Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach
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DOI: 10.1016/j.resourpol.2019.101545
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Keywords
Volatility spillovers; Asymmetric VAR-BEKK (DCC)-GARCH model; Oil price; Rare earth; New energy;All these keywords.
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