Network connectedness between China's crude oil futures and sector stock indices
Year of publication: |
2023
|
---|---|
Authors: | Wang, Zi-Xin ; Liu, Bing-Yue ; Fan, Ying |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 125.2023, p. 1-18
|
Subject: | Crude oil futures | Spillover effect | Stock market | Time-frequency connectedness network | China | Spillover-Effekt | Rohstoffderivat | Commodity derivative | Aktienmarkt | Erdöl | Petroleum | Ölpreis | Oil price | Welt | World |
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