Coal price shock propagation through sectoral financial interconnectedness in China's stock market : quantile coherency network modelling and shock decomposition analysis
Yan Zhang, Yushi Xu, Xintong Zhu, Jionghao Huang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Yan ; Xu, Yushi ; Zhu, Xintong ; Huang, Jionghao |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 34.2024, Art.-No. 100392, p. 1-22
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| Subject: | Coal price volatility | Quantile coherency network | Sectoral financial interconnectedness | Shock propagation | Schock | Shock | Volatilität | Volatility | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Kohle | Coal |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100392 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014548333