Coherence, Connectedness, Dynamic Linkages Among Oil and China's Sectoral Commodities with Portfolio Implications

Jinxin Cui, Huiwen Zou. Coherence, Connectedness, Dynamic Linkages Among Oil and China's Sectoral Commodities with Portfolio Implications. J. Systems Science & Complexity, 35(3):1052-1097, 2022. [doi]

@article{CuiZ22-1,
  title = {Coherence, Connectedness, Dynamic Linkages Among Oil and China's Sectoral Commodities with Portfolio Implications},
  author = {Jinxin Cui and Huiwen Zou},
  year = {2022},
  doi = {10.1007/s11424-021-0095-3},
  url = {https://doi.org/10.1007/s11424-021-0095-3},
  researchr = {https://researchr.org/publication/CuiZ22-1},
  cites = {0},
  citedby = {0},
  journal = {J. Systems Science & Complexity},
  volume = {35},
  number = {3},
  pages = {1052-1097},
}