Linkages between global crude oil market volatility and financial market by complexity synchronization
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DOI: 10.1007/s00181-019-01762-w
Abstract: In this paper, we investigate the linkages between global crude oil market volatilities and financial markets and the degree of synchrony of crude oil markets and stock markets. A nonlinear cross-analysis of bivariate data method… read more here.
Keywords: complexity; crude oil; market; linkages global ... See more keywords