Modeling extreme risk spillovers between crude oil and Chinese energy futures markets

Xiaohang Ren, Yiying Li, Xianming Sun, Ruijun Bu and Fredj Jawadi
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Ruijun Bu: University of Liverpool

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Date: 2023-10
Note: View the original document on HAL open archive server: https://hal.science/hal-04478730v1
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Published in Energy Economics, 2023, 126, pp.107007. ⟨10.1016/j.eneco.2023.107007⟩

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Journal Article: Modeling extreme risk spillovers between crude oil and Chinese energy futures markets (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04478730

DOI: 10.1016/j.eneco.2023.107007

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