Yijie Zhou

Southwestern University of Finance and Economics

No.555 Liutai Avenue

Wenjiang District, Chengdu, Sichuan

Chengdu, 611130

China

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Oil-Stock Tail Dependence and Geopolitical Risk: Evidence from MIDAS-CoVaR Approach with Frequency-Domain Spillovers

Number of pages: 37 Posted: 20 May 2026

Yijie Zhou, Muhammad Adnan Bashir, Wei Dongming and Ummara Razi

Southwestern University of Finance and Economics, Guangdong University of Foreign Studies, Guangdong University of Foreign Studies and Sunway University

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