@article{systemicriskinmarketmicrostructureof, title = {Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach}, author = {Hyun Jin Jang and Kiseop Lee and Kyungsub Lee}, year = {2020}, eprint = {2012.04181}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2012.04181v1}, }