The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis

This paper examines the relationship between world crude oil markets following the introduction of Shanghai crude oil futures from the perspective of network connectedness based on the vector autoregressive model. The connectedness measurement method proposed by Diebold and Yilmaz (Econ J 119(534):1...

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Detalles Bibliográficos
Autores principales: Fu, Jiasha, Qiao, Hui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8561088/
https://www.ncbi.nlm.nih.gov/pubmed/34745369
http://dx.doi.org/10.1007/s12076-021-00288-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8561088/
https://www.ncbi.nlm.nih.gov/pubmed/34745369
http://dx.doi.org/10.1007/s12076-021-00288-z

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