Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach

Miao, Xiaoyu; Wang, Qunwei; Dai, Xingyu

doi:10.1016/j.iref.2021.10.016

Cited by 14 publications

(4 citation statements)

References 57 publications

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“…For investors with different investment horizons, the effects of jumps with multi-time scales may be not the same due to the heterogenous investment horizon ( Dai et al, 2020 ; Wang et al, 2020b ; Dai et al, 2021b ; Miao et al, 2022 ). For investors with short investment horizons, the short-term effects of stock price jumps will bring the most intuitive and significant losses ( Erdemlioglu and Gradojevic, 2021 ).…”

Section: Introductionmentioning

confidence: 99%

China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?

et al. 2022

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Section: Introductionmentioning

confidence: 99%

China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?

et al. 2022

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“…If personality interests enjoy the same protection as personality rights, it disregards the intent of the law to provide for separate provisions, and personality interests involve more abstract content, the standard of review is not uniform, and the time limit for injunction hearings is too short to accurately determine the scope of protection of personality interests. Therefore, impairment of personality interests should not be a condition for an application for a personality injunction, but should be determined by a formal court trial [9].…”

Section: Limited Scope Of Applicationmentioning

confidence: 99%

A study of the process-based construction path for the speedy adjudication process for personality rights injunctions

2023

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The adjudication process is a central part of the overall personal rights injunction process. The procedure for adjudication of personality injunctions includes the commencement of personality injunction proceedings, the jurisdiction of the case, the manner of hearing, the content of the hearing and the standard of review, as well as the making of the ruling on the personality injunction, and other specific elements. Among them, the clarification of the application conditions and examination criteria for injunction is pivotal to the correct application of personality injunction. The current legal provisions are relatively homogeneous and far from meeting the needs of judicial decisions. Therefore, this article will focus on the conditions to be met in order to initiate a personality injunction and the factors to be taken into account by the court in granting a personality injunction.

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“…Table 3 2 reflects the time-frequency spillover effects at different frequencies of absolute returns derived by wavelet frequency decomposition. The trading frequencies are divided into four frequency bands: 2-4 days, 4-8 days, 8-16 days, and 16-32 days, which correspond to short term trading, short-medium term trading, medium term trading, and long term trading, respectively (Mensi et al, 2021a;Miao et al, 2022). The construct of the total spillover changes significantly as they correspond to 28.35, 29.71, 34.87, and 42.88%.…”

Section: Time-frequency Analysis Of Spillovermentioning

confidence: 99%

Identifying Risk Transmission in Carbon Market With Energy, Commodity and Financial Markets: Evidence From Time-Frequency and Extreme Risk Spillovers

et al. 2022

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The carbon market is a vital tool to achieve carbon neutrality. This paper uses daily closing price data of Shenzhen carbon trading market, energy, commodity and financial markets from 18 October 2018 to 19 August 2021, examining the transmission of risk/information from the perspective of market volatility spillover and tail risk transmission based on quantile spillover. The stock market crash and COVID-19 have increased the volatility of the system substantially. Next, the increase in trading frequency is accompanied by an increase in total volatility connectivity, and the carbon market transforms into a recipient of systemic shocks. Finally, the results of tail risk transmission reveal that the net effect of carbon reception increases significantly. These findings have implications for policymakers to improve the carbon market and provide important insights for investors to trade in turbulent periods.

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Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach

Cited by 14 publications

References 57 publications

China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?

China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?

A study of the process-based construction path for the speedy adjudication process for personality rights injunctions

Identifying Risk Transmission in Carbon Market With Energy, Commodity and Financial Markets: Evidence From Time-Frequency and Extreme Risk Spillovers

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