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	The time-varying spillover effect between WTI crude oil futures returns and hedge funds
	Yue-Jun Zhang; Yao-Bin Wu
刊名	International Review of Economics & Finance
	2019
卷号	Vol.61页码:156-169
关键词	Crude oil futures DCOT reports Hedge funds Time-varying granger causality
ISSN号	1059-0560
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4616981
专题	湖南大学
作者单位	1.b Center for Resource and Environmental Management, Hunan University, Changsha, 410082, China a Business School, Hunan University, Changsha, 410082, China 2.School of Management, Fudan University, Shanghai, 200433, China
推荐引用方式 GB/T 7714	Yue-Jun Zhang,Yao-Bin Wu. The time-varying spillover effect between WTI crude oil futures returns and hedge funds[J]. International Review of Economics & Finance,2019,Vol.61:156-169.
APA	Yue-Jun Zhang,&Yao-Bin Wu.(2019).The time-varying spillover effect between WTI crude oil futures returns and hedge funds.International Review of Economics & Finance,Vol.61,156-169.
MLA	Yue-Jun Zhang,et al."The time-varying spillover effect between WTI crude oil futures returns and hedge funds".International Review of Economics & Finance Vol.61(2019):156-169.

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