The co-movement between Chinese oil market and other main international oil markets : a DCC-MGarch approach
Malin Song, Kuangnan Fang, Jing Zhang, Jianbin Wu
| Year of publication: |
2019
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|---|---|
| Authors: | Song, Malin ; Fang, Kuangnan ; Zhang, Jing ; Wu, Jianbin |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 4, p. 1303-1318
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| Subject: | Oil market | Co-movement | DCC-MGARCH | Ölmarkt | Welt | World | Ölpreis | Oil price | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9564-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012308892