Zhang, Bing; Wang, Peijie - In: Economic Modelling 42 (2014) C, pp. 413-420
We examine return and volatility spillovers between China and world oil markets. This topic is of great importance … Diebold and Yilmaz's (2012) method of catching spillover dynamics, it is found that return and volatility spillovers between … markets and exerts an influence on world oil markets, although to a lesser extent. Moreover, the volatility spillover index …