Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications

DOI10.1007/s11424-021-0095-3zbMath1495.91104OpenAlexW4283518440MaRDI QIDQ2165448

Jinxin Cui, Hui Wen Zou

Publication date: 19 August 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-021-0095-3

zbMATH Keywords

crude oilChina's sectoral commoditiesportfolio diversificationsreturn and volatility spilloversTVP-VAR connectedness

Mathematics Subject Classification ID

Portfolio theory (91G10)

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