How is China's coke price related with the world oil price? The role of extreme movements

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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...

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Bibliographic Details
Main Authors:	Guo, Y., Wen, X., Wu, Y., Guo, Xiumei
Format:	Journal Article
Published:	Elsevier BV * North-Holland 2016
Online Access:	http://hdl.handle.net/20.500.11937/58492

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