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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Berlin Heidelberg
2021
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| 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 |