How is China's coke price related with the world oil price? The role of extreme movements
© 2016.This paper focuses on the relationship between the world oil price and China's coke price, particularly with respect to extreme movements in the world oil price. Based on a daily sample from 2009 to 2015 and the ARJI-GARCH models and copulas, our empirical results show that China's...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Elsevier BV * North-Holland
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/58492 |