Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics
Bangzhu Zhu, Chao Tian, Ping Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhu, Bangzhu ; Tian, Chao ; Wang, Ping |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 134.2024, Art.-No. 107577, p. 1-9
|
| Subject: | Chinese crude oil futures | EGARCH-M model | Market efficiency | Market micro characteristics | TVPSS model | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | China | Ölpreis | Oil price | Erdöl | Petroleum |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047124