Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic

This paper investigates the multidimensional risk spillovers among crude oil, the US and Chinese stock markets during the COVID-19 epidemic through a GARCHSK-Mixed Copula-CoVaR-Network method. Firstly, we find that during the COVID-19 period, the oil-stock risk spillovers are obviously stronger than...

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Detalles Bibliográficos
Autores principales: Zhu, Pengfei, Tang, Yong, Wei, Yu, Lu, Tuantuan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9757975/
https://www.ncbi.nlm.nih.gov/pubmed/36569992
http://dx.doi.org/10.1016/j.energy.2021.120949

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9757975/
https://www.ncbi.nlm.nih.gov/pubmed/36569992
http://dx.doi.org/10.1016/j.energy.2021.120949

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