Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method.

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Title: Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method.
Authors: He, Chaohua1 (AUTHOR), Li, Guangchen1 (AUTHOR), Fan, Hai1 (AUTHOR), Wei, Weixian1 (AUTHOR) wxwei@uibe.edu.cn
Source: Applied Economics. Mar2021, Vol. 53 Issue 11, p1249-1263. 15p. 2 Diagrams, 8 Charts, 3 Graphs.
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  Data: Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method.
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  Data: <searchLink fieldCode="AR" term="%22He%2C+Chaohua%22">He, Chaohua</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Li%2C+Guangchen%22">Li, Guangchen</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Fan%2C+Hai%22">Fan, Hai</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Wei%2C+Weixian%22">Wei, Weixian</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> wxwei@uibe.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Applied+Economics%22">Applied Economics</searchLink>. Mar2021, Vol. 53 Issue 11, p1249-1263. 15p. 2 Diagrams, 8 Charts, 3 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=148627064
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/00036846.2020.1828566
    Languages:
      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 1249
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      – TitleFull: Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method.
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          Name:
            NameFull: He, Chaohua
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            NameFull: Li, Guangchen
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            NameFull: Fan, Hai
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            NameFull: Wei, Weixian
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            – D: 01
              M: 03
              Text: Mar2021
              Type: published
              Y: 2021
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              Value: 53
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              Value: 11
          Titles:
            – TitleFull: Applied Economics
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