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1
The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market
Liu, Hong
;
Zhu, Yulin
;
Cui, Na
;
Zheng, Yan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062461
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2
Changes in
volatility
leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Pan, Qunxing
;
Sun, Yujia
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014583950
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3
Measuring dynamic spillovers between crude oil and grain commodity markets : a comparative analysis of demand and supply shocks
Ni, Guohua
;
Cherif, Houda H. A. D. J.
;
Chen, Zhenling
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015061431
Saved in:
4
Terrorism and oil markets : a cross-sectional evaluation
Orbaneja, José R. Valdivia
;
Iyer, Subramanian Rama
; …
- In:
Finance research letters
24
(
2018
),
pp. 42-48
Persistent link: https://www.econbiz.de/10011982456
Saved in:
5
Oil futures
volatility
predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
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6
The Chinese oil futures
volatility
: evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
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7
Macroeconomic attention and oil futures
volatility
prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
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8
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
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9
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
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10
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
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