原油市场日内与隔夜尾部风险及收益可预测性:来自石油相关常规新闻与极端冲击的证据
Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks
Energy Economics · 2023
被引 3
人大 A-ABS 3
- Cheng Wang
- Yahua Xu 通讯
- Dingsheng Zhang
- Elie Bouri · 黎巴嫩美国大学
能源经济学金融经济学计量经济学风险管理