Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Zhifeng Dai, Junxin Zhu, Xinhua Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Dai, Zhifeng ; Zhu, Junxin ; Zhang, Xinhua |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 114.2022, p. 1-18
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| Subject: | China stock market | Chinese commodity market | Cross-quantile dependence | Investor sentiment index | Time-frequency connectedness | China | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106226 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013477411