Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics"
DOI: 10.1080/00036846.2020.1828566
Abstract: ABSTRACT The relationship between markets has always been a topic of heated debate among scholars from various countries. One of the most important concerns is the need to model the relationships between the crude oil… read more here.
Keywords: oil futures; garch vine; crude oil; oil ... See more keywords