relationship between crude oil
and stock markets by employing a joint analysis of both frequency and cross-quantile …

Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions

A AlGhazali, HE Belghouthi, W Mensi, R Mclver… - Economic Analysis and …, 2024 - Elsevier
This study examines the spillover dynamics and interconnectedness amongst sustainability
indices, green bond markets, and oil price shocks. Using data from June 2013 to February …

From the pandemic to the Russia–Ukraine crisis: dynamic behavior of connectedness between financial markets and implications for portfolio management

M Yousfi, R Farhani, H Bouzgarrou - Economic Analysis and Policy, 2024 - Elsevier
This study assesses the time-varying connectedness and portfolio implications among
equity markets, commodities, and cryptocurrencies. To this end, we employ the DCC …

Macro-financial transmission of global oil shocks to BRIC countries—International financial (uncertainty) conditions matter

Z Yildirim, H Guloglu - Energy, 2024 - Elsevier
A well-documented literature exists on the impact of global oil shocks on small open
economies (SOEs). However, it still disregards the international financial (uncertainty) …

Asymmetric Effects of Weather‐Integrated Human Brucellosis Forecasting System Using a New Nonlinear Autoregressive Distributed Lag Model

Y Wang, C Xue, B Zhang, Y Li… - … and Emerging Diseases, 2024 - Wiley Online Library
Human brucellosis (HB) remains a significant public health concern in China. This study
aimed to investigate the long‐and short‐term asymmetric impacts of meteorological …

The equity-oil hedge: A comparison between volatility and alternative risk frameworks

W Kuang - Energy, 2023 - Elsevier
This paper investigates alternatives to the conventional minimum-variance framework for
hedging equity risks with crude oil. Specifically, the optimal hedge ratios are calculated for …

[HTML][HTML] Dynamics of the inflation-hedging capabilities of real estate investment portfolios in the Nigerian property market

AE Nwosu, VA Bello, AK Oyetunji, CV Amaechi - Buildings, 2023 - mdpi.com
There has been a wide belief that real estate is a source of good investment portfolios
because it has a hedge against inflation. Considering this notion, the present research …

Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China

YB Wang, SY Qing, ZY Liang, C Ma… - World Journal of …, 2023 - pmc.ncbi.nlm.nih.gov
BACKGROUND Hepatitis B (HB) and hepatitis C (HC) place the largest burden in China,
and a goal of eliminating them as a major public health threat by 2030 has been set. Making …

Energy markets restructure beyond 2022 and its implications on Qatar LNG sales strategy: Business forecasting and trend analysis

N Yusuf, R Govindan, T Al-Ansari - Heliyon, 2024 - cell.com
The emergence of new suppliers and energy resources has reshaped the energy market in
terms of contractual structures and pricing systems. The market shifts were accelerated in …