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Visibility Graph Analysis of Crude Oil Futures Markets: Insights from the Covid-19 Pandemic and Russia-Ukraine Conflict

https://doi.org/10.2139/ssrn.4649159
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The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets
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Statistical properties of user activity fluctuations in virtual worlds
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Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic
inferredcites →https://doi.org/10.1016/j.frl.2020.101743openalex-extracted
Extreme risk spillover between chinese and global crude oil futures
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Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine
inferredcites →https://doi.org/10.1016/j.frl.2023.104442openalex-extracted
Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
inferredcites →https://doi.org/10.1016/j.intfin.2021.101457openalex-extracted
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
inferredcites →https://doi.org/10.1016/j.irfa.2021.101702openalex-extracted
Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany
inferredcites →https://doi.org/10.1016/j.irfa.2023.102520openalex-extracted
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
inferredcites →https://doi.org/10.1016/j.irfa.2023.102735openalex-extracted
The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments
inferredcites →https://doi.org/10.1016/j.physa.2016.06.051openalex-extracted
Visibility graph network analysis of natural gas price: The case of North American market
inferredcites →https://doi.org/10.1016/j.physa.2019.121748openalex-extracted
Visibility graph analysis of economy policy uncertainty indices
inferredcites →https://doi.org/10.1016/j.physa.2019.122952openalex-extracted
Visibility graph analysis of Bitcoin price series
inferredcites →https://doi.org/10.1016/j.physa.2023.129084openalex-extracted
Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis
inferredcites →https://doi.org/10.1016/j.physa.2024.130004openalex-extracted
Visibility graph analysis of the grains and oilseeds indices
inferredcites →https://doi.org/10.1016/j.resourpol.2021.102392openalex-extracted
Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach
inferredcites →https://doi.org/10.1016/j.resourpol.2021.102453openalex-extracted
Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic
inferredcites →https://doi.org/10.1016/j.resourpol.2022.103233openalex-extracted
Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries
inferredcites →https://doi.org/10.1016/j.resourpol.2023.103510openalex-extracted
Time-varying jumps in China crude oil futures market impacted by COVID-19 pandemic
inferredcites →https://doi.org/10.1038/30918openalex-extracted
Collective dynamics of ‘small-world’ networks
inferredcites →https://doi.org/10.1073/pnas.0709247105openalex-extracted
From time series to complex networks: The visibility graph
inferredcites →https://doi.org/10.1080/00036846.2020.1828566openalex-extracted
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method
inferredcites →https://doi.org/10.1103/physrevlett.89.208701openalex-extracted
Assortative Mixing in Networks
inferredcites →https://doi.org/10.1137/070710111openalex-extracted
Power-Law Distributions in Empirical Data
inferredcites →https://doi.org/10.1137/s003614450342480openalex-extracted
The Structure and Function of Complex Networks
inferredcites →https://doi.org/10.1142/s0218348x21501322openalex-extracted
MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19
inferredcites →https://doi.org/10.1142/s0219477523400011openalex-extracted
The Short-Term Effect of COVID-19 Pandemic on China’s Crude Oil Futures Market: A Study Based on Multifractal Analysis
inferredcites →https://doi.org/10.2139/ssrn.3602780openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.4084752openalex-extracted
Heterogeneous Impacts of Wars on Global Equity Markets: Evidence From the Invasion of Ukraine
inferredcites →https://doi.org/10.2139/ssrn.4518116openalex-extracted
inferredcites →https://doi.org/10.46557/001c.13176openalex-extracted
Oil Price News and COVID-19—Is There Any Connection?
inferredcites →https://doi.org/10.46557/001c.13200openalex-extracted
Crude Oil Prices and COVID-19: Persistence of the Shock
inferredcites →https://doi.org/10.48550/arxiv.2110.02693openalex-extracted
New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach
inferredcites →https://doi.org/10.1016/j.irfa.2020.101526openalex-snapshot
Searching for safe-haven assets during the COVID-19 pandemic
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