Multi-scale Dynamic Correlation Between Climate Shock and China's Stock Market: Evidence Based on High Frequency Data DOI

Mingyu Shu,

Jieli Wang,

M. Chen

и другие.

Computational Economics, Год журнала: 2024, Номер unknown

Опубликована: Ноя. 21, 2024

Язык: Английский

A critique of the inappropriate interpretation of the quantile connectedness approach by DOI
Abhinava Tripathi, Ravi Raushan Jha,

Charu Vadhava

и другие.

Energy Economics, Год журнала: 2025, Номер unknown, С. 108291 - 108291

Опубликована: Фев. 1, 2025

Язык: Английский

Процитировано

3

Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis DOI Creative Commons
Buhari Doğan, Magdalena Rădulescu, Abdelmohsen A. Nassani

и другие.

International Review of Economics & Finance, Год журнала: 2025, Номер unknown, С. 104065 - 104065

Опубликована: Март 1, 2025

Язык: Английский

Процитировано

0

Higher-order moments spillovers among energy, carbon and tourism markets: Time- and frequency-domain evidence DOI Creative Commons
Wang Gao,

Shixiong Yang

PLoS ONE, Год журнала: 2024, Номер 19(11), С. e0313002 - e0313002

Опубликована: Ноя. 14, 2024

This paper uses the GJRSK model to estimate high-order moments of energy (oil, natural gas, and coal), carbon market, tourism stocks. Then, it utilizes a novel TVP-VAR time-frequency connectedness approach examine higher-order spillovers among them. The results show strong three markets. market is emitter volatility, skewness kurtosis spillovers; stock receiver; transmitter. From time-domain perspective, markets are time-varying, especially during extreme periods, where market’s spillover effects on stocks significantly enhanced, indicating that bear greater risk at leptokurtosis fat-tail moment. frequency-domain long-term asymmetric oil, more pronounced than short-term. Moreover, COVID-19 pandemic exacerbated higher-moment market. Meanwhile, Russia-Ukraine conflict led transmission within These findings have significant implications for cross-industry investors green finance management.

Язык: Английский

Процитировано

2

Multi-scale Dynamic Correlation Between Climate Shock and China's Stock Market: Evidence Based on High Frequency Data DOI

Mingyu Shu,

Jieli Wang,

M. Chen

и другие.

Computational Economics, Год журнала: 2024, Номер unknown

Опубликована: Ноя. 21, 2024

Язык: Английский

Процитировано

1