IDEAS home Printed from https://ideas.repec.org/r/eee/eneeco/v113y2022ics0140988322003796.html
   My bibliography  Save this item

Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Lee, Chien-Chiang & Hussain, Jafar, 2023. "An assessment of socioeconomic indicators and energy consumption by considering green financing," Resources Policy, Elsevier, vol. 81(C).
  2. Lee, Chien-Chiang & Feng, Yi & Peng, Diyun, 2022. "A green path towards sustainable development: The impact of low-carbon city pilot on energy transition," Energy Economics, Elsevier, vol. 115(C).
  3. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2023. "Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic," Research in International Business and Finance, Elsevier, vol. 66(C).
  4. Liu, Min & Guo, Tongji & Ping, Weiying & Luo, Liangqing, 2023. "Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?," Energy Economics, Elsevier, vol. 121(C).
  5. repec:ags:ijag24:344838 is not listed on IDEAS
  6. Youtao Xiang & Sumuya Borjigin, 2024. "High–low volatility spillover network between economic policy uncertainty and commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1295-1319, August.
  7. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Adeabah, David & Sahay, Vinita S., 2024. "Time-varying relationship between international monetary policy and energy markets," Energy Economics, Elsevier, vol. 131(C).
  8. Rao, Amar & Lucey, Brian & Kumar, Satish & Lim, Weng Marc, 2023. "Do green energy markets catch cold when conventional energy markets sneeze?," Energy Economics, Elsevier, vol. 127(PA).
  9. Wang, Chih-Wei & Lee, Chien-Chiang & Wu, Lin-Tan, 2023. "The relationship between cash flow uncertainty and extreme risk: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  10. Khalfaoui, Rabeh & Shahzad, Umer & Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2023. "Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 63-80.
  11. Wang, Hao & Dong, Yizhe & Sun, Mingli & Shi, Baofeng & Ji, Hao, 2024. "Dynamic dependence of futures basis between the Chinese and international grains markets," Economic Modelling, Elsevier, vol. 130(C).
  12. Lee, Chien-Chiang & Chang, Yu-Fang & Wang, En-Ze, 2022. "Crossing the rivers by feeling the stones: The effect of China's green credit policy on manufacturing firms' carbon emission intensity," Energy Economics, Elsevier, vol. 116(C).
  13. Lee, Chi-Chuan & Lee, Chien-Chiang, 2023. "International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets," Journal of Asian Economics, Elsevier, vol. 84(C).
  14. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan & Vo, Xuan Vinh, 2023. "Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?," Journal of Financial Stability, Elsevier, vol. 65(C).
  15. Kumar, Pawan & Singh, Vipul Kumar & Rao, Sandeep, 2023. "Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?," Energy Economics, Elsevier, vol. 119(C).
  16. Lee, Chien-Chiang & Wang, Fuhao & Lou, Runchi & Wang, Keying, 2023. "How does green finance drive the decarbonization of the economy? Empirical evidence from China," Renewable Energy, Elsevier, vol. 204(C), pages 671-684.
  17. Qi, Haozhi & Ma, Lijun & Peng, Pin & Chen, Hao & Li, Kang, 2022. "Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China," Resources Policy, Elsevier, vol. 79(C).
  18. Wang, Suhui, 2023. "Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets," Journal of Commodity Markets, Elsevier, vol. 29(C).
  19. Yang, Jizhe & Jiang, Tingfeng & Wen, Xingchun & Dai, Lu, 2024. "Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China," Journal of Asian Economics, Elsevier, vol. 90(C).
  20. Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023. "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, vol. 85(PB).
  21. Zhang, Xiaoming & Zhang, Xinsong & Lee, Chien-Chiang & Zhao, Yue, 2023. "Measurement and prediction of systemic risk in China’s banking industry," Research in International Business and Finance, Elsevier, vol. 64(C).
  22. Lee, Chien-Chiang & Lou, Runchi & Wang, Fuhao, 2023. "Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 418-434.
  23. Jiang, Wei & Chen, Yunfei, 2024. "Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets," Resources Policy, Elsevier, vol. 88(C).
  24. Xu, Danyang & Hu, Yang & Corbet, Shaen & Lang, Chunlin, 2024. "Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation," Research in International Business and Finance, Elsevier, vol. 70(PA).
  25. Zhang, Xiaoming & Wei, Chunyan & Lee, Chien-Chiang & Tian, Yiming, 2023. "Systemic risk of Chinese financial institutions and asset price bubbles," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  26. Declerck, Francis & Hikouatcha, Prince & Tchoffo, Guillaume & Tédongap, Roméo, 2023. "Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses," Energy Economics, Elsevier, vol. 128(C).
  27. Sokhanvar, Amin & Çiftçioğlu, Serhan & Lee, Chien-Chiang, 2023. "The effect of energy price shocks on commodity currencies during the war in Ukraine," Resources Policy, Elsevier, vol. 82(C).
  28. Tii N. Nchofoung & Nathanael Ojong, 2023. "Natural resources, renewable energy, and governance: A path towards sustainable development," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(3), pages 1553-1569, June.
  29. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, vol. 127(PB).
  30. Zhang, Xiaoming & Liang, Qian & Lee, Chien-Chiang, 2023. "How does central bank transparency affect systemic risk? Evidence from developed and developing countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 101-115.
  31. Conlon, Thomas & Corbet, Shaen & Goodell, John W. & Hou, Yang (Greg) & Oxley, Les, 2024. "Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 32-62.
  32. Lv, Chengchao & Song, Jie & Lee, Chien-Chiang, 2022. "Can digital finance narrow the regional disparities in the quality of economic growth? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 502-521.
  33. Lee, Chien-Chiang & Yuan, Zihao & He, Zhi-Wen & Xiao, Fu, 2024. "Do geopolitical risks always harm energy security? Their non-linear effects and mechanism," Energy Economics, Elsevier, vol. 129(C).
  34. Chien‐Chiang Lee & Godwin Olasehinde‐Williams & Bright Akwasi Gyamfi, 2023. "The synergistic effect of green trade and economic complexity on sustainable environment: A new perspective on the economic and ecological components of sustainable development," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(2), pages 976-989, April.
  35. Bai, Hengrui & Huang, Lingyu & Wang, Ziqi, 2024. "Supply chain financing, digital financial inclusion and enterprise innovation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).
  36. Wei Jiang & Ruijie Gao & Chao Lu, 2022. "The Analysis of Causality and Risk Spillover between Crude Oil and China’s Agricultural Futures," IJERPH, MDPI, vol. 19(17), pages 1-16, August.
  37. Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023. "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, vol. 127(PB).
  38. Umar, Zaghum & Bossman, Ahmed, 2023. "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, vol. 83(C).
  39. Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia, 2023. "Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures," Journal of Commodity Markets, Elsevier, vol. 30(C).
  40. Lee, Chien-Chiang & Wang, Chang-song, 2022. "Does natural resources matter for sustainable energy development in China: The role of technological progress," Resources Policy, Elsevier, vol. 79(C).
  41. Xue, Huidan & Du, Yuxuan, 2024. "Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets," 2024 Annual Meeting, July 28-30, New Orleans, LA 343639, Agricultural and Applied Economics Association.
  42. Linjie Wang & Jean‐Paul Chavas & Jian Li, 2024. "Dynamic linkages in agricultural and energy markets: A quantile impulse response approach," Agricultural Economics, International Association of Agricultural Economists, vol. 55(4), pages 639-676, July.
  43. Zhu, Chen & Lee, Chien-Chiang, 2022. "The effects of low-carbon pilot policy on technological innovation: Evidence from prefecture-level data in China," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
  44. Lee, Chien-Chiang & Yuan, Zihao & Lee, Chi-Chuan & Chang, Yu-Fang, 2022. "The impact of renewable energy technology innovation on energy poverty: Does climate risk matter?," Energy Economics, Elsevier, vol. 116(C).
  45. Hu, Yang & Lang, Chunlin & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2023. "Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event," Energy Economics, Elsevier, vol. 125(C).
  46. Dai, Xingyu & Li, Matthew C. & Xiao, Ling & Wang, Qunwei, 2022. "COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis," Resources Policy, Elsevier, vol. 79(C).
  47. Derick Quintino & Cristiane Ogino & Inzamam Ul Haq & Paulo Ferreira & Márcia Oliveira, 2023. "An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis," Energies, MDPI, vol. 16(5), pages 1-14, February.
  48. Hu, Yang & Lang, Chunlin & Corbet, Shaen & Wang, Junchuan, 2024. "The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector," Research in International Business and Finance, Elsevier, vol. 68(C).
  49. Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling, 2023. "Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  50. Lee, Chien-Chiang & Zhou, Hegang & Xu, Chao & Zhang, Xiaoming, 2023. "Dynamic spillover effects among international crude oil markets from the time-frequency perspective," Resources Policy, Elsevier, vol. 80(C).
  51. Wu, You & Ren, Wenting & Wan, Jieru & Liu, Xiaoxue, 2023. "Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 55(PA).
  52. Hsiao, Cody Yu-Ling & Yang, Rui & Zheng, Xin & Chiu, Yi-Bin, 2023. "Evaluations of policy contagion for new energy vehicle industry in China," Energy Policy, Elsevier, vol. 173(C).
  53. Zhang, Yan & Xu, Yushi & Zhu, Xintong & Huang, Jionghao, 2024. "Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis," Journal of Commodity Markets, Elsevier, vol. 34(C).
  54. Liya Hau & Huiming Zhu & Muhammad Shahbaz & Ke Huang, 2023. "Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market," Sustainability, MDPI, vol. 15(11), pages 1-17, June.
  55. Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024. "Contemporaneous and lagged spillovers across crude oil, carbon emission allowance, climate change, and agriculture futures markets: Evidence from the $R^2$ decomposed connectedness approach," Papers 2408.09669, arXiv.org.
  56. Zhu, Chen & Jin, Zhuo & Lee, Chien-Chiang, 2022. "The impact of informal care from children to their elderly parents on self-employment? Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
  57. Wen, Huwei & Liang, Weitao & Lee, Chien-Chiang, 2022. "Urban broadband infrastructure and green total-factor energy efficiency in China," Utilities Policy, Elsevier, vol. 79(C).
  58. Wen, Huwei & Wen, Changyong & Lee, Chien-Chiang, 2022. "Impact of digitalization and environmental regulation on total factor productivity," Information Economics and Policy, Elsevier, vol. 61(C).
  59. Zhang, Hongwei & Zhang, Yubo & Gao, Wang & Li, Yingli, 2023. "Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
  60. Rao, Amar & Lucey, Brian & Kumar, Satish, 2023. "Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers," Energy Economics, Elsevier, vol. 126(C).
  61. Anthony N. Rezitis & Panagiotis Andrikopoulos & Theodoros Daglis, 2024. "Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 451-483, March.
  62. Adeleke, Musefiu A. & Awodumi, Olabanji B. & Adewuyi, Adeolu O., 2022. "Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries," Resources Policy, Elsevier, vol. 79(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.