{"id":"https://openalex.org/W4283527360","doi":"https://doi.org/10.1016/j.energy.2022.124580","title":"Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic","display_name":"Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic","publication_year":2022,"publication_date":"2022-06-25","ids":{"openalex":"https://openalex.org/W4283527360","doi":"https://doi.org/10.1016/j.energy.2022.124580"},"language":"en","primary_location":{"id":"doi:10.1016/j.energy.2022.124580","doi":"https://doi.org/10.1016/j.energy.2022.124580","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.energy.2022.124580","pdf_url":null,"source":{"id":"https://openalex.org/S2497375143","display_name":"Energy","issn_l":"0360-5442","issn":["0360-5442","1873-6785"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052369892","display_name":"Wei Hua Zhou","orcid":"https://orcid.org/0000-0002-0849-1524","observed_orcids":["https://orcid.org/0000-0002-0849-1524","https://orcid.org/0009-0006-0258-2376"]},"institutions":[{"id":"https://openalex.org/I24185976","display_name":"Sichuan University","ror":"https://ror.org/011ashp19","country_code":"CN","type":"education","lineage":["https://openalex.org/I24185976"]},{"id":"https://openalex.org/I49185572","display_name":"Yunnan University of Finance And Economics","ror":"https://ror.org/04rhev598","country_code":"CN","type":"education","lineage":["https://openalex.org/I49185572"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wei Zhou","raw_affiliation_strings":["Business School, Sichuan University, Chengdu, 610064, PR China","School of Finance, Yunnan University of Finance and Economics, Kunming, 650221, PR China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Business School, Sichuan University, Chengdu, 610064, PR China","institution_ids":["https://openalex.org/I24185976"]},{"raw_affiliation_string":"School of Finance, Yunnan University of Finance and Economics, Kunming, 650221, PR China","institution_ids":["https://openalex.org/I49185572"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100378154","display_name":"Yan Chen","orcid":"https://orcid.org/0000-0003-2827-3660","observed_orcids":["https://orcid.org/0000-0003-2827-3660"]},"institutions":[{"id":"https://openalex.org/I49185572","display_name":"Yunnan University of Finance And Economics","ror":"https://ror.org/04rhev598","country_code":"CN","type":"education","lineage":["https://openalex.org/I49185572"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yan Chen","raw_affiliation_strings":["School of Finance, Yunnan University of Finance and Economics, Kunming, 650221, PR China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Yunnan University of Finance and Economics, Kunming, 650221, PR China","institution_ids":["https://openalex.org/I49185572"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100457187","display_name":"Jin Chen","orcid":"https://orcid.org/0000-0003-1297-6687","observed_orcids":["https://orcid.org/0000-0003-1297-6687"]},"institutions":[{"id":"https://openalex.org/I10660446","display_name":"Kunming University of Science and Technology","ror":"https://ror.org/00xyeez13","country_code":"CN","type":"education","lineage":["https://openalex.org/I10660446"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jin Chen","raw_affiliation_strings":["Faculty of Management and Economics, Kunming University of Science and Technology, 650093, PR China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Management and Economics, Kunming University of Science and Technology, 650093, PR China","institution_ids":["https://openalex.org/I10660446"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100457187"],"corresponding_institution_ids":["https://openalex.org/I10660446"],"apc_list":{"value":3710,"currency":"USD","value_usd":3710},"apc_paid":null,"fwci":8.1527,"has_fulltext":false,"cited_by_count":49,"citation_normalized_percentile":{"value":0.97476374,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"256","issue":null,"first_page":"124580","last_page":"124580"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.5619999766349792,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.5619999766349792,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.4325999915599823,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.00139999995008111,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/energy-markets","display_name":"energy markets","score":0.9620000123977661},{"id":"https://openalex.org/keywords/risk-spreads","display_name":"risk spreads","score":0.8309999704360962},{"id":"https://openalex.org/keywords/vine-copulas","display_name":"vine copulas","score":0.734000027179718},{"id":"https://openalex.org/keywords/tail-dependence","display_name":"tail dependence","score":0.9150000214576721},{"id":"https://openalex.org/keywords/covid-19","display_name":"COVID-19 pandemic","score":0.8999999761581421},{"id":"https://openalex.org/keywords/renewable-energy-market","display_name":"renewable energy market","score":0.9869999885559082},{"id":"https://openalex.org/keywords/market-asymmetry","display_name":"market asymmetry","score":0.6819999814033508},{"id":"https://openalex.org/keywords/financial-crises","display_name":"financial crisis","score":0.3720000088214874}],"concepts":[{"id":"https://openalex.org/C3008058167","wikidata":"https://www.wikidata.org/wiki/Q84263196","display_name":"Coronavirus disease 2019 (COVID-19)","level":4,"score":0.7330968976020813},{"id":"https://openalex.org/C89623803","wikidata":"https://www.wikidata.org/wiki/Q12184","display_name":"Pandemic","level":5,"score":0.7259284257888794},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6444340348243713},{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.5831193923950195},{"id":"https://openalex.org/C3006700255","wikidata":"https://www.wikidata.org/wiki/Q81068910","display_name":"2019-20 coronavirus outbreak","level":3,"score":0.5177785158157349},{"id":"https://openalex.org/C3007834351","wikidata":"https://www.wikidata.org/wiki/Q82069695","display_name":"Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2)","level":5,"score":0.4196828007698059},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.35722628235816956},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3531220853328705},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3424224853515625},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.2537596821784973},{"id":"https://openalex.org/C159047783","wikidata":"https://www.wikidata.org/wiki/Q7215","display_name":"Virology","level":1,"score":0.23611077666282654},{"id":"https://openalex.org/C126322002","wikidata":"https://www.wikidata.org/wiki/Q11180","display_name":"Internal medicine","level":1,"score":0.11009690165519714},{"id":"https://openalex.org/C524204448","wikidata":"https://www.wikidata.org/wiki/Q788926","display_name":"Infectious disease (medical specialty)","level":3,"score":0.10166031122207642},{"id":"https://openalex.org/C116675565","wikidata":"https://www.wikidata.org/wiki/Q3241045","display_name":"Outbreak","level":2,"score":0.0891941487789154},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0735517144203186},{"id":"https://openalex.org/C2779134260","wikidata":"https://www.wikidata.org/wiki/Q12136","display_name":"Disease","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.energy.2022.124580","doi":"https://doi.org/10.1016/j.energy.2022.124580","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.energy.2022.124580","pdf_url":null,"source":{"id":"https://openalex.org/S2497375143","display_name":"Energy","issn_l":"0360-5442","issn":["0360-5442","1873-6785"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:energy:v:256:y:2022:i:c:s0360544222014839","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0360544222014839","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/7","display_name":"Affordable and clean energy","score":0.8485000133514404},{"id":"https://metadata.un.org/sdg/13","display_name":"Climate action","score":0.5351999998092651}],"study_designs":[],"awards":[{"id":"https://openalex.org/G1532113797","display_name":null,"funder_award_id":"72071176","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G764696140","display_name":null,"funder_award_id":"71840001","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":93,"referenced_works":["https://openalex.org/W1201152205","https://openalex.org/W1529468743","https://openalex.org/W1542694162","https://openalex.org/W1573540347","https://openalex.org/W1590831612","https://openalex.org/W1727659491","https://openalex.org/W1977480757","https://openalex.org/W1979575715","https://openalex.org/W1985059128","https://openalex.org/W1985514943","https://openalex.org/W1991997852","https://openalex.org/W1994403842","https://openalex.org/W1994547093","https://openalex.org/W1998968611","https://openalex.org/W1999603337","https://openalex.org/W2005424182","https://openalex.org/W2009790751","https://openalex.org/W2010030603","https://openalex.org/W2013109882","https://openalex.org/W2030338847","https://openalex.org/W2030403794","https://openalex.org/W2034704161","https://openalex.org/W2050811093","https://openalex.org/W2063593194","https://openalex.org/W2071515428","https://openalex.org/W2082296583","https://openalex.org/W2084128712","https://openalex.org/W2087642378","https://openalex.org/W2088915174","https://openalex.org/W2098381731","https://openalex.org/W2113987286","https://openalex.org/W2114336414","https://openalex.org/W2122549219","https://openalex.org/W2149908462","https://openalex.org/W2168084991","https://openalex.org/W2320148535","https://openalex.org/W2397149446","https://openalex.org/W2551217518","https://openalex.org/W2555262014","https://openalex.org/W2556719170","https://openalex.org/W2590758858","https://openalex.org/W2731428228","https://openalex.org/W2758859316","https://openalex.org/W2765929525","https://openalex.org/W2790531308","https://openalex.org/W2800730551","https://openalex.org/W2801809215","https://openalex.org/W2887862704","https://openalex.org/W2890055035","https://openalex.org/W2891054859","https://openalex.org/W2891277411","https://openalex.org/W2895625351","https://openalex.org/W2896871490","https://openalex.org/W2897842774","https://openalex.org/W2898048510","https://openalex.org/W2898149370","https://openalex.org/W2899679931","https://openalex.org/W2913772530","https://openalex.org/W2914415833","https://openalex.org/W2937794581","https://openalex.org/W2940931488","https://openalex.org/W2944808824","https://openalex.org/W2950860905","https://openalex.org/W2969914350","https://openalex.org/W2970885652","https://openalex.org/W2972436534","https://openalex.org/W2972544280","https://openalex.org/W2973723419","https://openalex.org/W2998493873","https://openalex.org/W3015857536","https://openalex.org/W3021709961","https://openalex.org/W3022416583","https://openalex.org/W3023112978","https://openalex.org/W3029998363","https://openalex.org/W3035792868","https://openalex.org/W3036504615","https://openalex.org/W3037967533","https://openalex.org/W3044282268","https://openalex.org/W3049535670","https://openalex.org/W3072540861","https://openalex.org/W3082086954","https://openalex.org/W3088506242","https://openalex.org/W3093516516","https://openalex.org/W3100140917","https://openalex.org/W3102497065","https://openalex.org/W3121823203","https://openalex.org/W3124337756","https://openalex.org/W3125893735","https://openalex.org/W3134200607","https://openalex.org/W3204987771","https://openalex.org/W4246715751","https://openalex.org/W6767472702","https://openalex.org/W6791100793"],"related_works":["https://openalex.org/W4317627618","https://openalex.org/W3194437268","https://openalex.org/W4362635599","https://openalex.org/W3217639025","https://openalex.org/W4294740912","https://openalex.org/W4386813085","https://openalex.org/W4400481528","https://openalex.org/W4400912708","https://openalex.org/W3189261389","https://openalex.org/W4312208469"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":11},{"year":2024,"cited_by_count":14},{"year":2023,"cited_by_count":19}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2022-06-27T00:00:00"}