The linkage between the world oil price and Chinese energy-related stock price: Implications for risk management
The asymmetric BEKK (Baba, Engle, Kraft and Kroner) econometric model and copulas are used to measure the linkage between the world oil price and Chinese energy stock price and discuss implications for risk management and energy policy. Asymmetric return and volatility spillovers are found between m...
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| Format: | Thesis |
| Language: | English |
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Curtin University
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/1232 |