{"id":"https://openalex.org/W4387574857","doi":"https://doi.org/10.1016/j.iref.2023.10.030","title":"Exploring the interconnectedness of China's new energy and stock markets: A study on volatility spillovers and dynamic correlations","display_name":"Exploring the interconnectedness of China's new energy and stock markets: A study on volatility spillovers and dynamic correlations","publication_year":2023,"publication_date":"2023-10-11","ids":{"openalex":"https://openalex.org/W4387574857","doi":"https://doi.org/10.1016/j.iref.2023.10.030"},"language":"en","primary_location":{"id":"doi:10.1016/j.iref.2023.10.030","doi":"https://doi.org/10.1016/j.iref.2023.10.030","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2023.10.030","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","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":"International Review of Economics & Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"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/A5002135848","display_name":"Guangchen Li","orcid":"https://orcid.org/0000-0002-6193-1680","observed_orcids":["https://orcid.org/0000-0002-6193-1680"]},"institutions":[{"id":"https://openalex.org/I176432857","display_name":"Beijing Wuzi University","ror":"https://ror.org/00bd1d647","country_code":"CN","type":"education","lineage":["https://openalex.org/I176432857"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guangchen Li","raw_affiliation_strings":["School of Economics, Beijing Wuzi University, Beijing, 101149, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Beijing Wuzi University, Beijing, 101149, China","institution_ids":["https://openalex.org/I176432857"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075620925","display_name":"Zhiyang Shen","orcid":"https://orcid.org/0000-0002-5126-6461","observed_orcids":["https://orcid.org/0000-0002-5126-6461","https://orcid.org/0009-0002-5900-5933","https://orcid.org/0000-0003-3588-4398","https://orcid.org/0009-0002-2539-3923","https://orcid.org/0000-0002-4394-0786"]},"institutions":[{"id":"https://openalex.org/I4387152131","display_name":"Lithuanian Centre for Social Sciences","ror":"https://ror.org/02e16g411","country_code":"LT","type":"government","lineage":["https://openalex.org/I4387152131"]}],"countries":["LT"],"is_corresponding":false,"raw_author_name":"Z.Y. Shen","raw_affiliation_strings":["Institute of Economics and Rural Development, Lithuanian Centre for Social Sciences, A. Vivulskio Str. 4a-13, 03220, Vilnius, Lithuania"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Economics and Rural Development, Lithuanian Centre for Social Sciences, A. Vivulskio Str. 4a-13, 03220, Vilnius, Lithuania","institution_ids":["https://openalex.org/I4387152131"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054746075","display_name":"Malin Song","orcid":"https://orcid.org/0000-0002-1122-1066","observed_orcids":["https://orcid.org/0000-0002-1122-1066","https://orcid.org/0000-0001-6640-4225","https://orcid.org/0000-0003-1365-1649"]},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]},{"id":"https://openalex.org/I56306041","display_name":"Lebanese American University","ror":"https://ror.org/00hqkan37","country_code":"LB","type":"education","lineage":["https://openalex.org/I56306041"]}],"countries":["CN","LB"],"is_corresponding":true,"raw_author_name":"Malin Song","raw_affiliation_strings":["Adnan Kassar School of Business, Lebanese American University, 1102-2801 Beirut, Lebanon","Collaborative Innovation Center for Ecological Economics and Management, Anhui University of Finance and Economics, Bengbu, 233030, China"],"raw_orcid":"https://orcid.org/0000-0002-1122-1066","affiliations":[{"raw_affiliation_string":"Adnan Kassar School of Business, Lebanese American University, 1102-2801 Beirut, Lebanon","institution_ids":["https://openalex.org/I56306041"]},{"raw_affiliation_string":"Collaborative Innovation Center for Ecological Economics and Management, Anhui University of Finance and Economics, Bengbu, 233030, China","institution_ids":["https://openalex.org/I188935350"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089875590","display_name":"Weixian Wei","orcid":"https://orcid.org/0000-0002-9722-4777","observed_orcids":["https://orcid.org/0000-0002-9722-4777"]},"institutions":[{"id":"https://openalex.org/I146563203","display_name":"University of International Business and Economics","ror":"https://ror.org/05khqpb71","country_code":"CN","type":"education","lineage":["https://openalex.org/I146563203"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weixian Wei","raw_affiliation_strings":["School of International Trade and Economics, University of International Business and Economics, Beijing, 100029, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of International Trade and Economics, University of International Business and Economics, Beijing, 100029, China","institution_ids":["https://openalex.org/I146563203"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5054746075"],"corresponding_institution_ids":["https://openalex.org/I188935350","https://openalex.org/I56306041"],"apc_list":{"value":2420,"currency":"USD","value_usd":2420},"apc_paid":null,"fwci":3.2143,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.92719342,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":99},"biblio":{"volume":"89","issue":null,"first_page":"471","last_page":"484"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9243000149726868,"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"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9243000149726868,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.0737999975681305,"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/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.0006000000284984708,"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/stock-market","display_name":"stock market","score":0.8429999947547913},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.9800000190734863},{"id":"https://openalex.org/keywords/dynamic-correlation","display_name":"dynamic correlation","score":0.8960000276565552},{"id":"https://openalex.org/keywords/carbon-neutrality","display_name":"carbon neutrality","score":0.5490000247955322},{"id":"https://openalex.org/keywords/carbon-peak","display_name":"carbon peak","score":0.7680000066757202},{"id":"https://openalex.org/keywords/2015-financial-crisis","display_name":"2015 financial crisis","score":0.9470000267028809},{"id":"https://openalex.org/keywords/covid-19-impact","display_name":"COVID-19 impact","score":0.8550000190734863},{"id":"https://openalex.org/keywords/asymmetric-volatility-effects","display_name":"asymmetric volatility effects","score":0.6669999957084656},{"id":"https://openalex.org/keywords/portfolio-diversification","display_name":"portfolio diversification","score":0.9959999918937683},{"id":"https://openalex.org/keywords/marginal-expected-shortfall","display_name":"marginal expected shortfall","score":0.8960000276565552},{"id":"https://openalex.org/keywords/china","display_name":"China","score":0.48100000619888306}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.667624831199646},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.633353590965271},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5571750402450562},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.49904561042785645},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.46860966086387634},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.4588312804698944},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.43947553634643555},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.43018218874931335},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.41296035051345825},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.41090771555900574},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3980001211166382},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12582525610923767},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.09371894598007202},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.iref.2023.10.030","doi":"https://doi.org/10.1016/j.iref.2023.10.030","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2023.10.030","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","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":"International Review of Economics & Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:reveco:v:89:y:2024:i:pb:p:471-484","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1059056023004008","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":[{"score":0.5690000057220459,"display_name":"Affordable and clean energy","id":"https://metadata.un.org/sdg/7"},{"score":0.5351999998092651,"display_name":"Climate action","id":"https://metadata.un.org/sdg/13"}],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":54,"referenced_works":["https://openalex.org/W1495741750","https://openalex.org/W1727659491","https://openalex.org/W1969932452","https://openalex.org/W1994547093","https://openalex.org/W2007528270","https://openalex.org/W2026109693","https://openalex.org/W2028726096","https://openalex.org/W2030937998","https://openalex.org/W2034524035","https://openalex.org/W2038046247","https://openalex.org/W2040981563","https://openalex.org/W2069954707","https://openalex.org/W2091063978","https://openalex.org/W2105204712","https://openalex.org/W2145103097","https://openalex.org/W2164199181","https://openalex.org/W2218968055","https://openalex.org/W2294419882","https://openalex.org/W2400596708","https://openalex.org/W2468992219","https://openalex.org/W2544894511","https://openalex.org/W2556702504","https://openalex.org/W2591603125","https://openalex.org/W2725237507","https://openalex.org/W2736178919","https://openalex.org/W2750413821","https://openalex.org/W2779470515","https://openalex.org/W2784738386","https://openalex.org/W2793753958","https://openalex.org/W2884771419","https://openalex.org/W2895625351","https://openalex.org/W2896158573","https://openalex.org/W2899615200","https://openalex.org/W2904436668","https://openalex.org/W2904807522","https://openalex.org/W2905296529","https://openalex.org/W2911074313","https://openalex.org/W2913348641","https://openalex.org/W2940797590","https://openalex.org/W2948071673","https://openalex.org/W2995935373","https://openalex.org/W2997876219","https://openalex.org/W3008313036","https://openalex.org/W3093296585","https://openalex.org/W3121850481","https://openalex.org/W3124124033","https://openalex.org/W3125611063","https://openalex.org/W3173275926","https://openalex.org/W3200007376","https://openalex.org/W3214983863","https://openalex.org/W4210400297","https://openalex.org/W4280607283","https://openalex.org/W4283216344","https://openalex.org/W4306322294"],"related_works":["https://openalex.org/W4403532681","https://openalex.org/W4414757972","https://openalex.org/W4404439078","https://openalex.org/W4389567155","https://openalex.org/W4386483377","https://openalex.org/W4401666968","https://openalex.org/W4311048491","https://openalex.org/W7167464994","https://openalex.org/W4417156335","https://openalex.org/W4416766948"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":9}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2023-10-13T00:00:00"}