The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses

Published 2018 View Full Article

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Title
The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
Authors
Keywords
Return, Volatility, Oil, Commodity sectors, DCC-GJR-GARCH, Portfolio implications
Journal
ENERGY
Volume 166, Issue -, Pages 577-586
Publisher
Elsevier BV
Online
2018-10-21
DOI
10.1016/j.energy.2018.10.116

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