Network connectedness between China's crude oil futures and sector stock indices
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DOI: 10.1016/j.eneco.2023.106848
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- Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023. "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, vol. 86(PB).
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Keywords
Crude oil futures; Stock market; Time-frequency connectedness network; Spillover effect;All these keywords.
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