Do China's macro-financial factors determine the Shanghai crude oil futures market?
Year of publication: |
2021
|
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Authors: | Lin, Boqiang ; Su, Tong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-16
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Subject: | Crude oil pricing | Dynamic model averaging | Frequency domain | Macro-financial factors | Shanghai crude oil futures (INE) | Time-varying importance | China | Ölpreis | Oil price | Shanghai | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Schätzung | Estimation | Welt | World | Ölmarkt | Oil market | Volatilität | Volatility |
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