WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market

• Peng Qin ,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Writing – original draft

  * E-mail: qplearn@buaa.edu.cn

  Affiliation Department of Economics and Management, Beihang University, Beijing, P. R. China

  https://orcid.org/0000-0003-0252-0264

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• Manying Bai

  Roles Conceptualization, Formal analysis, Investigation, Supervision, Validation, Writing – review & editing

  Affiliation Department of Economics and Management, Beihang University, Beijing, P. R. China

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