Work

Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States

Year: 2019

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2019.01.014

Authors: Weiju Xu, Feng Ma, Wang Chen, Bing Zhang

Institutions: Southwest Jiaotong University, Yangtze Normal University, Hohai University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Awards: 基于混频技术和组合预测的资产复杂相关性密度预测研究：短期冲击、长期影响与机制转换, G1734686528, G2618567197, 高频数据视角下的金融市场波动率建模及预测：基于机制转换和动态模型平均组合预测法的研究

OpenAlex ID: W2913772530

FWCI: 36.24

Cites: 67

Cited by: 220

Related to: 10