Volatility spillover and co-movement among Chinese shipping sector stock index, oil futures price, ocean freight charge and exchange rate
© 2019 IOP Publishing Ltd. All rights reserved. This study aims to analyze the co-movement and volatility spillover among four stock markets consist of Chinese shipping sector stock index, oil futures, shipping freight and currency market. We estimate dependence among these four markets using the mu...
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| 格式: | Conference Proceeding |
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2020
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85074920628&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/68091 |
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