Browsing by Author "Lang, Chunlin"

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Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event

Hu, Yang; Lang, Chunlin; Corbet, Shaen; Hou, Greg; Oxley, Les (Elsevier BV, 2023)

Using a TVP-VAR analytical framework, this study explores the change and persistence of the dynamic connectedness of international energy and carbon credit markets. The overall destabilising effects generated by recent ...

Chunlin Lang has 4 co-authors in Research Commons.