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	Risk spillovers between oil and stock markets: A VAR for VaR analysis
	Danyan Wen; Gang-Jin Wang; Chaoqun Ma; Yudong Wang
刊名	Energy Economics
	2019
关键词	Crude oil Stock markets Risk spillover effect VAR for VaR Pseudo impulse-response functions
ISSN号	0140-9883
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4616570
专题	湖南大学
作者单位	1.a School of Economics and Management, Nanjing University of Science and Technilogy, Nanjing 210094, China 2.Business School, Hunan University, Changsha 410082, China
推荐引用方式 GB/T 7714	Danyan Wen,Gang-Jin Wang,Chaoqun Ma,et al. Risk spillovers between oil and stock markets: A VAR for VaR analysis[J]. Energy Economics,2019.
APA	Danyan Wen,Gang-Jin Wang,Chaoqun Ma,&Yudong Wang.(2019).Risk spillovers between oil and stock markets: A VAR for VaR analysis.Energy Economics.
MLA	Danyan Wen,et al."Risk spillovers between oil and stock markets: A VAR for VaR analysis".Energy Economics (2019).

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