Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448)
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scientific article; zbMATH DE number 7573575
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| English | Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications |
scientific article; zbMATH DE number 7573575 |
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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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0.7367644906044006
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0.7365794777870178
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0.727177083492279
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0.7143011093139648
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0.7039559483528137
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