Tang, Chaofeng; Aruga, Kentaka - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-11
This study examines whether the dynamic relationship between the Chinese and international fossil markets changed during the 2008 financial crisis and is changing during the COVID-19 pandemic. The impact of the crises are analyzed by including the periods affected by the crises as dummy...