Network diffusion of international oil volatility risk in China's stock market : quantile interconnectedness modelling and shock decomposition analysis

Jionghao Huang, Ziruo Li, Xiaohua Xia

Year of publication:	2021
Authors:	Huang, Jionghao ; Li, Ziruo ; Xia, Xiaohua
Published in:	International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 76.2021, p. 1-39
Subject:	Network diffusion \| Oil volatility risk \| Partial cross-quantilogram causality \| Sectoral financial linkage \| Volatilität \| Volatility \| China \| Aktienmarkt \| Stock market \| Schock \| Shock \| Welt \| World

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013175733

A service of the