Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil

Investor emotional heterogeneity and oil dual attributes are the key factors that cause the asymmetry of risks in the international crude oil market. This paper uses the monthly data from April 2003 to October 2020 to identify the dynamic characteristics of oil’s commodity attribute and financial at...

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Bibliographic Details
Main Authors: Yanqiong Liu, Zhenghui Li, Yanyan Yao, Hao Dong
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/14/13/4063