Evolution of the information transmission between Chinese and international oil markets : a quantile-based framework
Kun Duan, Xiaohang Ren, Fenghua Wen, Jinyu Chen
| Year of publication: |
2023
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|---|---|
| Authors: | Duan, Kun ; Ren, Xiaohang ; Wen, Fenghua ; Chen, Jinyu |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 29.2023, p. 1-19
|
| Subject: | Information transmission | Shanghai oil market | WTI oil benchmark | Causality-in-quantiles test | Quantile-on-quantile method | Ölmarkt | Oil market | China | Informationsverbreitung | Information dissemination | Shanghai | Ölpreis | Oil price | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2022.100304 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014277610