Work

Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries

Year: 2020

Type: article

Source: Energy

DOI: 10.1016/j.energy.2020.118740

Authors: Danyan Wen, Li Liu, Chaoqun Ma, Yudong Wang

Institutions: Nanjing University of Science and Technology, Nanjing Audit University, Hunan 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, Fok Ying Tong Education Foundation

Awards: 基于投资者视角的大宗商品市场预测研究, 考虑众多影响因子的原油价格组合预测模型与驱动机制研究, G4189801002, G8428072626

OpenAlex ID: W3081546510

FWCI: 10.84

Cites: 63

Cited by: 68

Related to: 10