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How do state-controlled broadcasters reach foreign publics to engage in public diplomacy in the era of social media? Previous research suggests that features unique to social media, such as the ability to engage in two-way communication with audiences, provide statecontrolled broadcasters new opportunities for online public diplomacy. In this paper, we examine what strategies were used by four Chinese state-controlled media outlets on Twitter to reach foreign publics as the Chinese Communist Party worked to expand its public diplomacy and international media outreach efforts. We find that all outlets increased the volume and diversity of content while none engaged in interactive, two-way communication with audiences, and none appeared to artificially inflate their follower count. One outlet, China Global Television Network, made outsized gains in followership, and it differs from the other Chinese outlets in that it was rebranded, it disseminated a relatively lower share of government-mandated narratives pertaining to China, and the tone of its reporting was more negative. These results show that during a period when Chinese statecontrolled broadcasters gained followers on Twitter, outlets made limited use of features unique to social media and instead primarily used social media as a broadcast channel. [ABSTRACT FROM AUTHOR]

This paper provides a comparative analysis of how the energy-sector stocks of 20 regional blocs (Americas, Australasia, BRIC, Southeast Asia, Scandinavia, Southern Europe, Far East, Europe, European Union, Emerging Europe, Asia, G7, G12, Economic and Monetary Union (EMU), CCARBNS, Latin America, North America, PIIGS, Asia-Pacific and NORCS) are connected from 5 July 1994 to 21 April 2020. It uses various techniques: Diebold and Yilmaz (2014)(DY 2014, hereafter) spillover indices and TVP-VAR, LASSO-VAR. Our main results are as follows: First, the DY approach results show that the biggest net contributor of volatility is the CCARBNS region, followed by the G12 and G7 regions, while the biggest receiver of volatility is the Southeast Asia region. Second, the TVP-VAR and LASSO-VAR results reveal that Scandinavia, Far East, and America's regions are net receivers of energy shocks, with net transmitters being CCARBNS, G7, G12 and Emerging European regions. Third, during the 2007–2008 financial crisis and recent COVID-19 outbreak, energy stock market spillovers have reached unprecedented high levels. Fourth, the world policy uncertainty greatly influenced the magnitude of volatility spillovers across regional energy stock markets. [ABSTRACT FROM AUTHOR]