Zou, Zong-feng; Zhang, Chao; Sun, Xi-yun - In: Cogent economics & finance 12 (2024) 1, pp. 1-20
This study investigates the time-varying return spillovers among the gold and oil markets and the Chinese equity subsectors using a network system representation. The results of the statics analysis show that crude oil and the majority of equity sectors are the net transmitters of spillovers in...