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Tail Dependency and Risk Spillover between Oil Market and Chinese Sectoral Stock Markets—An Assessment of the 2013 Refined Oil Pricing Reform. (2022). Yang, Jun ; Li, Juchao ; Sheng, Jiliang.
In: Energies.
RePEc:gam:jeners:v:15:y:2022:i:16:p:6070-:d:894142.

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  1. Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Cui, Luansong ; Zhao, Jing ; Zhang, Qiwen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

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