Risk spillover effects of international crude oil market on China’s major markets
This paper systematically evaluates the influence of international crude oil risk on Chinese macro-financial risks, by quantifying risk spillover effects from international crude oil market to China’s three major markets (stock, foreign exchange and commodity markets). Specifically, this paper initi...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2019-11-01
|
| Series: | AIMS Energy |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/10.3934/energy.2019.6.819/fulltext.html |