Regime changes and extreme risk spillovers of INE crude oil futures-Reference-Cited by-同舟云学术

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Regime changes and extreme risk spillovers of INE crude oil futures

Published:2024-06-18 Issue: Volume: Page:1-14
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Liu Min¹²,Yang Xu¹,Lee Chien-Chiang¹²³^ORCID

Affiliation:

1. School of Economics and Management, Nanchang University, Nanchang, China

2. Research Center of Central China for Economic and Social Development, Nanchang University, Nanchang, China

3. Adnan Kassar School of Business, Lebanese American University, Beirut, Lebanon

Funder

National Social Science Foundation Key Project of China for financial

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2364944

Reference55 articles.

1. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks

2. Revisiting the economic growth–energy consumption nexus: Does globalization matter?

3. Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war

4. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

5. Forecasting risk with Markov-switching GARCH models:A large-scale performance study

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