Work

Systemic Risk Spillover of Oil, Gold to China Financial Market: New Evidence From a Copula-CoVaR-MODWT Approach

Year: 2025

Type: article

Source: Evaluation Review

DOI: 10.1177/0193841x251394455

Authors: Yaling Chen, Qinnan Jiang, Zhifeng Dai

Institutions: Hunan University of Traditional Chinese Medicine, 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

Funder: Natural Science Foundation of Hunan Province

Award: G4329859224

OpenAlex ID: W4415977602

FWCI: 0.973

Cites: 68

Cited by: 1

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