Analysis of risk spillover effect of copper option in China
Wuyi Ye, Yiqi Wang and Jinhai Zhao
| Year of publication: |
2022
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|---|---|
| Authors: | Ye, Wuyi ; Wang, Yiqi ; Zhao, Jinhai |
| Published in: |
Journal of modelling in management. - Bradford : Emerald, ISSN 1746-5672, ZDB-ID 2243983-3. - Vol. 17.2022, 4, p. 1280-1291
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| Subject: | Data analysis | Risk analysis | Modelling | Copper spot and its derivatives market | MV-CAViaR | Risk aggregation effect | Risk spillover effect | China | Risiko | Risk | Spillover-Effekt | Spillover effect | Risikomanagement | Risk management | Kupfermarkt | Copper market | Derivat | Derivative | Kupfer | Copper |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JM2-03-2021-0053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014334416