Φορτώνει......
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...
Αποθηκεύτηκε σε:
| Τόπος έκδοσης: | Financ Res Lett |
|---|---|
| Κύριοι συγγραφείς: | , , , , |
| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Elsevier Inc.
2021
|
| Θέματα: | |
| Διαθέσιμο Online: | 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 |
| Ετικέτες: |
Προσθήκη ετικέτας
Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!
|