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Connectedness between crude oil, coal, rare earth, new energy and technology markets : a GARCH-vine-copula-EVT analysis
Jin, Feng
;
Li, Jingwei
;
Li, Guangchen
- In:
Applied economics
55
(
2023
)
38
,
pp. 4469-4485
Persistent link: https://www.econbiz.de/10014301251
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2
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
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