Analysis on Risk Spillover Effect of Oil Price and China's Stock Market before and after Negative Oil Price Shock based on GARCH-CoVaR Model

Xingzu Chen

Analysis on Risk Spillover Effect of Oil Price and China's Stock Market before and after Negative Oil Price Shock based on GARCH-CoVaR Model

Xingzu Chen

Vol. 1, No. 4, pp. 118-126, 2021 July 20, 2021

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APA Citation Xingzu Chen (2021). Analysis on Risk Spillover Effect of Oil Price and China's Stock Market before and after Negative Oil Price Shock based on GARCH-CoVaR Model. Frontiers in Sustainable Development, 1(4), 118-126.