Dai, Xingyu; Dai, Peng-Fei; Wang, Qunwei; Ouyang, Zhi-Yi - In: Journal of management science and engineering 9 (2024) 2, pp. 271-291
This paper analyses the tail risk contagion of US market implied volatility (USIV) on China's energy futures (CEF …, to October 30, 2023, the empirical results show that, first, in the analysis of the entire sample period, China's coking …