Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis

The Journal of Economic Asymmetries - Tập 28 - Trang e00327 - 2023
Walid Mensi1,2, Mohammad Alomari3, Xuan Vinh Vo4, Sang Hoon Kang5
1Department of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat, Oman
2Institute of Business Research, University of Economics Ho Chi Minh City, Vietnam
3Business School, German Jordanian University, Amman, 11180, Jordan
4Institute of Business Research and CFVG, University of Economics Ho Chi Minh City, Vietnam
5School of Business, Pusan National University, Busan, South Korea

Tài liệu tham khảo

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