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   RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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1. Dynamic connectedness between Chinas commodity markets and Chinas sectoral stock markets: A multidimensional analysis. (2024). Wang, Ziyang ; Chang, Senfeng ; Shao, Liuguo ; Zhang, Hua.
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2. Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Zhang, XU ; Yang, Xian ; Hao, Jun ; Li, Jianping.
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3. Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting. (2023). Su, Zhi ; Fang, Tong ; Yin, Libo ; Miao, Deyu.
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4. The effects of unexpected crude oil price shocks on Chinese stock markets. (2023). Sun, Zhao-Yong ; Huang, Wei-Chiao.
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5. Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies. (2023). Meng, Juan ; Wang, Guannan ; Mo, Bin.
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6. Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Meng, Juan ; Wang, Guannan ; Mo, Bin.
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7. Quantile connectedness between Chinese stock and commodity futures markets. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ahmad, Nasir ; Ur, Mobeen ; Ko, Hee-Un.
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8. Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin.
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9. How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?. (2023). Zolfaghari, Mehdi.
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10. 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. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed.
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21. Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid ; Choi, Ki-Hong.
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29. Spillovers and diversification benefits between oil futures and ASEAN stock markets. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
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35. Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Xiao, Yidong ; Liu, LU ; Wang, Kai-Hua ; Su, Chi-Wei.
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36. Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Goh, Mark ; Cui, Jinxin ; Zou, Huiwen.
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37. Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets. (2022). Nguyen, Pascal ; Rahat, Birjees.
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38. Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam.
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39. Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer ; Tian, Maoxi.
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40. The growth of oil futures in China: Evidence of market maturity through global crises. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
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41. Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Junxin.
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42. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Asadi, Mehrad ; Roubaud, David.
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43. Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Tong, Yuan ; Dai, Xingyu ; Bi, Xiaoyi ; Wang, Qunwei.
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44. Impact persistence of stock market risks in commodity markets: Evidence from China. (2021). Lu, Zheng ; Xiong, Xihan ; Cui, Tianxiang ; Ding, Shusheng ; Chen, Fan ; Yuan, Zhipan.
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45. Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges. (2021). Guo, Yaoqi ; Wang, Peijin ; Zhang, Hongwei ; Yang, Cai.
    In: Research in International Business and Finance.
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46. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiao-Hua ; Li, Ziruo ; Huang, Jionghao.
    In: International Review of Economics & Finance.
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47. Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan.
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48. Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Elgammal, Mohammed ; Ahmed, Walid ; Alshami, Abdullah.
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49. The effects of commodity financialization on commodity market volatility. (2021). Cui, Tianxiang ; Ding, Shusheng ; Du, Min ; Zheng, Dandan.
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50. Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Qian, Tao ; Liu, Ranran ; Xie, Qiwei.
    In: Energy Economics.
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