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When does a cost shock enhance productivity? : theory and evidence
Zhou, Mohan; Wei, Xu; Xu, Huilan; Zhou, Yimin - In: Economic modelling 128 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014464414
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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li; Chen, Ching-cheng; Wan, Jieqiu - In: Economic modelling 35 (2013), pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
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Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang; Chen, Qiang; Tang, Zhenpeng - In: Economic modelling 40 (2014), pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
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Do net positions in the futures market cause spot prices of crude oil?
Ding, Haoyuan; Kim, Hyung-gun; Park, Sung Y. - In: Economic modelling 41 (2014), pp. 174-190
Persistent link: https://www.econbiz.de/10010438365
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
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Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi - In: Economic modelling 74 (2018), pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
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Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua; Yang, Aijun; Pei, Haotian; Si, Xiaoli - In: Economic modelling 125 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014463673