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Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models
ZOU Y,
XU J,
CHEN Y
(2025)
Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models.
PLOS ONE 20(1): e0315167.
https://doi.org/10.1371/journal.pone.0315167