Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Shuifeng Hong and Yimin Luo, Mengya Li and Duoping Yang
| Year of publication: |
2024
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|---|---|
| Authors: | Hong, Shuifeng ; Luo, Yimin ; Li, Mengya ; Yang, Duoping |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 25.2024, 2, p. 321-336
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| Subject: | Correlation | Crude oil futures | Risk spillovers | Tail related | Time-frequency | Korrelation | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Ölpreis | Oil price | ARCH-Modell | ARCH model | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-04-2023-0096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014504706