Does the international oil market interact with China's financial market? : new evidence from time-varying higher moments
Donghai Zhou, Xiaoxing Liu, Chun Tang
| Year of publication: |
2024
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| Authors: | Zhou, Donghai ; Liu, Xiaoxing ; Tang, Chun |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 74.2024, Art.-No. 102192, p. 1-30
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| Subject: | International crude oil | China's financial market | Higher-moment risk | Non-linear risk spillover | Identification of extreme risk events | China | Finanzmarkt | Financial market | Ölmarkt | Oil market | Risiko | Risk | Volatilität | Volatility | Welt | World | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102192 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015132996