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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

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

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

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

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

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

A fear index to predict oil futures returns

Chevallier, Julien; Sévi, Benoît - 2013

This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...

Persistent link: https://www.econbiz.de/10010189497

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

Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports

Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425

Persistent link: https://www.econbiz.de/10012420931

China's crude oil futures : introduction and some stylized facts

Ji, Qiang; Zhang, Dayong - In: Finance research letters 28 (2019), pp. 376-380

Persistent link: https://www.econbiz.de/10012388348