International Journal of Green Energy,
Journal Year:
2024,
Volume and Issue:
unknown, P. 1 - 19
Published: Dec. 29, 2024
This
study
employs
a
risk
spillover
measurement
method
based
on
CEEMDAN-SE,
GARCHSK,
and
TVP-VAR-DY
models
to
assess
among
11
sub-sectors
in
China's
energy
market,
such
as
coal,
oil,
thermal
power,
new
vehicles.
The
sector
index
return
is
decomposed
into
intrinsic
mode
functions
(IMFs)
reconstructed
high,
medium,
low-frequency
sequences.
GARCHSK
model
calculates
conditional
mean,
variances,
skewness,
kurtosis
sequences
for
these
sequences,
which
are
then
integrated
the
evaluate
return,
volatility,
higher-order
moment
spillovers.
Empirical
findings
highlight
significant
time-varying
effects,
with
volatility
spillovers
surpassing
average
total
skewness
New
Energy
Vehicle
(NEV)
Electric
Power
Grid
(EPG)
sectors
act
major
transmitters,
while
primary
receivers
vary
by
frequency
order.
Regulatory
authorities
should
develop
real-time
surveillance
mechanism
monitor
transfer
of
risks
between
NEV
EPG
sector.
It
essential
foster
inter-industry
cooperation
facilitate
better
resource
allocation
swift
response
emerging
challenges.
Furthermore,
policymakers
focus
bolstering
resilience
pivotal
employing
dynamic
management
strategies
providing
appropriate
incentives.
Risks,
Journal Year:
2025,
Volume and Issue:
13(3), P. 46 - 46
Published: Feb. 28, 2025
This
study
examines
the
integrated
impacts
of
cyberattacks,
geopolitical,
and
financial
market
volatility
on
rare
earth
markets
during
2014–2024
period,
using
Time-Varying
Parameter
Vector
Autoregression
wavelet
analysis.
By
bridging
critical
gaps
in
literature,
this
research
provides
a
comprehensive
framework
for
understanding
compounded
effects
emerging
risks
dynamics.
The
analysis
includes
key
indices
(SOLLIT,
PICK,
SPGSIN,
GSPTXGM,
MVREMXTR,
XME),
alongside
green
energy
prices,
to
capture
cross-market
dependencies.
findings
reveal
that
exerts
most
persistent
long-term
influence,
while
geopolitical
events,
such
as
US-China
trade
tensions
Ukraine
conflict,
trigger
significant
disruptions.
Cyberattacks,
although
episodic,
exacerbate
short-term
volatility,
especially
global
crises.
Rising
prices
further
amplify
vulnerabilities
supply
chains,
underscoring
interconnectedness
sustainable
transition.
actionable
insights
risk
management
strategies,
emphasizing
chain
diversification,
enhanced
cybersecurity,
international
cooperation
ensure
stability
resilience
