Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative
Li Chai, Yuqi Wang, Xiaohong Qi
| Year of publication: |
2024
|
|---|---|
| Authors: | Chai, Li ; Wang, Yuqi ; Qi, Xiaohong |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 73.2024, Art.-No. 102165, p. 1-13
|
| Subject: | Belt and Road Initiative | Chinese stock markets | Shanghai crude oil futures | Spillover effect | TVP-VAR frequency connectedness | China | Shanghai | Aktienmarkt | Stock market | Internationale Wirtschaftsbeziehungen | International economic relations | Spillover-Effekt | Rohstoffderivat | Commodity derivative | Neue Seidenstraße | New silk road | Erdöl | Petroleum |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102165 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580780