Time-frequency return connectedness between Chinese coal futures and international stock indices
Baifan Chen, Jionghao Huang, Danhe Liu, Xiaohua Xia
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Baifan ; Huang, Jionghao ; Liu, Danhe ; Xia, Xiaohua |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 316-333
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| Subject: | Chinese coal futures | Equity market | Return connectedness | Time-frequency connectedness | China | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Kohlenbergbau | Coal mining | Aktienindex | Stock index | Welt | World | Kohle | Coal |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.10.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446765