The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test

Combined with the B-P (breakpoint) test and VAR–DCC–GARCH model, the relationship between WTI crude oil futures and S&P 500 index futures or CSI 300 index futures was investigated and compared. The results show that breakpoints exist in the relationship in the mean between WTI crude oil futures...

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Detalles Bibliográficos
Autores principales: Lu, Xunfa, Liu, Kai, Lai, Kin Keung, Cui, Hairong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8465217/
https://www.ncbi.nlm.nih.gov/pubmed/34573797
http://dx.doi.org/10.3390/e23091172

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8465217/
https://www.ncbi.nlm.nih.gov/pubmed/34573797
http://dx.doi.org/10.3390/e23091172

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