Risk contribution of crude oil to industry stock returns
Year of publication: |
2018
|
---|---|
Authors: | Yu, Honghai ; Du, Donglei ; Fang, Libing ; Yan, Panpan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 58.2018, p. 179-199
|
Subject: | ADCC-ΔCoVaR | Crude oil market | Industry stock returns | Risk contribution | Kapitaleinkommen | Capital income | Erdölindustrie | Oil industry | Ölmarkt | Oil market | Erdöl | Petroleum | Welt | World |
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