中国原油期货与中美股市的时变联动与波动溢出研究——基于TVP-VAR-DY模型的研究
赵树然, 王元希, 范丽爽, 刘妍
Time-Varying Correlation and Volatility Spillover between Chinese Crude Oil Futures and Chinese and American Stock Markets: Research Based on TVP-VAR-DY Model
ZHAO Shuran, WANG Yuanxi, FAN Lishuang, LIU Yan
运筹与管理
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2026, (1): 125
-132
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DOI: 10.12005/orms.2026.0018
