@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042859, author = {Tansuchat, Roengchai and Chang, Chia-Lin and McAleer, Michael}, month = {Jan}, note = {application/pdf, Forthcoming in Journal of Energy Markets., 本文フィルはリンク先を参照のこと}, title = {Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns}, year = {2010} }