Work

Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach

Year: 2020

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2020.104774

Authors: Xingyu Dai, Qunwei Wang, Donglan Zha, Dequn Zhou

Institution: Nanjing University of Aeronautics and Astronautics

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G3484914513, G4147416490, G4448013053, G7752242677, G8163938543

OpenAlex ID: W3022825311

FWCI: 14.87

Cites: 81

Cited by: 101

Related to: 10