A carregar...
Extreme risk spillover between chinese and global crude oil futures
This paper investigates the risk spillover between China's crude oil futures and international crude oil futures by constructing upside and downside VaR connectedness networks. The findings show that China's crude oil futures behave as a net risk receiver in the global crude oil system, in...
Na minha lista:
| Publicado no: | Financ Res Lett |
|---|---|
| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier Inc.
2021
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7456448/ https://ncbi.nlm.nih.gov/pubmed/32904491 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101743 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|