Return and volatility linkages between international energy markets and Chinese commodity market
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Title
Return and volatility linkages between international energy markets and Chinese commodity market
Authors
Keywords
International energy markets, China commodity market, VAR-BEKK-GARCH, Spillover
Journal
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
Volume 179, Issue -, Pages 121642
Publisher
Elsevier BV
Online
2022-03-30
DOI
10.1016/j.techfore.2022.121642
References
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