Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach-Reference-Cited by-同舟云学术

Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach

Published:2019-09 Issue: Volume:83 Page:119-143
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Hou Yang,Li Steven,Wen Fenghua

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

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