Extreme co-movements between infectious disease events and crude oil futures prices: From extreme value analysis perspective

Author:

Lin Hang,Zhang Zhengjun

Funder

National Science Foundation

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference55 articles.

1. Covid-Induced Economic Uncertainty (No. w26983);Baker,2020

2. Hedging emerging market stock prices with oil, gold, VIX, and bonds: a comparison between DCC, ADCC and GO-GARCH;Basher;Energy Econ.,2016

3. Behavioral perspectives on tail-risk hedging;Bhansali;J. Invest.,2015

4. An Introduction to Statistical Modeling of Extreme Values;Coles,2001

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