Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
Year of publication: |
2023
|
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Authors: | Li, Houjian ; Huang, Xinya ; Guo, Lili |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 2, p. 1-22
|
Subject: | Inflation | Quantile regression | Commodity market | Crude oil | TVP-VAR | Ölpreis | Oil price | China | Welt | World | Rohstoffmarkt | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Spillover-Effekt | Spillover effect | Rohstoffpreis | Commodity price | Schätzung | Estimation | Ölmarkt | Oil market |
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