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Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19

Hua Zhang1, Jinyu Chen1,2, Liuguo Shao1,2

  • 1School of Business, Central South University, Changsha 410083, China.

International Review of Financial Analysis
|December 26, 2022
PubMed

Keywords:
COVID-19Hedge abilityNetwork analysisSpillover effectsTVP-DY model

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