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Macro factors and the realized volatility of commodities: A dynamic network analysis 期刊论文
RESOURCES POLICY, 2020, 卷号: 68
作者:  Hu, Min;  Zhang, Dayong;  Ji, Qiang;  Wei, Lijian
收藏  |  浏览/下载:9/0  |  提交时间:2021/01/16
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
收藏  |  浏览/下载:19/0  |  提交时间:2021/01/16
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
收藏  |  浏览/下载:21/0  |  提交时间:2021/01/16
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 期刊论文
Research in International Business and Finance, 2020, 期号: 52, 页码: 101114
作者:  Qiang Ji;  Walid Bahloul;  Jiang-bo Geng;  Rangan Gupta
收藏  |  浏览/下载:33/0  |  提交时间:2021/01/17
Copula-based local dependence between energy, agriculture and metal commodity markets 期刊论文
Energy, 2020, 期号: 202, 页码: 117762
作者:  Claudiu T. Albulescu;  Aviral K. Tiwari;  Qiang Ji
收藏  |  浏览/下载:13/0  |  提交时间:2021/01/17


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