Matches in SemOpenAlex for { <https://semopenalex.org/work/W4385724950> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W4385724950 endingPage "128724" @default.
- W4385724950 startingPage "128724" @default.
- W4385724950 abstract "On the basis of a time-varying parametric vector autoregressive model (TVP-VAR) with spillover index model and wavelet coherence analysis, we study spillover effects of price fluctuations in global and Chinese energy markets. The empirical results indicate that the price trends of coal, crude oil, and natural gas in China and the world are closely interlinked. Extreme events have significantly amplified energy market fluctuations' spillover effect. Additionally, international energy market is a net exporter of fluctuations and spillovers, especially crude oil, and natural gas, which is consistent with China's energy import structure. There are time-varying characteristics and cross-effects between spillover effects in different energy markets. Finally, rising shipping costs, increased stock market volatility, and geopolitical risks are more likely to exacerbate cross-market risk spillovers, while exchange rate depreciation and economic policy uncertainty can dampen risk spillovers to some extent. Based on our findings, we recommend the following actions: build a comprehensive energy price warning mechanism, establish and improve the natural gas futures market, set up a more diversified investment portfolio and dynamically adjust investment strategies, and more flexible and precise policy combinations." @default.
- W4385724950 created "2023-08-11" @default.
- W4385724950 creator A5003537990 @default.
- W4385724950 creator A5023127207 @default.
- W4385724950 creator A5024792434 @default.
- W4385724950 creator A5086691840 @default.
- W4385724950 date "2023-11-01" @default.
- W4385724950 modified "2023-09-26" @default.
- W4385724950 title "International and Chinese energy markets: Dynamic spillover effects" @default.
- W4385724950 cites W1423399227 @default.
- W4385724950 cites W1995811785 @default.
- W4385724950 cites W1999934019 @default.
- W4385724950 cites W2034450756 @default.
- W4385724950 cites W2035590166 @default.
- W4385724950 cites W2039734130 @default.
- W4385724950 cites W2043232837 @default.
- W4385724950 cites W2050875934 @default.
- W4385724950 cites W2052414392 @default.
- W4385724950 cites W2101039071 @default.
- W4385724950 cites W2169342941 @default.
- W4385724950 cites W2196587462 @default.
- W4385724950 cites W2269088758 @default.
- W4385724950 cites W2574097115 @default.
- W4385724950 cites W2621048240 @default.
- W4385724950 cites W2771028029 @default.
- W4385724950 cites W2790305961 @default.
- W4385724950 cites W2927855169 @default.
- W4385724950 cites W2942638894 @default.
- W4385724950 cites W2946699122 @default.
- W4385724950 cites W2955765732 @default.
- W4385724950 cites W2980734766 @default.
- W4385724950 cites W2995964663 @default.
- W4385724950 cites W2998869217 @default.
- W4385724950 cites W3005485433 @default.
- W4385724950 cites W3012249873 @default.
- W4385724950 cites W3017452399 @default.
- W4385724950 cites W3041313395 @default.
- W4385724950 cites W3046816520 @default.
- W4385724950 cites W3048762919 @default.
- W4385724950 cites W3080345106 @default.
- W4385724950 cites W3094309389 @default.
- W4385724950 cites W3121346496 @default.
- W4385724950 cites W3186638808 @default.
- W4385724950 cites W3200633072 @default.
- W4385724950 cites W3211297670 @default.
- W4385724950 cites W4210648282 @default.
- W4385724950 cites W4220720811 @default.
- W4385724950 cites W4220942674 @default.
- W4385724950 cites W4284959235 @default.
- W4385724950 cites W4380742650 @default.
- W4385724950 doi "https://doi.org/10.1016/j.energy.2023.128724" @default.
- W4385724950 hasPublicationYear "2023" @default.
- W4385724950 type Work @default.
- W4385724950 citedByCount "0" @default.
- W4385724950 crossrefType "journal-article" @default.
- W4385724950 hasAuthorship W4385724950A5003537990 @default.
- W4385724950 hasAuthorship W4385724950A5023127207 @default.
- W4385724950 hasAuthorship W4385724950A5024792434 @default.
- W4385724950 hasAuthorship W4385724950A5086691840 @default.
- W4385724950 hasConcept C106159729 @default.
- W4385724950 hasConcept C106306483 @default.
- W4385724950 hasConcept C139719470 @default.
- W4385724950 hasConcept C149782125 @default.
- W4385724950 hasConcept C162324750 @default.
- W4385724950 hasConcept C55527203 @default.
- W4385724950 hasConcept C556758197 @default.
- W4385724950 hasConcept C91602232 @default.
- W4385724950 hasConceptScore W4385724950C106159729 @default.
- W4385724950 hasConceptScore W4385724950C106306483 @default.
- W4385724950 hasConceptScore W4385724950C139719470 @default.
- W4385724950 hasConceptScore W4385724950C149782125 @default.
- W4385724950 hasConceptScore W4385724950C162324750 @default.
- W4385724950 hasConceptScore W4385724950C55527203 @default.
- W4385724950 hasConceptScore W4385724950C556758197 @default.
- W4385724950 hasConceptScore W4385724950C91602232 @default.
- W4385724950 hasFunder F4320318615 @default.
- W4385724950 hasFunder F4320321001 @default.
- W4385724950 hasFunder F4320322868 @default.
- W4385724950 hasLocation W43857249501 @default.
- W4385724950 hasOpenAccess W4385724950 @default.
- W4385724950 hasPrimaryLocation W43857249501 @default.
- W4385724950 hasRelatedWork W2016175128 @default.
- W4385724950 hasRelatedWork W2270242963 @default.
- W4385724950 hasRelatedWork W2272350035 @default.
- W4385724950 hasRelatedWork W2371142121 @default.
- W4385724950 hasRelatedWork W2371200051 @default.
- W4385724950 hasRelatedWork W2392378997 @default.
- W4385724950 hasRelatedWork W2794803281 @default.
- W4385724950 hasRelatedWork W3117760045 @default.
- W4385724950 hasRelatedWork W3121610651 @default.
- W4385724950 hasRelatedWork W3121964719 @default.
- W4385724950 hasVolume "282" @default.
- W4385724950 isParatext "false" @default.
- W4385724950 isRetracted "false" @default.
- W4385724950 workType "article" @default.