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Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process.

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Title: Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process.
Authors: Yuan, Ying1 (AUTHOR), Zhang, Desheng1 (AUTHOR) 2110442@stu.neu.edu.cn, Bu, Juncheng1 (AUTHOR), Wang, Haiying2 (AUTHOR)
Source: Applied Economics. Dec2025, p1-16. 16p. 3 Illustrations.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 190456257
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process.
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  Data: <searchLink fieldCode="AR" term="%22Yuan%2C+Ying%22">Yuan, Ying</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Zhang%2C+Desheng%22">Zhang, Desheng</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> 2110442@stu.neu.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Bu%2C+Juncheng%22">Bu, Juncheng</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Wang%2C+Haiying%22">Wang, Haiying</searchLink><relatesTo>2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Applied+Economics%22">Applied Economics</searchLink>. Dec2025, p1-16. 16p. 3 Illustrations.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=190456257
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    Identifiers:
      – Type: doi
        Value: 10.1080/00036846.2025.2608363
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      – Code: eng
        Text: English
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        PageCount: 16
        StartPage: 1
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      – TitleFull: Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process.
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            NameFull: Yuan, Ying
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            NameFull: Zhang, Desheng
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            NameFull: Bu, Juncheng
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            – D: 26
              M: 12
              Text: Dec2025
              Type: published
              Y: 2025
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            – TitleFull: Applied Economics
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