Risk spillovers between oil and stock markets: A VAR for VaR analysis | |
Danyan Wen; Gang-Jin Wang; Chaoqun Ma; Yudong Wang | |
刊名 | Energy Economics |
2019 | |
关键词 | Crude oil Stock markets Risk spillover effect VAR for VaR Pseudo impulse-response functions |
ISSN号 | 0140-9883 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4616570 |
专题 | 湖南大学 |
作者单位 | 1.a School of Economics and Management, Nanjing University of Science and Technilogy, Nanjing 210094, China 2.Business School, Hunan University, Changsha 410082, China |
推荐引用方式 GB/T 7714 | Danyan Wen,Gang-Jin Wang,Chaoqun Ma,et al. Risk spillovers between oil and stock markets: A VAR for VaR analysis[J]. Energy Economics,2019. |
APA | Danyan Wen,Gang-Jin Wang,Chaoqun Ma,&Yudong Wang.(2019).Risk spillovers between oil and stock markets: A VAR for VaR analysis.Energy Economics. |
MLA | Danyan Wen,et al."Risk spillovers between oil and stock markets: A VAR for VaR analysis".Energy Economics (2019). |
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