An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global markets
Year of publication: |
2024
|
---|---|
Authors: | Wang, Hongxia ; Qiu, Shushu ; Wang, Jianli ; Yick, Ho Yin |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 10, p. 1208-1219
|
Subject: | ARDL model | market efficiency | price cointegration | Shanghai crude oil futures | Kointegration | Cointegration | Shanghai | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdöl | Petroleum | Effizienzmarkthypothese | Efficient market hypothesis | Ölmarkt | Oil market |
-
The pricing efficiency of crude oil futures in the Shanghai International Exchange
Yang, Chen, (2020)
-
Zhang, Dan, (2022)
-
Fu, Jiasha, (2022)
- More ...
-
Wang, Jianli, (2019)
-
Willingness to pay for stochastic improvements of future risk under different risk aversion
Wang, Hongxia, (2018)
-
Demand for insurance with nonadditive probabilistic beliefs
Wang, Jianli, (2021)
- More ...