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Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects

  • Release time:2021-09-28
  • Hits:
  • DOI number: 

    10.1016/j.resourpol.2020.101637
  • Affiliation of Author(s): 

    经济管理学院
  • Funded by: 

    国家自然科学基金项目
  • First Author: 

    Liu Zhenhua
  • Co-author: 

    dingzhihua
  • Indexed by: 

    Journal paper
  • Document Code: 

    5b5bb29475e4908d0175e4d3672b01b0
  • Volume: 

    66, 101637
  • Translation or Not: 

    no
  • Date of Publication: 

    2020-03-03