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The realized volatility of commodity futures : interconnectedness and determinants#

Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of economics & finance : IREF 73 (2021), pp. 139-151

Persistent link: https://www.econbiz.de/10012692211

Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?

Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70

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Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees

Feng, Lingbing; Rao, Haicheng; Lucey, Brian M.; Zhu, Yiying - In: International review of economics & finance : IREF 92 (2024), pp. 1595-1615

Persistent link: https://www.econbiz.de/10014535122

A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models

Su, Kuangxi; Yao, Yinhong; Zheng, Chengli; Xie, Wenzhao - In: International review of economics & finance : IREF 83 (2023), pp. 35-50

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Investor sentiment spillover effect and market quality in crude oil futures

Chen, Yu-Lun; Moh, Wan Shin; Chang, Ya-Kai - In: International review of economics & finance : IREF 82 (2022), pp. 177-193

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Herding, Information Cascades and Volatility Spillovers in Futures Markets

McAleer, Michael; Radalj, Kim - 2013

Economists and financial analysts have begun to recognise the importance of the actions of other agents in the decision-making process. Herding is the deliberate mimicking of the decisions of other agents. Examples of mimicry range from the choice of restaurant, fashion and financial market...

Persistent link: https://www.econbiz.de/10010326188