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Extreme risk spillover between chinese and global crude oil futures

Yuying Yang1, Yan-Ran Ma2,3, Min Hu4

  • 1Business School, University of Shanghai for Science and Technology, 200093, Shanghai, China.

Finance Research Letters
|September 9, 2020
PubMed

Keywords:
COVID-19 pandemicConnectedness networkCrude oil futuresExtreme risk spillover

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