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Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta; Mitra, Subrata Kumar - In: Applied economics 52 (2020) 49, pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
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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
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Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon; Feuerriegel, Stefan; Neumann, Dirk - In: Applied economics 52 (2020) 49, pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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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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Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang; Qin, Xiao; Diao, Xundi; He, Yingchen - In: Applied economics 48 (2016) 31/33, pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
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Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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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 heterogeneous dependence between global crude oil and Chinese commodity futures markets : evidence from quantile regression
Zhu, Huiming; Duan, Rong; Peng, Cheng; Jia, Xianghua - In: Applied economics 51 (2019) 28, pp. 3031-3048
Persistent link: https://www.econbiz.de/10012196782
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Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming; Wu, Hao; Ren, Ying-hua; Yu, Dongwei - In: Applied economics 54 (2022) 53, pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351