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	Risk spillovers between oil and stock markets: A VAR for VaR analysis.
	Wen, DY; Wang, GJ; Ma, CQ; Wang, YD
刊名	Energy Economics
	2019
卷号	Vol.80页码:524-535
关键词	Crude oil Pseudo impulse-response functions Risk spillover effect Stock markets VAR for VaR
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/4749917
专题	湖南大学
作者单位	1.Nanjing Univ Sci & Technol, Sch Econ & Management, Nanjing 210094, Jiangsu, Peoples R China 2.Hunan Univ, Sch Business, Changsha 410082, Hunan, Peoples R China
推荐引用方式 GB/T 7714	Wen, DY,Wang, GJ,Ma, CQ,et al. Risk spillovers between oil and stock markets: A VAR for VaR analysis.[J]. Energy Economics,2019,Vol.80:524-535.
APA	Wen, DY,Wang, GJ,Ma, CQ,&Wang, YD.(2019).Risk spillovers between oil and stock markets: A VAR for VaR analysis..Energy Economics,Vol.80,524-535.
MLA	Wen, DY,et al."Risk spillovers between oil and stock markets: A VAR for VaR analysis.".Energy Economics Vol.80(2019):524-535.

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