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Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti; Le Roux, Corlise L.; Jana, R. K.; … - In: Finance research letters 36 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
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Exogenous oil supply shocks and global agricultural commodity prices : the role of biofuels
Yanfeng, Wei; Qiu, Feng; An, Henry; Zhang, Xindong; Li, … - In: International review of economics & finance : IREF 92 (2024), pp. 394-414
Persistent link: https://www.econbiz.de/10014534913
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Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
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The price-volume relationship in the crude oil futures market : some results based on linear and nonlinear causality testing
Moosa, Imad A.; Silvapulle, Paramsothy - In: International review of economics & finance : IREF 9 (2000) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001481115
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Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying; Ma, Yan-Ran; Hu, Min; Zhang, Dayong; Ji, Qiang - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
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Modeling dynamic higher moments of crude oil futures
Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
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Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
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The pricing efficiency of crude oil futures in the Shanghai International Exchange
Yang, Chen; Lv, Fei; Fang, Libing; Shang, Xingxing - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012483367
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Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua; Li, Guangchen; Fan, Hai; Wei, Weixian - In: Applied economics 53 (2021) 11, pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
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Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649
Persistent link: https://www.econbiz.de/10012416078