Coal Price Shock Propagation Through Industry Portfolio Connectedness in China's Stock Market : Quantile Coherency Network Modelling and Shock Decomposition Analysis
Year of publication: |
[2023]
|
---|---|
Authors: | Zhang, Yan ; Xu, Yushi ; Zhu, Xintong ; Huang, Jionghao |
Publisher: |
[S.l.] : SSRN |
Subject: | China | Schock | Shock | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
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