Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile. | |
Peng, Cheng; Zhu, Huiming; Guo, Yawei; Chen, Xiuyun | |
刊名 | Energy Economics |
2018 | |
卷号 | Vol.72页码:188-199 |
关键词 | C14 C22 Crude oil E44 Firm returns G15 G32 Q43 Quantile granger causality Refined oil pricing reform Risk spillover 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/5467458 |
专题 | 湖南大学 |
作者单位 | College of Business Administration, Hunan University, Changsha 410082, China |
推荐引用方式 GB/T 7714 | Peng, Cheng,Zhu, Huiming,Guo, Yawei,et al. Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile.[J]. Energy Economics,2018,Vol.72:188-199. |
APA | Peng, Cheng,Zhu, Huiming,Guo, Yawei,&Chen, Xiuyun.(2018).Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile..Energy Economics,Vol.72,188-199. |
MLA | Peng, Cheng,et al."Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile.".Energy Economics Vol.72(2018):188-199. |
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