Dynamic Spillovers Between International Crude Oil Market and China's Commodity Sectors: Evidence From Time-Frequency Perspective of Stochastic Volatility-Reference-Cited by-同舟云学术

Dynamic Spillovers Between International Crude Oil Market and China's Commodity Sectors: Evidence From Time-Frequency Perspective of Stochastic Volatility

Published:2020-04-21 Issue: Volume:8 Page:
ISSN:2296-598X
Container-title:Frontiers in Energy Research
language:
Short-container-title:Front. Energy Res.

Author:

Li Zhenghui,Su Yaya

Publisher

Frontiers Media SA

Subject

Economics and Econometrics,Energy Engineering and Power Technology,Fuel Technology,Renewable Energy, Sustainability and the Environment

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