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Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
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Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
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The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun; Wei, Yu; Li, Shouwei; Liu, Liang; Wang, Lei - In: Energy economics 96 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
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Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam; Bianchi, Robert; Mikutowski, Mateusz - In: Journal of banking & finance 133 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
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Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures
Sun, Chuanwang; Zhan, Yanhong; Peng, Yiqi; Cai, Weiyi - In: Energy economics 105 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013201966
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The alpha momentum effect in commodity markets
Zaremba, Adam; Mikutowski, Mateusz; Szczygielski, Jan Jakub - In: Energy economics 93 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
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Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao; Wu, Chongfeng - In: Energy economics 74 (2018), pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
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Predictability of crude oil prices : an investor perspective
Liu, Li; Wang, Yudong; Yang, Li - In: Energy economics 75 (2018), pp. 193-205
Persistent link: https://www.econbiz.de/10011974002