This　paper　investigates　the　multidimensional　risk　spillovers　among　crude　oil,　the　US　and　Chinese　stock　markets　during　the　COVID-19　epidemic　through　a　GARCHSK-Mixed　Copula-CoVaR-Network　method.　Firstly,　we　find　that　during　the　COVID-19　period,　the　oil-stock　risk　spillovers　are　obviously　stronger　than　those　during　the　normal　period.　And　there　are　significant　risk　spillovers　from　the　US　and　Chinese　stock　markets　to　the　oil　markets.　It　is　also　discovered　that　the　oil　markets　are　greatly　influenced　by　the　second　board　stock　markets,　also　known　as　the　growth　enterprise　markets,　especially　during　the　COVID-19　outbreak.　Furthermore,　the　bidirectional　China-oil　risk　spillovers　during　the　COVID-19　pandemic　have　rapidly　increased.　Besides,　it　is　reported　that　the　relationships　across　oil　futures,　main　board　and　second　board　stock　markets　in　the　US　and　China　are　stable　under　different　TSI　levels　and　extreme　events.　Finally,　the　GARCHSK-Mixed　Copula-CoVaR-Network　outperforms　the　control　groups　in　terms　of　marginal　distribution　and　dependence　structure.　Our　study　not　only　offers　new　method　and　insight　into　the　oil-stock　relationship,　but　also　has　economic　implications　for　investors　and　policymakers.　©　2021　Elsevier　Ltd