Spillovers from the Slowdown in China on Financial and Energy Markets: An Application of VAR–VECH–TARCH Models
Round 1
Reviewer 1 Report
I read the paper carefully ”Spillovers from the slowdown in China on financial and energy markets: An application of VAR-VECH-TARCH models”.
The paper is very interesting for the scientific community.
However, from the point of view of writing, we notice several errors. The authors can discover them themselves, if they read the text more carefully.
In addition, authors need to take better account of the rules of publication.
All in all, eventually, it may be seen by an English teacher (native).
Author Response
First of all thank you for your valuable comments. We checked the document again made certain changes where ever necessary. We used track changes and die the revised parts with yellow color to show you the exact changes.
Best regards
Caner
Reviewer 2 Report
The paper investigates the relationship between US stock market, Chinese stock markets, rare earth markets and industrial metals and mining products via three different models by utilizing VAR-VECH-TARCH models.
I consider that some parts of the paper are underdeveloped and must be improved. Here you have my suggestions.
Literature review
In order to highlight the overall contribution of the paper and to emphasize its relevancy it is suggested to provide a brief overview of the research results of relevant papers in the field of research. I suggest to expand the literature review.
Discussion and conclusions
More rigorous discussion accompanied by suggested reasons and implications would be welcomed. The authors have to provide more comprehensive and consistent explanation of the results and reveal possible causal relations.
The authors have to discuss implications of the research and define future research streams.
Author Response
Thank you for your valuable input. We expanded the literature part and enriched the discussion part as well. We used track changes so you can find the exact changes.
Best regards
Caner
Round 2
Reviewer 2 Report
The paper has been improved and is recommended to be published.
