...
机译:国际石油市场、中国大宗商品市场和中国股票市场的多尺度风险传染——基于MODWT-Vine分位数回归的方法
Cent South Univ, Sch Business, Changsha 410083, Peoples R China|Univ Windsor, Fac Engn, Supply Chain & Logist Optimizat Res Ctr, Windsor, ON, Canada;
Cent South Univ, Sch Business, Changsha 410083, Peoples R China;
Changsha Univ Sci & Technol, Coll Math & Stat, Hunan 410114, Peoples R ChinaCalif State Univ San Bernardino, Publ Adm, San Bernardino, CA 92407 USA|Calif State Univ San Bernardino, Jack H Brown Coll Business, San Bernardino, CA 92407 USAHunan Inst Technol, Inst Comp Informat Proc & Applicat, Hengyang 421001, Peoples R China;
Risk contagion; International oil market; Chinese commodity market; Chinese stock market; MODWT-Vine quantile regression; Asymmetric effects; Investment time scale;