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