The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Ziliang Yu, Yanan Liu, Huiting Mang and Xiaomeng Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Yu, Ziliang ; Liu, Yanan ; Mang, Huiting ; Liu, Xiaomeng |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 25.2023, 4, p. 83-120
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| Subject: | crude oil futures | exchange rates | cointegration | conditional correlation | China | Wechselkurs | Exchange rate | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Coronavirus | Ölmarkt | Oil market | Schock | Shock | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314628