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How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang.
In: Working Papers.
RePEc:pre:wpaper:202405.

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Cited: 5

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  1. How do systematic risk spillovers reshape investment outcomes?. (2025). Tiwari, Aviral ; Silva, Emilson ; Roubaud, David ; Tao, Miaomiao.
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  2. Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

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  3. Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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  4. Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise. (2025). Billah, Mabruk ; Hoque, Mohammad Enamul ; Elsayed, Ahmed H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001665.

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  5. Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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