Relationship between Chinese and International Crude Oil Prices: A VEC-TARCH Approach

Table 3

Estimated coefficients of the VEC-TARCH model between and . “”, “” and “” denote the significance by statistic at the 1%, 5% and 10% level, respectively.

Coefficient	Value
	0.0100
	0.0746
	0.0464
	0.0989
	−0.1002
	−0.0865
	−0.1335
	1.0074
	1.0277
	0.9927