Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach

Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach

Connectedness is the key to modern risk measurement and management. This study investigates the international connectedness of crude oil prices and explores its time-varying characteristics based on a connectedness measurement framework using daily international crude oil prices. The international c...

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Bibliographic Details
Main Authors: Xiaoyong Xiao, Jing Huang
Format: Article
Language:English
Published: MDPI AG 2018-09-01
Series:Sustainability
Subjects:
international crude oil price
total connectedness
total directional connectedness
pairwise directional connectedness
full sample
rolling sample
Online Access:http://www.mdpi.com/2071-1050/10/9/3298

Internet

http://www.mdpi.com/2071-1050/10/9/3298

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