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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
Authors:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
Favorite  |  View/Download:99/0  |  Submit date:2023/05/30
Futures markets  MHAR-CSV model  Co-volatility  Time-varying volatility connectedness  Asymmetric volatility spillover  Commodity markets