The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression
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DOI: 10.1080/00036846.2018.1564117
Abstract: ABSTRACT This paper explores the dependence between global crude oil and Chinese commodity futures markets across different quantiles of the return distributions. Based on weekly data from 11 June 2004 to 7 July 2017, we… read more here.
Keywords: dependence; dependence global; global crude; crude oil ... See more keywords