1. Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?. (2025). Qin, Zhilong ; Lyu, Yongjian ; Yang, Zhidan ; Luo, YA ; Yi, Heling ; Ke, Rui.
   In: Energy Economics.
   RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003330.

   Full description at Econpapers || Download paper

2. Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO.
   In: Applied Energy.
   RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

   Full description at Econpapers || Download paper

3. Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Lyu, Yongjian ; Ke, Rui ; Yang, MO ; Chang, Jianing ; Qin, Fanshu.
   In: Energy Economics.
   RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081.

   Full description at Econpapers || Download paper

1. Allen, F. ; Gale, D. Financial contagion. 2000 J. Polit. Econ.. 108 1-33

2. Alquist, R. ; Ellwanger, R. ; Jin, J.J. The effect of oil price shocks on asset markets: evidence from oil inventory news. 2020 J. Futur. Mark.. 40 1212-1230

3. Antonakakis, N. ; Cunado, J. ; Filis, G. ; Gabauer, D. ; de Gracia, F.P. Dynamic connectedness among the implied volatilities of oil prices and financial assets: new evidence of the COVID-19 pandemic. 2023 Int. Rev. Econ. Financ.. 83 114-123

4. Aruoba, S.B. ; Diebold, F.X. ; Scotti, C. Real-time measurement of business conditions. 2009 J. Bus. Econ. Stat.. 27 417-427

5. Baruník, J. ; Křehlík, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 J. Financ. Economet.. 16 271-296

6. Baumeister, C. ; Leiva-León, D. ; Sims, E. Tracking weekly state-level economic conditions. 2021 Rev. Econ. Stat.. 1-45

7. Baumeister, C. ; Peersman, G. Time-varying effects of oil supply shocks on the US economy. 2013 Am. Econ. J. Macroecon.. 5 1-28

8. Bernanke, B.S. Monetary policy since the onset of the crisis. 2012 En : The Changing Policy Landscape: Proc. 2012 Jackson Hole Sympos. Federal Reserve Bank of Kansas City: Kansas City, MO
   Paper not yet in RePEc: Add citation now
   

9. Bernanke, B.S. ; Gertler, M. ; Watson, M. ; Sims, C.A. ; Friedman, B.M. Systematic monetary policy and the effects of oil price shocks. 1997 Brook. Pap. Econ. Act.. 1997 91-157

10. Breitung, J. ; Candelon, B. Test for short- and long-run causality: a frequency-domain approach. 2006 J. Econ.. 132 363-378
    Paper not yet in RePEc: Add citation now
    

11. Chatziantoniou, I. ; Gabauer, D. ; de Gracia, F.P. Tail risk connectedness in the refined petroleum market: a first look at the impact of the covid-19 pandemic. 2022 Energy Econ.. 111 -

12. Chen, S.S. ; Chen, H.C. Oil prices and real exchange rates. 2007 Energy Econ.. 29 390-404

13. Cui, J.X. ; Goh, M. ; Li, B.L. ; Zou, H.W. Dynamic dependence and risk connectedness among oil and stock markets: new evidence from time-frequency domain perspectives. 2021 Energy. 216 -

14. Cunado, J. ; Chatziantoniou, I. ; Gabauer, D. ; de Gracia, F.P. ; Hardik, M. Dynamic spillovers across precious metals and oil realized volatilities: evidence from quantile extended joint connectedness measures. 2023 J. Commod. Mark.. 30 -

15. Del Negro, M. ; Primiceri, G.E. Time varying structural vector autoregressions and monetary policy: a corrigendum. 2015 Rev. Econ. Stud.. 82 1342-1345

16. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econ.. 182 119-134

17. Fama, E.F. Does the fed control interest rates?. 2013 Rev. Asset Pric. Stud.. 3 180-199

18. Fama, E.F. ; French, K.R. Business conditions and expected returns on stocks and bonds. 1989 J. Financ. Econ.. 25 23-49

19. Golub, S.S. Oil prices and exchange rates. 1983 Econ. J.. 93 576-593

20. Granger, C.W.J. Recent developments in the concept of causality. 1988 J. Econ.. 39 199-211
    Paper not yet in RePEc: Add citation now
    

21. Gupta, R. ; Kotze, K. The role of oil prices in the forecasts of South African interest rates: a Bayesian approach. 2017 Energy Econ.. 61 270-278

22. Huang, R.D. ; Masulis, R.W. ; Stoll, H.R. Energy shocks and financial markets. 1996 J. Futur. Mark.. 16 1-27

23. Ji, Q. ; Liu, B.Y. ; Fan, Y. Risk dependence of CoVaR and structural change between oil prices and exchange rates: a time-varying copula model. 2019 Energy Econ.. 77 80-92

24. Jones, C.M. ; Kaul, G. Oil and the stock markets. 1996 J. Financ.. 51 463-491

25. Kang, S.H. ; Tiwari, A.K. ; Albulescu, C.T. ; Yoon, S.M. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1. 2019 Energy Econ.. 84 -

26. Kilian, L. ; Zhou, X. Oil prices, exchange rates and interest rates. 2022 J. Int. Money Financ.. 126 -
    Paper not yet in RePEc: Add citation now
    
27. Lyu, Y., Du, Z., Yi, H., Yang, M., 2021. Time-frequency analysis of dynamic financial connectedness: a new approach with Bayesian time-varying vector autoregressions. SSRN: https://ssrn.com/abstract=3941608.
    Paper not yet in RePEc: Add citation now
    

28. Maghyereh, A.I. ; Awartani, B. ; Bouri, E. The directional volatility connectedness between crude oil and equity markets: new evidence from implied volatility indexes. 2016 Energy Econ.. 57 78-93

29. Malik, F. ; Umar, Z. Dynamic connectedness of oil price shocks and exchange rates. 2019 Energy Econ.. 84 -

30. Mensi, W. ; Hammoudeh, S. ; Shahzad, S.J.H. ; Shahbaz, M. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. 2017 J. Bank. Financ.. 75 258-279

31. Naeem, M.A. ; Peng, Z. ; Suleman, M.T. ; Nepal, R. ; Shahzad, S.J.H. Time and frequency connectedness among oil shocks, electricity and clean energy markets. 2020 Energy Econ.. 91 -

32. Reboredo, J.C. ; Rivera-Castro, M.A. ; Ugolini, A. Downside and upside risk spillovers between exchange rates and stock prices. 2016 J. Bank. Financ.. 62 76-96

33. Riggi, M. ; Venditti, F. The time varying effect of oil price shocks on euro-area exports. 2015 J. Econ. Dyn. Control. 59 75-94

34. Rosa, C. The high-frequency response of energy prices to US monetary policy: understanding the empirical evidence. 2014 Energy Econ.. 45 295-303

35. Umar, Z. ; Jareno, F. ; Escribano, A. Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis. 2021 Eur. J. Financ.. 27 880-896

36. Wang, X.X. ; Wang, Y.D. Volatility spillovers between crude oil and Chinese sectoral equity markets: evidence from a frequency dynamics perspective. 2019 Energy Econ.. 80 995-1009

37. Yang, Z. ; Zhou, Y. Quantitative easing and volatility spillovers across countries and asset classes. 2017 Manag. Sci.. 63 333-354

38. Zhu, P.F. ; Tang, Y. ; Wei, Y. ; Lu, T.T. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. 2021 Energy. 231 -

1. Household Wealth and Resilience to Financial Shocks in Italy. (2018). Garcia-Macia, Daniel.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2018/196.

   Full description at Econpapers || Download paper

2. A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN). (2018). Malik, Sheheryar ; Lindner, Peter ; Segoviano, Miguel A ; Cortes, Fabio.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2018/014.

   Full description at Econpapers || Download paper

3. Understanding the shift from micro to macro-prudential thinking: A discursive network analysis. (2016). Thiemann, Matthias ; Ibrocevic, Edin ; Aldegwy, Mohamed.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:136.

   Full description at Econpapers || Download paper

4. Interbank intermediation. (2016). Krahnen, Jan ; Georg, Co-Pierre ; Bluhm, Marcel.
   In: Discussion Papers.
   RePEc:zbw:bubdps:162016.

   Full description at Econpapers || Download paper

5. Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tumer.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2016/091.

   Full description at Econpapers || Download paper

6. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Zhuang, Xin-Tian ; Uryasev, Stan ; Yao, Shuang.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

   Full description at Econpapers || Download paper

7. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20161898.

   Full description at Econpapers || Download paper

8. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; Alexandre, Michel ; da Silva, Michel Alexandre.
   In: Working Papers Series.
   RePEc:bcb:wpaper:438.

   Full description at Econpapers || Download paper

9. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E.
   In: Discussion Paper.
   RePEc:tiu:tiucen:65196525-e8d7-4b78-9b8d-7b6082b29cce.

   Full description at Econpapers || Download paper

10. Crises and contagion in Asia Pacific — Islamic v/s conventional markets. (2015). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:315-326.

    Full description at Econpapers || Download paper

11. Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

    Full description at Econpapers || Download paper

12. Endogenous Market Making and Network Formation. (2015). Zhang, Shengxing ; Chang, Briana.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1534.

    Full description at Econpapers || Download paper

13. Market Procyclicality and Systemic Risk. (2013). Tasca, Paolo ; battiston, stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:45156.

    Full description at Econpapers || Download paper

14. Contagion Risk within Firm-Bank Bivariate Networks. (2013). Tabak, Benjamin ; Rodrigo Cesar de Castro Miranda, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:322.

    Full description at Econpapers || Download paper

15. Insolvency and Contagion in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:320.

    Full description at Econpapers || Download paper

16. Assessing Systemic Risk in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:318.

    Full description at Econpapers || Download paper

17. On the Computational Complexity of Measuring Global Stability of Banking Networks. (2013). Berman, Piotr ; Karpinski, Marek ; Kaligounder, Lakshmi ; Dasgupta, Bhaskar.
    In: Papers.
    RePEc:arx:papers:1110.3546.

    Full description at Econpapers || Download paper

18. ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. (2012). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:627-646.

    Full description at Econpapers || Download paper

19. Interbank lending and the spread of bank failures: A network model of systemic risk. (2012). Giansante, Simone ; Krause, Andreas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:583-608.

    Full description at Econpapers || Download paper

20. Structural contagion and vulnerability to unexpected liquidity shortfalls. (2012). Sordi, Serena ; Giansante, Simone ; Chiarella, Carl ; Vercelli, Alessandro.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:558-569.

    Full description at Econpapers || Download paper

21. Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk. (2012). Stiglitz, Joseph ; Gallegati, Mauro ; Delli Gatti, Domenico ; battiston, stefano ; Greenwald, Bruce.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1121-1141.

    Full description at Econpapers || Download paper

22. Relative risk aversion and the transmission of financial crises. (2012). Goenka, Aditya ; Boschi, Melisso.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:1:p:85-99.

    Full description at Econpapers || Download paper

23. Contagion between United States and european markets during the recent crises. (2011). Márquez Cebrián, M.Dolores ; Muoz, Pilar M ; Marquez, Maria Dolores ; Sanchez, Josep A..
    In: MPRA Paper.
    RePEc:pra:mprapa:35993.

    Full description at Econpapers || Download paper

24. The contagious capacity of the international banking network: 1985-2009. (2011). Svirydzenka, Katsiaryna ; Mahadeva, Lavan ; Garratt, Rodney.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt0r89f16p.

    Full description at Econpapers || Download paper

25. Leveraged Network-Based Financial Accelerator. (2011). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro.
    In: Working Papers.
    RePEc:anc:wpaper:371.

    Full description at Econpapers || Download paper

26. Complex agent-based macroeconomics: a manifesto for a new paradigm. (2010). Gaffeo, Edoardo ; Gallegati, Mauro ; Gatti, Domenico.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:5:y:2010:i:2:p:111-135.

    Full description at Econpapers || Download paper

27. The financial accelerator in an evolving credit network. (2010). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1627-1650.

    Full description at Econpapers || Download paper

28. Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk. (2009). Stiglitz, Joseph ; Gallegati, Mauro ; Delli Gatti, Domenico ; battiston, stefano ; Greenwald, Bruce C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15611.

    Full description at Econpapers || Download paper

29. Dynamic Debt Runs. (2009). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15482.

    Full description at Econpapers || Download paper

30. Measuring Stock Market Contagion with an Application to the Sub-prime Crisis. (2009). Mierau, Jochen.
    In: Working Papers.
    RePEc:dnb:dnbwpp:217.

    Full description at Econpapers || Download paper

31. What Role Have Banks in Financial Crises?. (2009). Andrieș, Alin Marius ; Popescu, Dan ; Andries, Alin Marius.
    In: Review of Economic and Business Studies.
    RePEc:aic:revebs:y:2009:i:3:andriesa.

    Full description at Econpapers || Download paper

32. Raisons Fondamentales d’une Régulation Prudentielle du Secteur des Assurances. (2008). Lorent, Benjamin.
    In: Working Papers CEB.
    RePEc:sol:wpaper:08-020.

    Full description at Econpapers || Download paper

33. Financially Constrained Fluctuations in an Evolving Network Economy. (2008). Stiglitz, Joseph ; Russo, Alberto ; Gallegati, Mauro ; Delli Gatti, Domenico ; Greenwald, Bruce C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14112.

    Full description at Econpapers || Download paper

34. Regulatory Optimal Bank Size. (2008). McFadden, Randall .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:14:y:2008:i:2:p:142-155:10.1007/s11294-008-9138-y.

    Full description at Econpapers || Download paper

35. Alternatives for distressed banks and the panics of the Great Depression. (2008). Carlson, Mark.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-07.

    Full description at Econpapers || Download paper

36. Banks, relative performance, and sequential contagion. (2007). Tsomocos, Dimitrios ; Sunirand, Pojanart ; Goodhart, Charles.
    In: Economic Theory.
    RePEc:spr:joecth:v:32:y:2007:i:2:p:381-398.

    Full description at Econpapers || Download paper

37. Welfare Effects of Financial Integration. (2007). Hartmann, Philipp ; Fecht, Falko ; Gruner, Hans Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6311.

    Full description at Econpapers || Download paper

38. The role of banks in the Brazilian Interbank Market: Does bank type matter?. (2007). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Working Papers Series.
    RePEc:bcb:wpaper:130.

    Full description at Econpapers || Download paper

39. International Financial Contagion and the Fund —A Theoretical Framework. (2006). Huang, Haizhou ; Clark, Peter.
    In: Open Economies Review.
    RePEc:kap:openec:v:17:y:2006:i:4:p:399-422.

    Full description at Econpapers || Download paper

40. Reciprocity and Network Coordination: Evidence from Japanese Banks. (2006). Peek, Joe ; Eser, Zekeriya .
    In: Hi-Stat Discussion Paper Series.
    RePEc:hst:hstdps:d05-157.

    Full description at Econpapers || Download paper

41. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp077.

    Full description at Econpapers || Download paper

42. The rigidity bias. (2004). Herrala, Risto.
    In: Finance.
    RePEc:wpa:wuwpfi:0404019.

    Full description at Econpapers || Download paper

43. Cross-border banking and transmission mechanisms in Europe: evidence from German data. (2004). Buch, Claudia.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:16:p:1137-1149.

    Full description at Econpapers || Download paper

44. Fundamentals and joint currency crises. (2004). Hartmann, Philipp ; de Vries, Casper ; Straetmans, Stefan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004324.

    Full description at Econpapers || Download paper

45. International Lending of Last Resort and Moral Hazard: A Model of IMFs Catalytic Finance. (2003). Roubini, Nouriel ; guimaraes, bernardo ; Corsetti, Giancarlo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10125.

    Full description at Econpapers || Download paper

46. Banking Regulation and Systemic Risk. (2003). Summer, Martin.
    In: Open Economies Review.
    RePEc:kap:openec:v:14:y:2003:i:1:p:43-70.

    Full description at Econpapers || Download paper

47. The call loan market in the U.S. financial system prior to the Federal Reserve System. (2003). Tallman, Ellis ; Moen, Jon.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-43.

    Full description at Econpapers || Download paper

48. Bank mergers, competition and liquidity. (2003). Spagnolo, Giancarlo ; Hartmann, Philipp ; Carletti, Elena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003292.

    Full description at Econpapers || Download paper

49. Coordination Failure and Financial Contagion. (2002). MANZ, MICHAEL .
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0203.

    Full description at Econpapers || Download paper

50. Market Procyclicality and Systemic Risk. (). Tasca, Paolo ; battiston, stefano.
    In: Working Papers.
    RePEc:stz:wpaper:eth-rc-12-012.

    Full description at Econpapers || Download paper

Report date: 2025-09-25 09:13:25 || Missing content? Let us know