Extremeriskspillover2023Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approachJing Zhao, Luansong Cui, Weiguo Liu, Qiwen ZhangResources PolicyDOI
Time-varyingimpact2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large systemJing ZhaoResources PolicyDOI
Exploringtheinfluence2022Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approachJing ZhaoResources PolicyDOI