The role of China's crude oil futures in world oil futures market and China's financial market
Chuanwang Sun, Jialin Min, Jiacheng Sun, Xu Gong
Year of publication: |
2023
|
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Authors: | Sun, Chuanwang ; Min, Jialin ; Sun, Jiacheng ; Gong, Xu |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-11
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Subject: | Financial system | Spillover effect | China's crude oil futures | TVP-VAR-DY model | Volatility forecasting | China | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Volatilität | Volatility | Ölpreis | Oil price | Spillover-Effekt | Welt | World | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Finanzmarkt | Financial market |
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