Work

Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors

Year: 2022

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2022.09.005

Authors: Zhifeng Dai, Haoyang Zhu

Institutions: Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering, Changsha University of Science and Technology

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, Natural Science Foundation of Hunan Province, Changsha University of Science and Technology

Awards: 高分辨能力鲁棒一致性金融风险测度及其应用研究, G5859430994, G6587508748, G83876007

OpenAlex ID: W4297198409

FWCI: 14.28

Cites: 78

Cited by: 80

Related to: 10