This paper examines the relationship between world crude oil markets following
the introduction of Shanghai crude oil futures from the perspective of network
connectedness based on the vector autoregressive model. The connectedness
measurement method proposed by Diebold and Yilmaz (Econ J 119(534):158–171,
2009, Int J Forecast 28(1):57–66, 2012.
https://doi.org/10.1016/j.ijforecast.2011.02.006 , J... hiện toàn bộ