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Implied volatility relationships between crude oil and the US 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: 

    Tseng, Hui-Kuan,Wu, Jy S.,dingzhihua
  • Indexed by: 

    Journal paper
  • Document Code: 

    5b5bb29476aca2080176ad41c1471202
  • Volume: 

    卷: 66
  • ISSN No.: 

    0301-4207
  • Translation or Not: 

    no
  • Date of Publication: 

    2020-06-01