Extreme Comovement and Risk Spillovers in Crude Oil Prices: A Tale of Two Events
Year: 2025
Type: article
Source: Journal of Futures Markets
DOI: 10.1002/fut.70059
Authors: Haoyu Shi, Yuansheng Wang, Xu Zheng
Institution: Shanghai Jiao Tong University
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W7103985601