Work

Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective

Year: 2020

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2020.101562

Authors: Xiaohong Huang, Shupei Huang

Institutions: Ministry of Natural Resources, China University of Geosciences (Beijing), Key Laboratory of Carrying Capacity Assessment for Resource and Environment, Ministry of Land and Resources

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, Education Department of Shaanxi Province

Awards: G4880455763, G5568135279, G6796997828, G8691994678

OpenAlex ID: W3085392292

FWCI: 8.287

Cites: 46

Cited by: 73

Related to: 10