Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process.

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Bibliographic Details
Title:	Extreme jump risk contagion across oil and stock markets: evidence from a Hawkes process.
Authors:	Yuan, Ying¹ (AUTHOR), Zhang, Desheng¹ (AUTHOR) 2110442@stu.neu.edu.cn, Bu, Juncheng¹ (AUTHOR), Wang, Haiying² (AUTHOR)
Source:	Applied Economics. Dec2025, p1-16. 16p. 3 Illustrations.
Database:	Business Source Ultimate

Description
ISSN:	00036846
DOI:	10.1080/00036846.2025.2608363