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
Operations Research and Management Science . 2026, (1): 125 -132 .  DOI: 10.12005/orms.2026.0018