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Q5209446 - MaRDI portal

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scientific article; zbMATH DE number 7155908
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scientific article; zbMATH DE number 7155908

    Statements

    author
    Baoshuai Zhang
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    Jun Duan
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    Ying Tian
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    publication date
    22 January 2020
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    zbMATH Keywords
    copula
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    CoVaR
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    risk spillover effect
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    hyperbolic distribution
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    oil markets
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    bulk commodity markets
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    Identifiers

    zbMATH DE Number
    7155908
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