Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications |
scientific article |
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Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (English)
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19 August 2022
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China's sectoral commodities
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crude oil
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portfolio diversifications
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return and volatility spillovers
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TVP-VAR connectedness
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