Leverage effect and dynamics correlation between international crude oil and China’s precious metals-Reference-Cited by-同舟云学术

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Leverage effect and dynamics correlation between international crude oil and China’s precious metals

Published:2019-11 Issue: Volume:534 Page:122319
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Chen Yufeng,Qu Fang

Funder

National Natural Science Foundation of China

Zhejiang Provincial Natural Science Foundation of China

MOE Major Project of Key Research Institute of Humanities and Social Sciences in Universities, China

Zhejiang Provincial Philosophy and Social Science Foundation, China

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference41 articles.

1. Volatile oil and the U. S. economy;Gormus;Econ. Anal. Policy,2016

2. Oil and the macroeconomy since world war II;Hamilton;J. Political Economy,1983

3. Not all oil price shocks are alike : Disentangling demand and supply shocks in the crude oil market;Kilian;Amer. Econ. Rev.,2009

4. Are the responses of the U.S. economy asymmetric in energy price increases and decreases ?;Kilian;Quant. Econ.,2011

5. Asymmetries in the response of economic activity to oil price increases and decreases ?;María;J. Int. Money Finance,2015

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