Adekoya, O.B. ; Oliyide, J.A. ; Yaya, O.S. ; Al-Faryan, M.A.S. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga. 2022 Resour. Policy. 77 -
Ahmed, R. ; Chaudhry, S.M. ; Kumpamool, C. ; Benjasak, C. Tail risk, systemic risk and spillover risk of crude oil and precious metals. 2022 Energy Econ.. -
Algieri, B. ; Leccadito, A. Assessing contagion risk from energy and non-energy commodity markets. 2017 Energy Econ.. 62 312-322
An, S. ; Gao, X. ; An, H. ; Liu, S. ; Sun, Q. ; Jia, N. Dynamic volatility spillovers among bulk mineral commodities: A network method. 2020 Resour. Policy. 66 -
Andriosopoulos, K. ; Galariotis, E. ; Spyrou, S. Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. 2017 Energy Econ.. 66 217-227
Antonakakis, N. ; Cunado, J. ; Filis, G. ; Gabauer, D. ; De Gracia, F.P. Oil volatility, oil and gas firms and portfolio diversification. 2018 Energy Econ.. 70 499-515
Bargigli, L. ; di Iasio, G. ; Infante, L. ; Lillo, F. ; Pierobon, F. The multiplex structure of interbank networks. 2015 Quant. Finance. 15 673-691
Bataa, E. ; Park, C. Is the recent low oil price attributable to the shale revolution?. 2017 Energy Econ.. 67 72-82
Batabyal, S. ; Killins, R. The influence of oil prices on equity returns of Canadian energy firms. 2021 J. Risk Financ. Manage.. 14 226-
Batten, J.A. ; Ciner, C. ; Lucey, B.M. The dynamic linkages between crude oil and natural gas markets. 2017 Energy Econ.. 62 155-170
Bonneuil, N. ; Boucekkine, R. Optimal transition to renewable energy with threshold of irreversible pollution. 2016 European J. Oper. Res.. 248 257-262
Broadstock, D. ; Fan, Y. ; Ji, Q. ; Zhang, D. Shocks and stocks: a bottom-up assessment of the relationship between oil prices, gasoline prices and the returns of Chinese firms. 2016 Energy J.. 37 55-86
Corbet, S. ; Goodell, J.W. ; Günay, S. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. 2020 Energy Econ.. 92 -
Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 J. Econometrics. 182 119-134
Gao, C. ; Sun, M. ; Shen, B. Features and evolution of international fossil energy trade relationships: A weighted multilayer network analysis. 2015 Appl. Energy. 156 542-554
Gärttner, J. ; Flath, C.M. ; Weinhardt, C. Portfolio and contract design for demand response resources. 2018 European J. Oper. Res.. 266 340-353
Geng, J.B. ; Du, Y.-J. ; Ji, Q. ; Zhang, D. Modeling return and volatility spillover networks of global new energy companies. 2021 Renew. Sustain. Energy Rev.. 135 -
Gong, X. ; Lin, B. Effects of structural changes on the prediction of downside volatility in futures markets. 2021 J. Futures Mark.. 41 1124-1153
Gong, X. ; Lin, B. The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. 2018 Energy Econ.. 74 370-386
Gong, X. ; Liu, Y. ; Wang, X. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. 2021 Int. Rev. Financ. Anal.. 76 -
Hofert, M. ; Mächler, M. Nested Archimedean copulas meet R: The nacopula package. 2011 J. Stat. Softw.. 399 1-20
- Jannati, S. Geographic spillover of dominant firms’ shocks. 2020 J. Bank. Financ.. 118 -
Paper not yet in RePEc: Add citation now
- Ji, Q. ; Ripple, R.D. ; Zhang, D. ; Zhao, Y. Cryptocurrency bubble on the systemic risk in global energy companies. 2022 Energy J.. 43 65-87
Paper not yet in RePEc: Add citation now
- Ji, Q. ; Xia, T. ; Liu, F. ; Xu, J.-H. The information spillover between carbon price and power sector returns: Evidence from the major European electricity companies. 2019 J. Cleaner Prod.. 208 1178-1187
Paper not yet in RePEc: Add citation now
Kaufmann, R. ; Connelly, C. Oil price regimes and their role in price diversions from market fundamentals. 2020 Nat. Energy. 5 141-149
Kazemilari, M. ; Mardani, A. ; Streimikiene, D. ; Zavadskas, E.K. An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach. 2017 Renew. Energy. 102 107-117
- Killiches, M. ; Kraus, D. ; Czado, C. Examination and visualisation of the simplifying assumption for vine copulas in three dimensions. 2017 Aust. N Z. J. Stat.. 59 95-117
Paper not yet in RePEc: Add citation now
- Kong, B. ; Gallagher, K.P. Globalizing Chinese energy finance: the role of policy banks. 2017 J. Contemp. China. 26 834-851
Paper not yet in RePEc: Add citation now
- Liu, W. ; Pellegrini, M. ; Wu, A. Identification of bridging centrality in complex networks. 2019 IEEE Access. 7 93123-93130
Paper not yet in RePEc: Add citation now
Lv, X. ; Lien, D. ; Yu, C. Who affects who? Oil price against the stock return of oil-related companies: Evidence from the US and China. 2020 Int. Rev. Econ. Finance. 67 85-100
Ma, Y.R. ; Ji, Q. ; Wu, F. ; Pan, J. Financialization, idiosyncratic information and commodity co-movements. 2021 Energy Econ.. 94 -
Ma, Y.R. ; Zhang, D. ; Ji, Q. ; Pan, J. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. 2019 Energy Econ.. 81 536-544
Mantegna, R.N. Hierarchical structure in financial markets. 1999 Eur. Phys. J. B. 11 193-197
- McFarland, V. ; Colgan, J.D. Oil and power: the effectiveness of state threats on markets. 2021 Rev. Int. Political Econ.. 1-24
Paper not yet in RePEc: Add citation now
Millington, T. ; Niranjan, M. Construction of minimum spanning trees from financial returns using rank correlation. 2021 Physica A. 566 -
Nikoloulopoulos, A.K. ; Joe, H. ; Li, H. Vine copulas with asymmetric tail dependence and applications to financial return data. 2012 Comput. Statist. Data Anal.. 5611 3659-3673
Óskarsdóttir, M. ; Bravo, C. Multilayer network analysis for improved credit risk prediction. 2021 Omega. 105 -
Poledna, S. ; Molina-Borboa, J.L. ; Martínez-Jaramillo, S. ; Leij, M.V.D. ; Thurner, S. The multilayer network nature of systemic risk and its implications for the costs of financial crises. 2015 J. Financ. Stab.. 20 70-81
Pozzi, F. ; Matteo, T.Di. ; Aste, T. Exponential smoothing weighted correlations. 2012 Eur. Phys. J. B. 85 1-21
Restrepo, N. ; Uribe, J.M. ; Manotas, D. Financial risk network architecture of energy firms. 2018 Appl. Energy. 215 630-642
- Simon, J. ; Aditya, K. influenceR: Software tools to quantify structural importance of nodes in a network. 2015 :
Paper not yet in RePEc: Add citation now
Singh, V. ; Kumar, P. ; Nishant, S. Global connectedness of MSCI energy equity indices: A system-wide network approach. 2019 Energy Econ.. 84 -
Thomas, S. Corporate performance of the Seven Brothers of the European energy market: Then there were five. 2018 Util. Policy. 50 164-174
- Valente, T.W. ; Fujimoto, K. Bridging: locating critical connectors in a network. 2010 Social Networks. 323 212-220
Paper not yet in RePEc: Add citation now
Wang, G.J. ; Xiong, L. ; Zhu, Y. ; Xie, C. ; Foglia, M. Multilayer network analysis of investor sentiment and stock returns. 2022 Res. Int. Bus. Finance. -
Wang, Q. ; Chen, X. ; Jha, A.N. ; Rogers, H. Natural gas from shale formation - The evolution, evidences and challenges of shale gas revolution in United States. 2014 Renew. Sustain. Energy Rev.. 30 1-28
Wang, T. ; Zhang, D. ; Broadstock, D.C. Financialization, fundamentals, and the time-varying determinants of US natural gas prices. 2019 Energy Econ.. 80 707-719
Wu, F. Stock market integration in East and Southeast Asia: The role of global factors. 2020 Int. Rev. Financ. Anal.. 67 -
Wu, F. ; Zhang, D. ; Ji, Q. Systemic risk and financial contagion across top global energy companies. 2021 Energy Econ.. 97 -
Wu, F. ; Zhao, W.L. ; Ji, Q. ; Zhang, D. Dependency, centrality and dynamic networks for international commodity futures prices. 2020 Int. Rev. Econ. Finance. 67 118-132
Zhang, D. Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. 2017 Energy Econ.. 62 323-333
Zhang, Z. ; Zhang, D. ; Wu, F. ; Ji, Q. Systemic risk in the Chinese financial system: A copula-based network approach. 2021 Int. J. Finance Econ.. 26 2044-2063
Zhu, B. ; Lin, R. ; Liu, J. Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. 2020 Energy Econ.. 89 -
Zhu, B. ; Liu, J. ; Lin, R. ; Chevallier, J. Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. 2021 Energy Econ.. 101 -