Geopolitical risk and China's crude oil futures : an empirical study based on the cross-quantilogram approach
Min Liu, Wei-Ying Ping, and Chien-Chiang Lee
| Year of publication: |
2025
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| Authors: | Liu, Min ; Ping, Wei-Ying ; Lee, Chien-Chiang |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 61.2025, 2, p. 453-475
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| Subject: | cross-quantile correlation | crude oil futures return | Geopolitical risk | INE | China | Erdöl | Petroleum | Geopolitik | Geopolitics | Rohstoffderivat | Commodity derivative | Welt | World | Ölpreis | Oil price | Korrelation | Correlation | Risiko | Risk | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2024.2386125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015190093