The time-varying connectedness between China’s crude oil futures and international oil markets : a return and volatility spillover analysis
Jiasha Fu, Hui Qiao
| Year of publication: |
2022
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|---|---|
| Authors: | Fu, Jiasha ; Qiao, Hui |
| Published in: |
Letters in spatial and resource sciences : LSRS. - Berlin : Springer, ISSN 1864-404X, ZDB-ID 2436019-3. - Vol. 15.2022, 3, p. 341-376
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| Subject: | Connectedness | Contagion | COVID-19 | Information spillover | Market integration | Shanghai crude oil futures | Volatilität | Volatility | China | Spillover-Effekt | Spillover effect | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Ölpreis | Oil price | Shanghai | Welt | World | Marktintegration | Coronavirus | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12076-021-00288-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013484830